FRT vs. SCL
FRT (Federal Realty Investment Trust) and SCL (Stepan Company) are both stocks. FRT operates in REIT - Retail (Real Estate), while SCL operates in Specialty Chemicals (Basic Materials). Over the past 10 years, FRT returned 0.86%/yr vs 1.56%/yr for SCL. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
FRT vs. SCL - Performance Comparison
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Returns By Period
In the year-to-date period, FRT achieves a 27.00% return, which is significantly lower than SCL's 37.52% return. Over the past 10 years, FRT has underperformed SCL with an annualized return of 0.86%, while SCL has yielded a comparatively higher 1.56% annualized return.
FRT
- 1D
- 0.00%
- 1M
- 3.06%
- 6M
- 25.13%
- YTD
- 27.00%
- 1Y
- 40.48%
- 3Y*
- 11.69%
- 5Y*
- 5.42%
- 10Y*
- 0.86%
- ALL TIME*
- 10.98%
SCL
- 1D
- -1.43%
- 1M
- 14.93%
- 6M
- 13.05%
- YTD
- 37.52%
- 1Y
- 30.41%
- 3Y*
- -10.03%
- 5Y*
- -9.65%
- 10Y*
- 1.56%
- ALL TIME*
- 8.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $114.71M | $100.27M | $112.02M | |
| $10.89M | $8.99M | $7.98M |
FRT vs. SCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 27.00% | -5.91% | 12.07% | 6.55% | -22.66% | 65.97% | -30.66% | 12.51% | -8.10% | -3.59% |
SCL Stepan Company | 37.52% | -24.60% | -30.29% | -9.74% | -12.91% | 5.24% | 17.75% | 39.96% | -5.21% | -2.06% |
Correlation
The correlation between FRT and SCL is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.29 |
The correlation between FRT and SCL shifts across timeframes, from 0.29 (all time) to 0.47 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FRT:
$10.72B
SCL:
$1.46B
FRT:
$5.06
SCL:
-$0.12
FRT:
8.01
SCL:
0.60
FRT:
3.18
SCL:
1.21
FRT:
$1.34B
SCL:
$2.43B
FRT:
$721.93M
SCL:
$287.37M
FRT:
$1.03B
SCL:
$84.96M
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Return for Risk
FRT vs. SCL — Risk / Return Rank
FRT
SCL
FRT vs. SCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federal Realty Investment Trust (FRT) 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.
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.
| FRT | SCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.58 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.20 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 5.84 | 0.93 | +4.91 |
| Martin ratioReturn relative to average drawdown | 15.32 | 1.93 | +13.39 |
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Drawdowns
FRT vs. SCL - Drawdown Comparison
The maximum FRT drawdown since its inception was -57.42%, smaller than the maximum SCL drawdown of -66.78%. Use the drawdown chart below to compare losses from any high point for FRT and SCL.
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Drawdown Indicators
| FRT | SCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.42% | -66.78% | +9.36% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -32.78% | +25.82% |
Max Drawdown (3Y)Largest decline over 3 years | -27.38% | -54.02% | +26.64% |
Max Drawdown (5Y)Largest decline over 5 years | -34.99% | -64.48% | +29.49% |
Max Drawdown (10Y)Largest decline over 10 years | -55.49% | -66.78% | +11.29% |
Current DrawdownCurrent decline from peak | -2.39% | -48.41% | +46.02% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -17.15% | +5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 15.81% | -13.16% |
Volatility
FRT vs. SCL - Volatility Comparison
The current volatility for Federal Realty Investment Trust (FRT) is 4.22%, while Stepan Company (SCL) has a volatility of 14.58%. This indicates that FRT experiences smaller price fluctuations and is considered to be less risky than SCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRT | SCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 14.58% | -10.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 33.44% | -21.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.08% | 37.47% | -20.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.08% | 31.08% | -8.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.46% | 31.87% | -2.41% |
Dividends
FRT vs. SCL - Dividend Comparison
FRT's dividend yield for the trailing twelve months is around 3.64%, more than SCL's 2.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 3.64% | 4.39% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% |
SCL Stepan Company | 2.45% | 3.27% | 2.33% | 1.55% | 1.63% | 1.01% | 0.95% | 1.00% | 1.25% | 1.06% | 0.95% | 1.47% |
Financials
FRT vs. SCL - Financials Comparison
This section allows you to compare key financial metrics between Federal Realty Investment Trust 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
FRT vs. SCL - Profitability Comparison
FRT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Federal Realty Investment Trust reported a gross profit of 232.14M and revenue of 335.71M. Therefore, the gross margin over that period was 69.2%.
SCL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Stepan Company reported a gross profit of 99.98M and revenue of 684.11M. Therefore, the gross margin over that period was 14.6%.
FRT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Federal Realty Investment Trust reported an operating income of 138.66M and revenue of 335.71M, resulting in an operating margin of 41.3%.
SCL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Stepan Company reported an operating income of -28.23M and revenue of 684.11M, resulting in an operating margin of -4.1%.
FRT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Federal Realty Investment Trust reported a net income of 85.70M and revenue of 335.71M, resulting in a net margin of 25.5%.
SCL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Stepan Company reported a net income of 22.91M and revenue of 684.11M, resulting in a net margin of 3.4%.
Frequently Asked Questions
FRT and SCL have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCL has higher volatility (14.58%) compared to FRT (4.22%). In terms of maximum drawdown, FRT dropped -57.42% vs SCL's -66.78%.
FRT currently has the higher Sharpe Ratio (2.39 vs 0.82), 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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