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ESP vs. BWA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ESP and BWA is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ESP vs. BWA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Espey Mfg. & Electronics Corp. (ESP) and BorgWarner Inc. (BWA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ESP:

0.65

BWA:

-0.37

Sortino Ratio

ESP:

1.50

BWA:

-0.33

Omega Ratio

ESP:

1.17

BWA:

0.96

Calmar Ratio

ESP:

1.42

BWA:

-0.23

Martin Ratio

ESP:

2.76

BWA:

-0.77

Ulcer Index

ESP:

12.21%

BWA:

15.33%

Daily Std Dev

ESP:

44.92%

BWA:

32.16%

Max Drawdown

ESP:

-54.43%

BWA:

-72.15%

Current Drawdown

ESP:

-1.75%

BWA:

-35.59%

Fundamentals

Market Cap

ESP:

$88.49M

BWA:

$7.17B

EPS

ESP:

$2.45

BWA:

$1.42

PE Ratio

ESP:

12.91

BWA:

22.98

PEG Ratio

ESP:

0.00

BWA:

1.21

PS Ratio

ESP:

2.01

BWA:

0.51

PB Ratio

ESP:

1.95

BWA:

1.21

Total Revenue (TTM)

ESP:

$35.66M

BWA:

$14.01B

Gross Profit (TTM)

ESP:

$9.17M

BWA:

$2.64B

EBITDA (TTM)

ESP:

$6.09M

BWA:

$1.28B

Returns By Period

In the year-to-date period, ESP achieves a 5.94% return, which is significantly higher than BWA's 3.02% return. Over the past 10 years, ESP has outperformed BWA with an annualized return of 5.66%, while BWA has yielded a comparatively lower -3.55% annualized return.


ESP

YTD

5.94%

1M

11.53%

6M

1.18%

1Y

28.81%

5Y*

15.32%

10Y*

5.66%

BWA

YTD

3.02%

1M

24.59%

6M

-5.20%

1Y

-11.82%

5Y*

8.75%

10Y*

-3.55%

*Annualized

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Risk-Adjusted Performance

ESP vs. BWA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESP
The Risk-Adjusted Performance Rank of ESP is 7878
Overall Rank
The Sharpe Ratio Rank of ESP is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of ESP is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ESP is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ESP is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ESP is 7777
Martin Ratio Rank

BWA
The Risk-Adjusted Performance Rank of BWA is 3030
Overall Rank
The Sharpe Ratio Rank of BWA is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of BWA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of BWA is 2727
Omega Ratio Rank
The Calmar Ratio Rank of BWA is 3535
Calmar Ratio Rank
The Martin Ratio Rank of BWA is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESP vs. BWA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Espey Mfg. & Electronics Corp. (ESP) and BorgWarner Inc. (BWA). 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.


The current ESP Sharpe Ratio is 0.65, which is higher than the BWA Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of ESP and BWA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ESP vs. BWA - Dividend Comparison

ESP's dividend yield for the trailing twelve months is around 3.00%, more than BWA's 1.35% yield.


TTM20242023202220212020201920182017201620152014
ESP
Espey Mfg. & Electronics Corp.
3.00%2.90%2.67%0.00%0.00%5.29%4.63%8.03%4.17%3.84%3.88%4.20%
BWA
BorgWarner Inc.
1.35%1.38%1.45%1.69%1.51%1.76%1.57%1.96%1.16%1.34%1.20%0.93%

Drawdowns

ESP vs. BWA - Drawdown Comparison

The maximum ESP drawdown since its inception was -54.43%, smaller than the maximum BWA drawdown of -72.15%. Use the drawdown chart below to compare losses from any high point for ESP and BWA. For additional features, visit the drawdowns tool.


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Volatility

ESP vs. BWA - Volatility Comparison

Espey Mfg. & Electronics Corp. (ESP) has a higher volatility of 13.59% compared to BorgWarner Inc. (BWA) at 8.17%. This indicates that ESP's price experiences larger fluctuations and is considered to be riskier than BWA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ESP vs. BWA - Financials Comparison

This section allows you to compare key financial metrics between Espey Mfg. & Electronics Corp. and BorgWarner Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
13.61M
3.52B
(ESP) Total Revenue
(BWA) Total Revenue
Values in USD except per share items

ESP vs. BWA - Profitability Comparison

The chart below illustrates the profitability comparison between Espey Mfg. & Electronics Corp. and BorgWarner Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%20212022202320242025
23.3%
18.2%
(ESP) Gross Margin
(BWA) Gross Margin
ESP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Espey Mfg. & Electronics Corp. reported a gross profit of 3.16M and revenue of 13.61M. Therefore, the gross margin over that period was 23.3%.

BWA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, BorgWarner Inc. reported a gross profit of 639.00M and revenue of 3.52B. Therefore, the gross margin over that period was 18.2%.

ESP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Espey Mfg. & Electronics Corp. reported an operating income of 2.02M and revenue of 13.61M, resulting in an operating margin of 14.9%.

BWA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, BorgWarner Inc. reported an operating income of 237.00M and revenue of 3.52B, resulting in an operating margin of 6.7%.

ESP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Espey Mfg. & Electronics Corp. reported a net income of 1.91M and revenue of 13.61M, resulting in a net margin of 14.0%.

BWA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, BorgWarner Inc. reported a net income of 157.00M and revenue of 3.52B, resulting in a net margin of 4.5%.