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

Performance

SCL vs. CL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stepan Company (SCL) and Colgate-Palmolive Company (CL). 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 16.81% return, which is significantly higher than CL's 14.60% return. Over the past 10 years, SCL has underperformed CL with an annualized return of 0.58%, while CL has yielded a comparatively higher 4.62% annualized return.


SCL

1D
2.50%
1M
11.59%
YTD
16.81%
6M
15.27%
1Y
3.34%
3Y*
-15.27%
5Y*
-14.41%
10Y*
0.58%

CL

1D
0.07%
1M
0.69%
YTD
14.60%
6M
15.59%
1Y
1.61%
3Y*
8.47%
5Y*
3.79%
10Y*
4.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCL vs. CL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCL
Stepan Company
16.81%-24.60%-30.29%-9.74%-12.91%5.24%17.75%39.96%-5.21%-2.06%
CL
Colgate-Palmolive Company
14.60%-10.98%16.57%3.78%-5.44%2.08%27.17%18.60%-19.19%17.88%

Correlation

The correlation between SCL and CL is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.19

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

0.28

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

0.26

Correlation (All Time)
Calculated using the full available price history since Mar 17, 1992

0.20

Fundamentals

Market Cap

SCL:

$1.25B

CL:

$72.02B

EPS

SCL:

-$0.62

CL:

$2.58

PS Ratio

SCL:

0.53

CL:

3.48

PB Ratio

SCL:

1.05

CL:

496.66

Total Revenue (TTM)

SCL:

$2.34B

CL:

$20.80B

Gross Profit (TTM)

SCL:

$259.28M

CL:

$12.49B

EBITDA (TTM)

SCL:

$96.49M

CL:

$3.92B

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Return for Risk

SCL vs. CL — Risk / Return Rank

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

SCL
SCL Risk / Return Rank: 4242
Overall Rank
SCL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SCL Sortino Ratio Rank: 3838
Sortino Ratio Rank
SCL Omega Ratio Rank: 3939
Omega Ratio Rank
SCL Calmar Ratio Rank: 4444
Calmar Ratio Rank
SCL Martin Ratio Rank: 4343
Martin Ratio Rank

CL
CL Risk / Return Rank: 3737
Overall Rank
CL Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CL Sortino Ratio Rank: 3333
Sortino Ratio Rank
CL Omega Ratio Rank: 3333
Omega Ratio Rank
CL Calmar Ratio Rank: 4141
Calmar Ratio Rank
CL Martin Ratio Rank: 4040
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. CL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stepan Company (SCL) and Colgate-Palmolive Company (CL). 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.


SCLCLDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.04

1.01

+0.04

Calmar ratioReturn relative to maximum drawdown

0.03

-0.08

+0.11

Martin ratioReturn relative to average drawdown

0.05

-0.14

+0.19

SCL vs. CL - Sharpe Ratio Comparison

The current SCL Sharpe Ratio is 0.03, which is higher than the CL Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of SCL and CL, 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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Drawdowns

SCL vs. CL - Drawdown Comparison

The maximum SCL drawdown since its inception was -66.78%, which is greater than CL's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for SCL and CL.


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Drawdown Indicators


SCLCLDifference

Max Drawdown

Largest peak-to-trough decline

-66.78%

-58.91%

-7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-32.78%

-18.64%

-14.14%

Max Drawdown (3Y)

Largest decline over 3 years

-54.09%

-29.05%

-25.04%

Max Drawdown (5Y)

Largest decline over 5 years

-64.83%

-29.05%

-35.78%

Max Drawdown (10Y)

Largest decline over 10 years

-66.78%

-29.05%

-37.73%

Current Drawdown

Current decline from peak

-56.18%

-14.31%

-41.87%

Average Drawdown

Average peak-to-trough decline

-17.01%

-11.24%

-5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.53%

11.35%

+8.18%

Volatility

SCL vs. CL - Volatility Comparison

The current volatility for Stepan Company (SCL) is 6.94%, while Colgate-Palmolive Company (CL) has a volatility of 8.32%. This indicates that SCL experiences smaller price fluctuations and is considered to be less risky than CL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCLCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

8.32%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

30.89%

17.28%

+13.61%

Volatility (1Y)

Calculated over the trailing 1-year period

36.52%

21.83%

+14.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.34%

18.81%

+11.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.61%

19.75%

+11.86%

Dividends

SCL vs. CL - Dividend Comparison

SCL's dividend yield for the trailing twelve months is around 2.88%, more than CL's 2.34% yield.


PositionTTM20252024202320222021202020192018201720162015
CL
Colgate-Palmolive Company
2.34%2.61%2.18%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%
SCL
Stepan Company
2.88%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. CL - Financials Comparison

This section allows you to compare key financial metrics between Stepan Company and Colgate-Palmolive 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.


Quarterly
Annual

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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
604.51M
5.32B
(SCL) Total Revenue
(CL) Total Revenue
Values in USD except per share items

SCL vs. CL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
10.7%
60.6%
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%.

CL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a gross profit of 3.23B and revenue of 5.32B. Therefore, the gross margin over that period was 60.6%.

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%.

CL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported an operating income of 1.16B and revenue of 5.32B, resulting in an operating margin of 21.7%.

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%.

CL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a net income of 646.00M and revenue of 5.32B, resulting in a net margin of 12.1%.


Frequently Asked Questions


SCL and CL have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CL has higher volatility (8.32%) compared to SCL (6.94%). In terms of maximum drawdown, SCL dropped -66.78% vs CL's -58.91%.

SCL currently has the higher Sharpe Ratio (0.03 vs -0.07), 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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