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SCL vs. CINF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SCL vs. CINF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stepan Company (SCL) and Cincinnati Financial Corporation (CINF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCL achieves a 10.27% return, which is significantly higher than CINF's -0.07% return. Over the past 10 years, SCL has underperformed CINF with an annualized return of -0.19%, while CINF has yielded a comparatively higher 11.63% annualized return.


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%

CINF

1D
-1.84%
1M
0.46%
YTD
-0.07%
6M
1.71%
1Y
9.89%
3Y*
19.76%
5Y*
8.67%
10Y*
11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCL vs. CINF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCL
Stepan Company
10.27%-24.60%-30.29%-9.74%-12.91%5.24%17.75%39.96%-5.21%-2.06%
CINF
Cincinnati Financial Corporation
-0.07%16.27%42.48%4.00%-7.89%33.28%-14.15%38.87%6.25%2.34%

Correlation

The correlation between SCL and CINF is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Mar 18, 1992

0.32

The correlation between SCL and CINF shifts across timeframes, from 0.23 (1 year) to 0.43 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

SCL:

-$0.62

CINF:

$23.30

PS Ratio

SCL:

0.50

CINF:

1.49

Total Revenue (TTM)

SCL:

$2.34B

CINF:

$12.92B

Gross Profit (TTM)

SCL:

$259.28M

CINF:

$5.39B

EBITDA (TTM)

SCL:

$96.49M

CINF:

$3.27B

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Return for Risk

SCL vs. CINF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCL
SCL Risk / Return Rank: 3737
Overall Rank
SCL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCL Sortino Ratio Rank: 3434
Sortino Ratio Rank
SCL Omega Ratio Rank: 3535
Omega Ratio Rank
SCL Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCL Martin Ratio Rank: 3939
Martin Ratio Rank

CINF
CINF Risk / Return Rank: 5757
Overall Rank
CINF Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CINF Sortino Ratio Rank: 5252
Sortino Ratio Rank
CINF Omega Ratio Rank: 4949
Omega Ratio Rank
CINF Calmar Ratio Rank: 6262
Calmar Ratio Rank
CINF Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCL vs. CINF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stepan Company (SCL) and Cincinnati Financial Corporation (CINF). 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.


SCLCINFDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.02

1.10

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.09

0.95

-1.04

Martin ratioReturn relative to average drawdown

-0.16

2.47

-2.62

SCL vs. CINF - Sharpe Ratio Comparison

The current SCL Sharpe Ratio is -0.08, which is lower than the CINF Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SCL and CINF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCLCINFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

0.50

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

0.34

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.41

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.42

-0.17

Drawdowns

SCL vs. CINF - Drawdown Comparison

The maximum SCL drawdown since its inception was -66.78%, which is greater than CINF's maximum drawdown of -59.64%. Use the drawdown chart below to compare losses from any high point for SCL and CINF.


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Drawdown Indicators


SCLCINFDifference

Max Drawdown

Largest peak-to-trough decline

-66.78%

-59.64%

-7.14%

Max Drawdown (1Y)

Largest decline over 1 year

-32.78%

-10.46%

-22.32%

Max Drawdown (3Y)

Largest decline over 3 years

-54.78%

-20.03%

-34.75%

Max Drawdown (5Y)

Largest decline over 5 years

-65.22%

-35.77%

-29.45%

Max Drawdown (10Y)

Largest decline over 10 years

-66.78%

-58.12%

-8.66%

Current Drawdown

Current decline from peak

-58.63%

-5.47%

-53.16%

Average Drawdown

Average peak-to-trough decline

-16.99%

-12.19%

-4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.37%

4.07%

+15.30%

Volatility

SCL vs. CINF - Volatility Comparison

Stepan Company (SCL) has a higher volatility of 6.53% compared to Cincinnati Financial Corporation (CINF) at 5.78%. This indicates that SCL's price experiences larger fluctuations and is considered to be riskier than CINF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCLCINFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

5.78%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

30.83%

13.67%

+17.16%

Volatility (1Y)

Calculated over the trailing 1-year period

36.41%

19.78%

+16.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.29%

25.69%

+4.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.60%

28.82%

+2.78%

Dividends

SCL vs. CINF - Dividend Comparison

SCL's dividend yield for the trailing twelve months is around 3.05%, more than CINF's 2.19% yield.


PositionTTM20252024202320222021202020192018201720162015
CINF
Cincinnati Financial Corporation
2.19%2.13%2.25%2.90%2.70%2.21%2.75%2.13%2.74%3.33%2.53%3.89%
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

SCL vs. CINF - Financials Comparison

This section allows you to compare key financial metrics between Stepan Company and Cincinnati Financial Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


500.00M1.00B1.50B2.00B2.50B3.00B3.50B4.00B20222023202420252026
604.51M
2.86B
(SCL) Total Revenue
(CINF) Total Revenue
Values in USD except per share items

SCL vs. CINF - Profitability Comparison

The chart below illustrates the profitability comparison between Stepan Company and Cincinnati Financial Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%20222023202420252026
10.7%
0
Portfolio components
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%.

CINF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cincinnati Financial Corporation reported a gross profit of 0.00 and revenue of 2.86B. Therefore, the gross margin over that period was 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%.

CINF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cincinnati Financial Corporation reported an operating income of 0.00 and revenue of 2.86B, resulting in an operating margin of 0.0%.

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%.

CINF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cincinnati Financial Corporation reported a net income of 274.00M and revenue of 2.86B, resulting in a net margin of 9.6%.


Frequently Asked Questions


SCL and CINF have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCL has higher volatility (6.53%) compared to CINF (5.78%). In terms of maximum drawdown, SCL dropped -66.78% vs CINF's -59.64%.

CINF currently has the higher Sharpe Ratio (0.50 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.

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