ESI vs. WDC
ESI (Element Solutions Inc) and WDC (Western Digital Corporation) are both stocks. ESI operates in Specialty Chemicals (Basic Materials), while WDC operates in Computer Hardware (Technology). Over the past 10 years, ESI returned 16.45%/yr vs 34.20%/yr for WDC. At a 0.43 correlation, their price movements are largely independent.
Performance
ESI vs. WDC - Performance Comparison
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Returns By Period
In the year-to-date period, ESI achieves a 70.42% return, which is significantly lower than WDC's 245.04% return. Over the past 10 years, ESI has underperformed WDC with an annualized return of 16.45%, while WDC has yielded a comparatively higher 34.20% annualized return.
ESI
- 1D
- -0.56%
- 1M
- -0.72%
- YTD
- 70.42%
- 6M
- 64.11%
- 1Y
- 100.15%
- 3Y*
- 32.17%
- 5Y*
- 14.08%
- 10Y*
- 16.45%
WDC
- 1D
- 5.51%
- 1M
- 34.30%
- YTD
- 245.04%
- 6M
- 282.33%
- 1Y
- 1,009.68%
- 3Y*
- 169.70%
- 5Y*
- 59.21%
- 10Y*
- 34.20%
ESI vs. WDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESI Element Solutions Inc | 70.42% | -0.44% | 11.29% | 29.26% | -23.91% | 38.51% | 52.36% | 13.07% | 4.13% | 1.12% |
WDC Western Digital Corporation | 245.04% | 283.68% | 13.86% | 65.99% | -51.62% | 17.73% | -10.89% | 77.14% | -51.90% | 19.83% |
Correlation
The correlation between ESI and WDC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2013 | 0.43 |
The correlation between ESI and WDC has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.
Fundamentals
ESI:
$0.61
WDC:
$23.29
ESI:
69.21
WDC:
25.51
ESI:
6.67
WDC:
0.59
ESI:
3.68
WDC:
14.05
ESI:
$2.80B
WDC:
$11.78B
ESI:
$1.14B
WDC:
$5.35B
ESI:
$407.70M
WDC:
$10.88B
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Return for Risk
ESI vs. WDC — Risk / Return Rank
ESI
WDC
ESI vs. WDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Element Solutions Inc (ESI) and Western Digital Corporation (WDC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ESI | WDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.54 | ||
| Sortino ratioReturn per unit of downside risk | -4.36 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 2.05 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | 5.64 | 49.55 | -43.91 |
| Martin ratioReturn relative to average drawdown | 18.06 | 177.25 | -159.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESI | WDC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 16.12 | -13.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 1.23 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.71 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.21 | +0.07 |
Drawdowns
ESI vs. WDC - Drawdown Comparison
The maximum ESI drawdown since its inception was -80.66%, smaller than the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for ESI and WDC.
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Drawdown Indicators
| ESI | WDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.66% | -96.20% | +15.54% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -20.59% | +2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -39.98% | -49.65% | +9.67% |
Max Drawdown (5Y)Largest decline over 5 years | -39.98% | -60.85% | +20.87% |
Max Drawdown (10Y)Largest decline over 10 years | -56.24% | -70.49% | +14.25% |
Current DrawdownCurrent decline from peak | -5.70% | 0.00% | -5.70% |
Average DrawdownAverage peak-to-trough decline | -36.21% | -52.10% | +15.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 5.75% | -0.18% |
Volatility
ESI vs. WDC - Volatility Comparison
The current volatility for Element Solutions Inc (ESI) is 12.99%, while Western Digital Corporation (WDC) has a volatility of 17.18%. This indicates that ESI experiences smaller price fluctuations and is considered to be less risky than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESI | WDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.99% | 17.18% | -4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 32.31% | 51.44% | -19.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.10% | 63.33% | -24.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.29% | 48.32% | -14.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.20% | 48.38% | -11.18% |
Dividends
ESI vs. WDC - Dividend Comparison
ESI's dividend yield for the trailing twelve months is around 0.75%, more than WDC's 0.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESI Element Solutions Inc | 0.75% | 1.28% | 1.26% | 1.38% | 1.76% | 1.03% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WDC Western Digital Corporation | 0.08% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.51% | 2.94% | 3.33% |
Financials
ESI vs. WDC - Financials Comparison
This section allows you to compare key financial metrics between Element Solutions Inc and Western Digital Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ESI vs. WDC - Profitability Comparison
ESI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Element Solutions Inc reported a gross profit of 322.70M and revenue of 840.00M. Therefore, the gross margin over that period was 38.4%.
WDC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a gross profit of 1.68B and revenue of 3.34B. Therefore, the gross margin over that period was 50.2%.
ESI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Element Solutions Inc reported an operating income of 111.40M and revenue of 840.00M, resulting in an operating margin of 13.3%.
WDC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported an operating income of 1.14B and revenue of 3.34B, resulting in an operating margin of 34.0%.
ESI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Element Solutions Inc reported a net income of 55.90M and revenue of 840.00M, resulting in a net margin of 6.7%.
WDC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a net income of 3.21B and revenue of 3.34B, resulting in a net margin of 96.0%.
Frequently Asked Questions
ESI and WDC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDC has higher volatility (17.18%) compared to ESI (12.99%). In terms of maximum drawdown, ESI dropped -80.66% vs WDC's -96.20%.
WDC currently has the higher Sharpe Ratio (16.12 vs 2.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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