OUST vs. ESE
OUST (Ouster, Inc.) and ESE (ESCO Technologies Inc.) are both stocks. Both are in the Technology sector — OUST in Electronic Components, ESE in Scientific & Technical Instruments. Over the past 5 years, OUST returned -20.38%/yr vs 26.97%/yr for ESE. At a 0.29 correlation, their price movements are largely independent.
Performance
OUST vs. ESE - Performance Comparison
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Returns By Period
In the year-to-date period, OUST achieves a 88.91% return, which is significantly higher than ESE's 51.28% return.
OUST
- 1D
- 3.02%
- 1M
- 62.22%
- YTD
- 88.91%
- 6M
- 60.25%
- 1Y
- 180.19%
- 3Y*
- 93.76%
- 5Y*
- -20.38%
- 10Y*
- —
ESE
- 1D
- 0.94%
- 1M
- -2.55%
- YTD
- 51.28%
- 6M
- 49.13%
- 1Y
- 60.70%
- 3Y*
- 45.43%
- 5Y*
- 26.97%
- 10Y*
- 22.38%
OUST vs. ESE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
OUST Ouster, Inc. | 88.91% | 77.09% | 59.32% | -11.12% | -83.40% | -61.48% | 39.18% |
ESE ESCO Technologies Inc. | 51.28% | 46.96% | 14.15% | 34.13% | -2.30% | -12.59% | 20.36% |
Correlation
The correlation between OUST and ESE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2020 | 0.29 |
The correlation between OUST and ESE shifts across timeframes, from 0.18 (1 year) to 0.33 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
OUST:
$2.53B
ESE:
$7.65B
OUST:
-$0.94
ESE:
$11.89
OUST:
13.17
ESE:
6.13
OUST:
9.17
ESE:
4.77
OUST:
$185.33M
ESE:
$1.25B
OUST:
$90.79M
ESE:
$271.43M
OUST:
-$50.85M
ESE:
$238.72M
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Return for Risk
OUST vs. ESE — Risk / Return Rank
OUST
ESE
OUST vs. ESE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ouster, Inc. (OUST) and ESCO Technologies Inc. (ESE). 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.
| OUST | ESE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 4.01 | -0.72 |
| Martin ratioReturn relative to average drawdown | 6.10 | 10.69 | -4.59 |
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
| OUST | ESE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 1.99 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.89 | -1.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | 0.42 | -0.57 |
Drawdowns
OUST vs. ESE - Drawdown Comparison
The maximum OUST drawdown since its inception was -98.01%, which is greater than ESE's maximum drawdown of -58.54%. Use the drawdown chart below to compare losses from any high point for OUST and ESE.
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Drawdown Indicators
| OUST | ESE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.01% | -58.54% | -39.47% |
Max Drawdown (1Y)Largest decline over 1 year | -55.15% | -15.22% | -39.93% |
Max Drawdown (3Y)Largest decline over 3 years | -64.00% | -17.52% | -46.48% |
Max Drawdown (5Y)Largest decline over 5 years | -97.57% | -36.88% | -60.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.97% | — |
Current DrawdownCurrent decline from peak | -74.84% | -12.95% | -61.89% |
Average DrawdownAverage peak-to-trough decline | -78.08% | -20.25% | -57.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.68% | 5.70% | +23.98% |
Volatility
OUST vs. ESE - Volatility Comparison
Ouster, Inc. (OUST) has a higher volatility of 40.06% compared to ESCO Technologies Inc. (ESE) at 11.76%. This indicates that OUST's price experiences larger fluctuations and is considered to be riskier than ESE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OUST | ESE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 40.06% | 11.76% | +28.30% |
Volatility (6M)Calculated over the trailing 6-month period | 67.84% | 25.28% | +42.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 101.07% | 30.78% | +70.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 96.60% | 30.37% | +66.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.63% | 30.51% | +65.12% |
Dividends
OUST vs. ESE - Dividend Comparison
OUST has not paid dividends to shareholders, while ESE's dividend yield for the trailing twelve months is around 0.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESE ESCO Technologies Inc. | 0.11% | 0.16% | 0.24% | 0.27% | 0.37% | 0.27% | 0.31% | 0.43% | 0.49% | 0.40% | 0.56% | 0.89% |
OUST Ouster, 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% |
Financials
OUST vs. ESE - Financials Comparison
This section allows you to compare key financial metrics between Ouster, Inc. and ESCO Technologies 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
OUST vs. ESE - Profitability Comparison
OUST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ouster, Inc. reported a gross profit of 20.84M and revenue of 48.58M. Therefore, the gross margin over that period was 42.9%.
ESE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ESCO Technologies Inc. reported a gross profit of -119.92M and revenue of 309.34M. Therefore, the gross margin over that period was -38.8%.
OUST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ouster, Inc. reported an operating income of -19.21M and revenue of 48.58M, resulting in an operating margin of -39.6%.
ESE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ESCO Technologies Inc. reported an operating income of 23.86M and revenue of 309.34M, resulting in an operating margin of 7.7%.
OUST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ouster, Inc. reported a net income of -17.47M and revenue of 48.58M, resulting in a net margin of -36.0%.
ESE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ESCO Technologies Inc. reported a net income of 34.73M and revenue of 309.34M, resulting in a net margin of 11.2%.
Frequently Asked Questions
OUST and ESE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OUST has higher volatility (40.06%) compared to ESE (11.76%). In terms of maximum drawdown, OUST dropped -98.01% vs ESE's -58.54%.
ESE currently has the higher Sharpe Ratio (1.99 vs 1.80), 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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