Yes, most esc's will come with a capacitor + diode. But this s4 capacitor comes with something else that you attach in parallel to your motor and schottky diode, it has NO POLAIRTY (if there is... then i haven't found a way to tell).
(On a diode it is directional and always easy to tell), but this little component is smaller than the average barrel shaped schottky diode... that's why I think its a resistor.