EMR vs. SCL
EMR (Emerson Electric Co.) and SCL (Stepan Company) are both stocks. EMR operates in Specialty Industrial Machinery (Industrials), while SCL operates in Specialty Chemicals (Basic Materials). Over the past 10 years, EMR returned 12.97%/yr vs -0.19%/yr for SCL. At a 0.35 correlation, their price movements are largely independent.
Performance
EMR vs. SCL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EMR achieves a 5.61% return, which is significantly lower than SCL's 10.27% return. Over the past 10 years, EMR has outperformed SCL with an annualized return of 12.97%, while SCL has yielded a comparatively lower -0.19% annualized return.
EMR
- 1D
- 0.69%
- 1M
- -1.19%
- YTD
- 5.61%
- 6M
- 3.12%
- 1Y
- 14.43%
- 3Y*
- 20.39%
- 5Y*
- 9.45%
- 10Y*
- 12.97%
SCL
- 1D
- 0.29%
- 1M
- -2.10%
- YTD
- 10.27%
- 6M
- 17.06%
- 1Y
- -3.04%
- 3Y*
- -17.43%
- 5Y*
- -15.44%
- 10Y*
- -0.19%
EMR vs. SCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 5.61% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
SCL Stepan Company | 10.27% | -24.60% | -30.29% | -9.74% | -12.91% | 5.24% | 17.75% | 39.96% | -5.21% | -2.06% |
Correlation
The correlation between EMR and SCL is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 1992 | 0.35 |
The correlation between EMR and SCL shifts across timeframes, from 0.35 (all time) to 0.51 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
EMR:
$78.30B
SCL:
$1.18B
EMR:
$4.33
SCL:
-$0.62
EMR:
4.28
SCL:
0.50
EMR:
3.85
SCL:
0.99
EMR:
$18.32B
SCL:
$2.34B
EMR:
$7.22B
SCL:
$259.28M
EMR:
$3.87B
SCL:
$96.49M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EMR vs. SCL — Risk / Return Rank
EMR
SCL
EMR vs. SCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) and Stepan Company (SCL). 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.
| EMR | SCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.02 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | -0.09 | +0.71 |
| Martin ratioReturn relative to average drawdown | 1.35 | -0.16 | +1.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EMR | SCL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | -0.08 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | -0.51 | +0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | -0.01 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.25 | +0.09 |
Drawdowns
EMR vs. SCL - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, smaller than the maximum SCL drawdown of -66.78%. Use the drawdown chart below to compare losses from any high point for EMR and SCL.
Loading charts...
Drawdown Indicators
| EMR | SCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -66.78% | +7.73% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -32.78% | +9.33% |
Max Drawdown (3Y)Largest decline over 3 years | -29.62% | -54.78% | +25.16% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -65.22% | +35.60% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -66.78% | +16.01% |
Current DrawdownCurrent decline from peak | -13.31% | -58.63% | +45.32% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -16.99% | +2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.68% | 19.37% | -8.69% |
Volatility
EMR vs. SCL - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 7.27% compared to Stepan Company (SCL) at 6.53%. This indicates that EMR's price experiences larger fluctuations and is considered to be riskier than SCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EMR | SCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.27% | 6.53% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 24.63% | 30.83% | -6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.04% | 36.41% | -6.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.25% | 30.29% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.10% | 31.60% | -2.50% |
Dividends
EMR vs. SCL - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.58%, less than SCL's 3.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.58% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
SCL Stepan Company | 3.05% | 3.27% | 2.33% | 1.55% | 1.63% | 1.01% | 0.95% | 1.00% | 1.25% | 1.06% | 0.95% | 1.47% |
Financials
EMR vs. SCL - Financials Comparison
This section allows you to compare key financial metrics between Emerson Electric Co. and Stepan Company. 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
EMR vs. SCL - Profitability Comparison
EMR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Emerson Electric Co. reported a gross profit of 0.00 and revenue of 4.56B. Therefore, the gross margin over that period was 0.0%.
SCL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stepan Company reported a gross profit of 64.85M and revenue of 604.51M. Therefore, the gross margin over that period was 10.7%.
EMR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Emerson Electric Co. reported an operating income of 0.00 and revenue of 4.56B, resulting in an operating margin of 0.0%.
SCL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stepan Company reported an operating income of -49.62M and revenue of 604.51M, resulting in an operating margin of -8.2%.
EMR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Emerson Electric Co. reported a net income of 618.00M and revenue of 4.56B, resulting in a net margin of 13.6%.
SCL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stepan Company reported a net income of -41.41M and revenue of 604.51M, resulting in a net margin of -6.9%.
Frequently Asked Questions
EMR and SCL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (7.27%) compared to SCL (6.53%). In terms of maximum drawdown, EMR dropped -59.05% vs SCL's -66.78%.
EMR currently has the higher Sharpe Ratio (0.48 vs -0.08), 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.
Find the right allocation for EMR and SCL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer