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

Correlation

The correlation between ESP and BWA is 0.05, 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.


-0.50.00.51.00.1

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
21.06%
-9.06%
ESP
BWA

Key characteristics

Sharpe Ratio

ESP:

0.44

BWA:

-0.27

Sortino Ratio

ESP:

1.06

BWA:

-0.20

Omega Ratio

ESP:

1.12

BWA:

0.98

Calmar Ratio

ESP:

0.80

BWA:

-0.18

Martin Ratio

ESP:

1.51

BWA:

-0.76

Ulcer Index

ESP:

12.58%

BWA:

10.34%

Daily Std Dev

ESP:

42.45%

BWA:

28.69%

Max Drawdown

ESP:

-54.43%

BWA:

-72.15%

Current Drawdown

ESP:

-17.77%

BWA:

-42.19%

Fundamentals

Market Cap

ESP:

$82.75M

BWA:

$6.44B

EPS

ESP:

$2.46

BWA:

$1.63

PE Ratio

ESP:

12.05

BWA:

18.06

PEG Ratio

ESP:

0.00

BWA:

1.21

Total Revenue (TTM)

ESP:

$30.31M

BWA:

$14.09B

Gross Profit (TTM)

ESP:

$8.07M

BWA:

$2.65B

EBITDA (TTM)

ESP:

$5.16M

BWA:

$1.29B

Returns By Period

In the year-to-date period, ESP achieves a -11.34% return, which is significantly lower than BWA's -7.52% return. Over the past 10 years, ESP has outperformed BWA with an annualized return of 2.69%, while BWA has yielded a comparatively lower -4.30% annualized return.


ESP

YTD

-11.34%

1M

-3.36%

6M

21.06%

1Y

2.82%

5Y*

5.70%

10Y*

2.69%

BWA

YTD

-7.52%

1M

-7.72%

6M

-9.06%

1Y

-4.33%

5Y*

1.12%

10Y*

-4.30%

*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 6363
Overall Rank
The Sharpe Ratio Rank of ESP is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ESP is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ESP is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ESP is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ESP is 6262
Martin Ratio Rank

BWA
The Risk-Adjusted Performance Rank of BWA is 3030
Overall Rank
The Sharpe Ratio Rank of BWA is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of BWA is 2626
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 3030
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.


Sharpe ratio
The chart of Sharpe ratio for ESP, currently valued at 0.44, compared to the broader market-2.000.002.004.000.44-0.27
The chart of Sortino ratio for ESP, currently valued at 1.06, compared to the broader market-6.00-4.00-2.000.002.004.006.001.06-0.20
The chart of Omega ratio for ESP, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.98
The chart of Calmar ratio for ESP, currently valued at 0.80, compared to the broader market0.002.004.006.000.80-0.18
The chart of Martin ratio for ESP, currently valued at 1.51, compared to the broader market0.0010.0020.0030.001.51-0.76
ESP
BWA

The current ESP Sharpe Ratio is 0.44, which is higher than the BWA Sharpe Ratio of -0.27. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.44
-0.27
ESP
BWA

Dividends

ESP vs. BWA - Dividend Comparison

ESP's dividend yield for the trailing twelve months is around 3.27%, more than BWA's 1.50% yield.


TTM20242023202220212020201920182017201620152014
ESP
Espey Mfg. & Electronics Corp.
3.27%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.
1.50%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.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-17.77%
-42.19%
ESP
BWA

Volatility

ESP vs. BWA - Volatility Comparison

Espey Mfg. & Electronics Corp. (ESP) has a higher volatility of 8.61% compared to BorgWarner Inc. (BWA) at 7.50%. 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.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
8.61%
7.50%
ESP
BWA

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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