ESP vs. BWA
ESP (Espey Mfg. & Electronics Corp.) and BWA (BorgWarner Inc.) are both stocks. ESP operates in Electrical Equipment & Parts (Industrials), while BWA operates in Auto Parts (Consumer Cyclical). Over the past 10 years, ESP returned 11.92%/yr vs 11.63%/yr for BWA. At a 0.06 correlation, their price movements are largely independent.
Performance
ESP vs. BWA - Performance Comparison
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Returns By Period
In the year-to-date period, ESP achieves a 18.82% return, which is significantly lower than BWA's 70.79% return. Both investments have delivered pretty close results over the past 10 years, with ESP having a 11.92% annualized return and BWA not far behind at 11.63%.
ESP
- 1D
- -3.63%
- 1M
- -18.94%
- YTD
- 18.82%
- 6M
- 40.45%
- 1Y
- 52.54%
- 3Y*
- 54.51%
- 5Y*
- 33.03%
- 10Y*
- 11.92%
BWA
- 1D
- 3.33%
- 1M
- 36.39%
- YTD
- 70.79%
- 6M
- 78.10%
- 1Y
- 137.73%
- 3Y*
- 23.79%
- 5Y*
- 11.39%
- 10Y*
- 11.63%
ESP vs. BWA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESP Espey Mfg. & Electronics Corp. | 18.82% | 63.34% | 66.83% | 35.47% | -0.07% | -24.87% | -7.86% | -9.61% | 11.35% | -3.99% |
BWA BorgWarner Inc. | 70.79% | 43.88% | -10.15% | 2.50% | -9.18% | 18.39% | -9.19% | 27.13% | -30.97% | 31.24% |
Correlation
The correlation between ESP and BWA is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 1993 | 0.06 |
Fundamentals
ESP:
$160.89M
BWA:
$15.95B
ESP:
$3.79
BWA:
$1.69
ESP:
14.71
BWA:
45.24
ESP:
3.75
BWA:
1.14
ESP:
2.85
BWA:
2.91
ESP:
$42.25M
BWA:
$14.33B
ESP:
$15.43M
BWA:
$2.71B
ESP:
$11.61M
BWA:
$1.88B
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Return for Risk
ESP vs. BWA — Risk / Return Rank
ESP
BWA
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 ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -3.46 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.63 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 5.82 | -4.01 |
| Martin ratioReturn relative to average drawdown | 3.71 | 15.83 | -12.12 |
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
| ESP | BWA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 3.63 | -2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.34 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.33 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.34 | +0.01 |
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.
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Drawdown Indicators
| ESP | BWA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -29.09% | -45.88% | +16.79% |
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 DrawdownCurrent decline from peak | -22.81% | 0.00% | -22.81% |
Average DrawdownAverage peak-to-trough decline | -15.01% | -22.04% | +7.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.22% | 8.74% | +5.48% |
Volatility
ESP vs. BWA - Volatility Comparison
Espey Mfg. & Electronics Corp. (ESP) has a higher volatility of 15.12% compared to BorgWarner Inc. (BWA) at 13.05%. 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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Volatility by Period
| ESP | BWA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.12% | 13.05% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 38.18% | 31.73% | +6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.04% | 38.18% | +13.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.85% | 34.05% | +8.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.01% | 34.83% | +3.18% |
Dividends
ESP vs. BWA - Dividend Comparison
ESP's dividend yield for the trailing twelve months is around 3.14%, more than BWA's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWA BorgWarner Inc. | 0.89% | 1.24% | 1.38% | 1.45% | 1.69% | 1.51% | 1.76% | 1.57% | 1.96% | 1.15% | 1.34% | 1.20% |
ESP Espey Mfg. & Electronics Corp. | 3.14% | 3.71% | 2.90% | 2.67% | 0.00% | 0.00% | 5.29% | 4.63% | 8.03% | 4.17% | 3.84% | 3.88% |
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
ESP vs. BWA - Profitability Comparison
ESP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Espey Mfg. & Electronics Corp. reported a gross profit of 4.23M and revenue of 11.42M. Therefore, the gross margin over that period was 37.0%.
BWA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BorgWarner Inc. reported a gross profit of 677.00M and revenue of 3.53B. Therefore, the gross margin over that period was 19.2%.
ESP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Espey Mfg. & Electronics Corp. reported an operating income of 2.98M and revenue of 11.42M, resulting in an operating margin of 26.1%.
BWA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BorgWarner Inc. reported an operating income of 336.00M and revenue of 3.53B, resulting in an operating margin of 9.5%.
ESP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Espey Mfg. & Electronics Corp. reported a net income of 2.86M and revenue of 11.42M, resulting in a net margin of 25.1%.
BWA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BorgWarner Inc. reported a net income of 242.00M and revenue of 3.53B, resulting in a net margin of 6.9%.
Frequently Asked Questions
ESP and BWA have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESP has higher volatility (15.12%) compared to BWA (13.05%). In terms of maximum drawdown, ESP dropped -54.43% vs BWA's -72.15%.
BWA currently has the higher Sharpe Ratio (3.63 vs 1.02), 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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