SCL vs. FRT

Last updated Apr 1, 2026

Compare and contrast key facts about Stepan Company (SCL) and Federal Realty Investment Trust (FRT).

Performance

SCL vs. FRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stepan Company (SCL) and Federal Realty Investment Trust (FRT). The values are adjusted to include any dividend payments, if applicable.

SCL vs. FRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCL Stepan Company	6.36%	-24.60%	-30.29%	-9.74%	-12.91%	5.24%	17.75%	39.96%	-5.21%	-2.06%
FRT Federal Realty Investment Trust	6.56%	-5.91%	12.07%	6.55%	-22.66%	65.97%	-30.66%	12.51%	-8.10%	-3.59%

Fundamentals

Market Cap SCL : $1.14B FRT : $9.13B
EPS SCL : $2.05 FRT : $4.77
PE Ratio SCL : 24.39 FRT : 22.27
PS Ratio SCL : 0.49 FRT : 7.15
PB Ratio SCL : 0.92 FRT : 2.81
Total Revenue (TTM) SCL : $2.33B FRT : $1.28B
Gross Profit (TTM) SCL : $269.89M FRT : $860.70M
EBITDA (TTM) SCL : $173.90M FRT : $970.04M

Returns By Period

The year-to-date returns for both investments are quite close, with SCL having a 6.36% return and FRT slightly higher at 6.56%. Over the past 10 years, SCL has outperformed FRT with an annualized return of 0.46%, while FRT has yielded a comparatively lower -0.20% annualized return.

SCL

• 1D: 0.38%
• 1M: -1.02%
• YTD: 6.36%
• 6M: 6.53%
• 1Y: -6.32%
• 3Y*: -19.61%
• 5Y*: -15.73%
• 10Y*: 0.46%

FRT

• 1D: 1.68%
• 1M: -2.35%
• YTD: 6.56%
• 6M: 7.22%
• 1Y: 13.63%
• 3Y*: 6.60%
• 5Y*: 4.50%
• 10Y*: -0.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SCL vs. FRT — Risk / Return Rank

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

SCL

SCL Risk / Return Rank: 34
SCL Sharpe Ratio Rank: 35
SCL Sortino Ratio Rank: 31
SCL Omega Ratio Rank: 31
SCL Calmar Ratio Rank: 35
SCL Martin Ratio Rank: 36

FRT

FRT Risk / Return Rank: 63
FRT Sharpe Ratio Rank: 65
FRT Sortino Ratio Rank: 57
FRT Omega Ratio Rank: 56
FRT Calmar Ratio Rank: 63
FRT Martin Ratio Rank: 72

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. FRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stepan Company (SCL) and Federal Realty Investment Trust (FRT). 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.

	SCL	FRT	Difference
Sharpe ratio Return per unit of total volatility	-0.16	0.63	-0.78
Sortino ratio Return per unit of downside risk	0.06	1.04	-0.99
Omega ratio Gain probability vs. loss probability	1.01	1.13	-0.12
Calmar ratio Return relative to maximum drawdown	-0.21	0.94	-1.14
Martin ratio Return relative to average drawdown	-0.40	3.71	-4.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCL vs. FRT - Sharpe Ratio Comparison

The current SCL Sharpe Ratio is -0.16, which is lower than the FRT Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of SCL and FRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SCL	FRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.16	0.63	-0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.53	0.19	-0.72
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	-0.01	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.40	-0.15

Correlation

The correlation between SCL and FRT is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SCL vs. FRT - Dividend Comparison

SCL's dividend yield for the trailing twelve months is around 3.12%, less than FRT's 4.20% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCL Stepan Company	3.12%	3.27%	2.33%	1.55%	1.63%	1.01%	0.95%	1.00%	1.25%	1.06%	0.95%	1.47%
FRT Federal Realty Investment Trust	4.20%	4.39%	2.93%	4.21%	4.26%	3.12%	4.96%	3.22%	3.42%	2.98%	2.70%	2.48%

Drawdowns

SCL vs. FRT - Drawdown Comparison

The maximum SCL drawdown since its inception was -66.78%, which is greater than FRT's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for SCL and FRT.

Drawdown Indicators

	SCL	FRT	Difference
Max Drawdown Largest peak-to-trough decline	-66.78%	-57.42%	-9.36%
Max Drawdown (1Y) Largest decline over 1 year	-32.78%	-15.66%	-17.12%
Max Drawdown (5Y) Largest decline over 5 years	-66.78%	-34.99%	-31.79%
Max Drawdown (10Y) Largest decline over 10 years	-66.78%	-56.47%	-10.31%
Current Drawdown Current decline from peak	-60.10%	-10.18%	-49.92%
Average Drawdown Average peak-to-trough decline	-16.76%	-11.81%	-4.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.99%	3.95%	+13.04%

Volatility

SCL vs. FRT - Volatility Comparison

Stepan Company (SCL) has a higher volatility of 9.04% compared to Federal Realty Investment Trust (FRT) at 5.37%. This indicates that SCL's price experiences larger fluctuations and is considered to be riskier than FRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCL	FRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.04%	5.37%	+3.67%
Volatility (6M) Calculated over the trailing 6-month period	30.53%	11.89%	+18.64%
Volatility (1Y) Calculated over the trailing 1-year period	39.96%	21.90%	+18.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.06%	23.45%	+6.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.58%	29.41%	+2.17%

Financials

SCL vs. FRT - Profitability Comparison

The chart below illustrates the profitability comparison between Stepan Company and Federal Realty Investment Trust over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SCL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Stepan Company reported a gross profit of 51.52M and revenue of 553.89M. Therefore, the gross margin over that period was 9.3%.

FRT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Federal Realty Investment Trust reported a gross profit of 225.48M and revenue of 336.05M. Therefore, the gross margin over that period was 67.1%.

SCL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Stepan Company reported an operating income of 10.50M and revenue of 553.89M, resulting in an operating margin of 1.9%.

FRT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Federal Realty Investment Trust reported an operating income of 180.65M and revenue of 336.05M, resulting in an operating margin of 53.8%.

SCL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Stepan Company reported a net income of 5.00M and revenue of 553.89M, resulting in a net margin of 0.9%.

FRT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Federal Realty Investment Trust reported a net income of 129.74M and revenue of 336.05M, resulting in a net margin of 38.6%.