ESP vs. BWA
Compare and contrast key facts about Espey Mfg. & Electronics Corp. (ESP) and BorgWarner Inc. (BWA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESP or BWA.
Key characteristics
| ESP | BWA | |
|---|---|---|
| YTD Return | 65.29% | -3.00% |
| 1Y Return | 71.27% | 2.22% |
| 3Y Return (Ann) | 28.16% | -5.59% |
| 5Y Return (Ann) | 9.35% | -1.05% |
| 10Y Return (Ann) | 7.04% | -2.08% |
| Sharpe Ratio | 1.59 | 0.14 |
| Sortino Ratio | 2.58 | 0.42 |
| Omega Ratio | 1.32 | 1.05 |
| Calmar Ratio | 1.82 | 0.10 |
| Martin Ratio | 6.21 | 0.44 |
| Ulcer Index | 11.19% | 9.35% |
| Daily Std Dev | 43.85% | 30.17% |
| Max Drawdown | -54.43% | -72.15% |
| Current Drawdown | -8.11% | -32.51% |
Fundamentals
| ESP | BWA | |
|---|---|---|
| Market Cap | $86.35M | $7.69B |
| EPS | $2.29 | $4.04 |
| PE Ratio | 13.52 | 8.70 |
| PEG Ratio | 0.00 | 1.37 |
| Total Revenue (TTM) | $30.17M | $14.17B |
| Gross Profit (TTM) | $8.41M | $2.62B |
| EBITDA (TTM) | $5.65M | $1.73B |
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.
Performance
ESP vs. BWA - Performance Comparison
In the year-to-date period, ESP achieves a 65.29% return, which is significantly higher than BWA's -3.00% return. Over the past 10 years, ESP has outperformed BWA with an annualized return of 7.04%, while BWA has yielded a comparatively lower -2.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
ESP vs. BWA - Dividend Comparison
ESP's dividend yield for the trailing twelve months is around 2.57%, more than BWA's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESP Espey Mfg. & Electronics Corp. | 2.57% | 2.67% | 0.00% | 0.00% | 5.29% | 4.63% | 8.03% | 4.17% | 3.84% | 3.88% | 4.20% | 6.13% |
BWA BorgWarner Inc. | 1.28% | 1.45% | 1.69% | 1.51% | 1.76% | 1.57% | 1.96% | 1.16% | 1.34% | 1.20% | 0.93% | 0.45% |
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.
Volatility
ESP vs. BWA - Volatility Comparison
Espey Mfg. & Electronics Corp. (ESP) has a higher volatility of 8.42% compared to BorgWarner Inc. (BWA) at 7.25%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities