ESP vs. BWA

Last updated Apr 1, 2026

Compare and contrast key facts about Espey Mfg. & Electronics Corp. (ESP) and BorgWarner Inc. (BWA).

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.

ESP vs. BWA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESP Espey Mfg. & Electronics Corp.	18.11%	63.34%	66.83%	35.47%	-0.07%	-24.87%	-7.86%	-9.61%	11.35%	-3.99%
BWA BorgWarner Inc.	20.77%	43.88%	-10.15%	2.50%	-9.18%	18.39%	-9.19%	27.13%	-30.97%	31.24%

Fundamentals

Market Cap ESP : $157.72M BWA : $11.55B
EPS ESP : $3.40 BWA : $1.28
PE Ratio ESP : 16.31 BWA : 42.28
PS Ratio ESP : 3.81 BWA : 0.82
PB Ratio ESP : 2.96 BWA : 2.12
Total Revenue (TTM) ESP : $41.13M BWA : $14.32B
Gross Profit (TTM) ESP : $14.15M BWA : $2.68B
EBITDA (TTM) ESP : $10.70M BWA : $1.17B

Returns By Period

In the year-to-date period, ESP achieves a 18.11% return, which is significantly lower than BWA's 20.77% return. Over the past 10 years, ESP has outperformed BWA with an annualized return of 12.31%, while BWA has yielded a comparatively lower 6.66% annualized return.

ESP

• 1D: 0.95%
• 1M: -3.91%
• YTD: 18.11%
• 6M: 41.34%
• 1Y: 112.39%
• 3Y*: 44.90%
• 5Y*: 31.41%
• 10Y*: 12.31%

BWA

• 1D: 3.25%
• 1M: -5.47%
• YTD: 20.77%
• 6M: 24.29%
• 1Y: 92.10%
• 3Y*: 9.34%
• 5Y*: 7.42%
• 10Y*: 6.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ESP vs. BWA — Risk / Return Rank

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

ESP

ESP Risk / Return Rank: 88
ESP Sharpe Ratio Rank: 92
ESP Sortino Ratio Rank: 87
ESP Omega Ratio Rank: 86
ESP Calmar Ratio Rank: 90
ESP Martin Ratio Rank: 86

BWA

BWA Risk / Return Rank: 93
BWA Sharpe Ratio Rank: 94
BWA Sortino Ratio Rank: 96
BWA Omega Ratio Rank: 94
BWA Calmar Ratio Rank: 91
BWA Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESP vs. BWA - Risk-Adjusted Trends 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.

	ESP	BWA	Difference
Sharpe ratio Return per unit of total volatility	2.16	2.44	-0.27
Sortino ratio Return per unit of downside risk	2.59	3.64	-1.05
Omega ratio Gain probability vs. loss probability	1.34	1.46	-0.12
Calmar ratio Return relative to maximum drawdown	3.82	4.00	-0.18
Martin ratio Return relative to average drawdown	8.21	13.38	-5.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESP vs. BWA - Sharpe Ratio Comparison

The current ESP Sharpe Ratio is 2.16, which is comparable to the BWA Sharpe Ratio of 2.44. 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.

Sharpe Ratios by Period

	ESP	BWA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.16	2.44	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.22	+0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	0.19	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.31	+0.05

Correlation

The correlation between ESP and BWA is 0.06, 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.

Dividends

ESP vs. BWA - Dividend Comparison

ESP's dividend yield for the trailing twelve months is around 3.16%, more than BWA's 1.14% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESP Espey Mfg. & Electronics Corp.	3.16%	3.71%	2.90%	2.67%	0.00%	0.00%	5.29%	4.63%	8.03%	4.17%	3.84%	3.88%
BWA BorgWarner Inc.	1.14%	1.24%	1.38%	1.45%	1.69%	1.51%	1.76%	1.57%	1.96%	1.15%	1.34%	1.20%

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.

Drawdown Indicators

	ESP	BWA	Difference
Max Drawdown Largest peak-to-trough decline	-54.43%	-72.15%	+17.72%
Max Drawdown (1Y) Largest decline over 1 year	-29.09%	-23.80%	-5.29%
Max Drawdown (5Y) Largest decline over 5 years	-33.59%	-45.88%	+12.29%
Max Drawdown (10Y) Largest decline over 10 years	-54.43%	-64.59%	+10.16%
Current Drawdown Current decline from peak	-10.21%	-18.23%	+8.02%
Average Drawdown Average peak-to-trough decline	-15.05%	-22.10%	+7.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.55%	7.12%	+6.43%

Volatility

ESP vs. BWA - Volatility Comparison

Espey Mfg. & Electronics Corp. (ESP) has a higher volatility of 16.05% compared to BorgWarner Inc. (BWA) at 10.13%. 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.

Volatility by Period

	ESP	BWA	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.05%	10.13%	+5.92%
Volatility (6M) Calculated over the trailing 6-month period	35.05%	29.32%	+5.73%
Volatility (1Y) Calculated over the trailing 1-year period	52.23%	38.02%	+14.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.16%	33.63%	+8.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.58%	34.69%	+2.89%

Financials

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.

ESP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Espey Mfg. & Electronics Corp. reported a gross profit of 4.21M and revenue of 12.14M. Therefore, the gross margin over that period was 34.7%.

BWA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, BorgWarner Inc. reported a gross profit of 731.00M and revenue of 3.57B. Therefore, the gross margin over that period was 20.5%.

ESP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Espey Mfg. & Electronics Corp. reported an operating income of 3.07M and revenue of 12.14M, resulting in an operating margin of 25.3%.

BWA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, BorgWarner Inc. reported an operating income of -441.00M and revenue of 3.57B, resulting in an operating margin of -12.4%.

ESP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Espey Mfg. & Electronics Corp. reported a net income of 2.81M and revenue of 12.14M, resulting in a net margin of 23.1%.

BWA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, BorgWarner Inc. reported a net income of -262.00M and revenue of 3.57B, resulting in a net margin of -7.3%.