ESPR vs. SBS
ESPR (Esperion Therapeutics, Inc.) and SBS (Companhia de Saneamento Básico do Estado de São Paulo - SABESP) are both stocks. ESPR operates in Biotechnology (Healthcare), while SBS operates in Utilities - Regulated Water (Utilities). Over the past 10 years, ESPR returned -14.95%/yr vs 16.43%/yr for SBS. At a 0.11 correlation, their price movements are largely independent.
Performance
ESPR vs. SBS - Performance Comparison
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Returns By Period
In the year-to-date period, ESPR achieves a -14.86% return, which is significantly lower than SBS's 15.28% return. Over the past 10 years, ESPR has underperformed SBS with an annualized return of -14.95%, while SBS has yielded a comparatively higher 16.43% annualized return.
ESPR
- 1D
- 0.00%
- 1M
- 0.96%
- YTD
- -14.86%
- 6M
- -18.18%
- 1Y
- 162.50%
- 3Y*
- 35.36%
- 5Y*
- -34.62%
- 10Y*
- -14.95%
SBS
- 1D
- -0.18%
- 1M
- -6.98%
- YTD
- 15.28%
- 6M
- 14.60%
- 1Y
- 38.40%
- 3Y*
- 40.12%
- 5Y*
- 32.68%
- 10Y*
- 16.43%
ESPR vs. SBS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESPR Esperion Therapeutics, Inc. | -14.86% | 68.18% | -26.42% | -52.01% | 24.60% | -80.77% | -56.40% | 29.63% | -30.13% | 425.88% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 15.28% | 80.60% | -4.21% | 46.89% | 48.42% | -13.79% | -40.98% | 91.22% | -20.37% | 23.83% |
Correlation
The correlation between ESPR and SBS is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2013 | 0.11 |
Fundamentals
ESPR:
$791.76M
SBS:
$19.24B
ESPR:
-$0.03
SBS:
R$2.48
ESPR:
1.75
SBS:
2.48
ESPR:
$418.24M
SBS:
R$38.70B
ESPR:
$226.32M
SBS:
R$13.96B
ESPR:
$77.18M
SBS:
R$14.87B
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Return for Risk
ESPR vs. SBS — Risk / Return Rank
ESPR
SBS
ESPR vs. SBS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Esperion Therapeutics, Inc. (ESPR) and Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESPR | SBS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 1.55 | +1.52 |
| Martin ratioReturn relative to average drawdown | 7.68 | 4.65 | +3.03 |
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Drawdowns
ESPR vs. SBS - Drawdown Comparison
The maximum ESPR drawdown since its inception was -99.37%, which is greater than SBS's maximum drawdown of -76.49%. Use the drawdown chart below to compare losses from any high point for ESPR and SBS.
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Drawdown Indicators
| ESPR | SBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.37% | -76.49% | -22.88% |
Max Drawdown (1Y)Largest decline over 1 year | -53.19% | -24.88% | -28.31% |
Max Drawdown (3Y)Largest decline over 3 years | -80.94% | -24.88% | -56.06% |
Max Drawdown (5Y)Largest decline over 5 years | -97.16% | -30.35% | -66.81% |
Max Drawdown (10Y)Largest decline over 10 years | -99.10% | -61.91% | -37.19% |
Current DrawdownCurrent decline from peak | -97.27% | -22.90% | -74.37% |
Average DrawdownAverage peak-to-trough decline | -69.99% | -25.70% | -44.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.30% | 8.28% | +13.02% |
Volatility
ESPR vs. SBS - Volatility Comparison
The current volatility for Esperion Therapeutics, Inc. (ESPR) is 1.06%, while Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) has a volatility of 8.92%. This indicates that ESPR experiences smaller price fluctuations and is considered to be less risky than SBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESPR | SBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 8.92% | -7.86% |
Volatility (6M)Calculated over the trailing 6-month period | 61.44% | 24.61% | +36.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 92.66% | 33.86% | +58.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.79% | 36.90% | +54.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 84.61% | 43.51% | +41.10% |
Dividends
ESPR vs. SBS - Dividend Comparison
ESPR has not paid dividends to shareholders, while SBS's dividend yield for the trailing twelve months is around 2.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESPR Esperion Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 2.33% | 4.68% | 1.96% | 1.66% | 1.88% | 0.97% | 2.93% | 1.99% | 3.86% | 2.76% | 0.65% | 1.91% |
Financials
ESPR vs. SBS - Financials Comparison
This section allows you to compare key financial metrics between Esperion Therapeutics, Inc. and Companhia de Saneamento Básico do Estado de São Paulo - SABESP. 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
ESPR vs. SBS - Profitability Comparison
ESPR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Esperion Therapeutics, Inc. reported a gross profit of 0.00 and revenue of 80.10M. Therefore, the gross margin over that period was 0.0%.
SBS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a gross profit of 3.79B and revenue of 9.78B. Therefore, the gross margin over that period was 38.8%.
ESPR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Esperion Therapeutics, Inc. reported an operating income of -6.58M and revenue of 80.10M, resulting in an operating margin of -8.2%.
SBS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported an operating income of 3.33B and revenue of 9.78B, resulting in an operating margin of 34.1%.
ESPR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Esperion Therapeutics, Inc. reported a net income of -25.20M and revenue of 80.10M, resulting in a net margin of -31.5%.
SBS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a net income of 1.72B and revenue of 9.78B, resulting in a net margin of 17.6%.
Frequently Asked Questions
ESPR and SBS have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBS has higher volatility (8.92%) compared to ESPR (1.06%). In terms of maximum drawdown, ESPR dropped -99.37% vs SBS's -76.49%.
ESPR currently has the higher Sharpe Ratio (1.76 vs 1.14), 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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