PortfoliosLab logoPortfoliosLab logo
SCL vs. HTO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SCL vs. HTO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stepan Company (SCL) and H2O America (HTO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SCL vs. HTO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCL
Stepan Company
6.36%-24.60%-30.29%-9.74%-12.91%5.24%17.75%39.96%-5.21%-2.06%
HTO
H2O America
20.77%2.92%-22.57%-17.78%13.40%7.66%-0.43%30.19%-11.20%16.22%

Fundamentals

Market Cap

SCL:

$1.14B

HTO:

$2.11B

EPS

SCL:

$2.05

HTO:

$2.89

PE Ratio

SCL:

24.39

HTO:

20.31

PS Ratio

SCL:

0.49

HTO:

10.73

PB Ratio

SCL:

0.92

HTO:

1.37

Total Revenue (TTM)

SCL:

$2.33B

HTO:

$194.19M

Gross Profit (TTM)

SCL:

$269.89M

HTO:

-$211.05M

EBITDA (TTM)

SCL:

$173.90M

HTO:

$268.84M

Returns By Period

In the year-to-date period, SCL achieves a 6.36% return, which is significantly lower than HTO's 20.77% return. Over the past 10 years, SCL has underperformed HTO with an annualized return of 0.46%, while HTO has yielded a comparatively higher 7.21% 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%

HTO

1D
-0.51%
1M
9.07%
YTD
20.77%
6M
22.57%
1Y
10.95%
3Y*
-5.65%
5Y*
1.27%
10Y*
7.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SCL vs. HTO — Risk / Return Rank

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

SCL
SCL Risk / Return Rank: 3434
Overall Rank
SCL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SCL Sortino Ratio Rank: 3131
Sortino Ratio Rank
SCL Omega Ratio Rank: 3131
Omega Ratio Rank
SCL Calmar Ratio Rank: 3535
Calmar Ratio Rank
SCL Martin Ratio Rank: 3636
Martin Ratio Rank

HTO
HTO Risk / Return Rank: 5454
Overall Rank
HTO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HTO Sortino Ratio Rank: 5151
Sortino Ratio Rank
HTO Omega Ratio Rank: 4848
Omega Ratio Rank
HTO Calmar Ratio Rank: 5757
Calmar Ratio Rank
HTO Martin Ratio Rank: 5555
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. HTO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stepan Company (SCL) and H2O America (HTO). 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.


SCLHTODifference

Sharpe ratio

Return per unit of total volatility

-0.16

0.45

-0.61

Sortino ratio

Return per unit of downside risk

0.06

0.82

-0.76

Omega ratio

Gain probability vs. loss probability

1.01

1.10

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.21

0.67

-0.88

Martin ratio

Return relative to average drawdown

-0.40

1.35

-1.75

SCL vs. HTO - Sharpe Ratio Comparison

The current SCL Sharpe Ratio is -0.16, which is lower than the HTO Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of SCL and HTO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SCLHTODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

0.45

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.53

0.05

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.24

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.39

-0.14

Correlation

The correlation between SCL and HTO is 0.31, 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. HTO - Dividend Comparison

SCL's dividend yield for the trailing twelve months is around 3.12%, more than HTO's 2.90% yield.


TTM20252024202320222021202020192018201720162015
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%
HTO
H2O America
2.90%3.43%3.25%2.33%1.77%1.86%1.85%1.69%2.01%1.63%1.45%2.63%

Drawdowns

SCL vs. HTO - Drawdown Comparison

The maximum SCL drawdown since its inception was -66.78%, which is greater than HTO's maximum drawdown of -54.53%. Use the drawdown chart below to compare losses from any high point for SCL and HTO.


Loading graphics...

Drawdown Indicators


SCLHTODifference

Max Drawdown

Largest peak-to-trough decline

-66.78%

-54.53%

-12.25%

Max Drawdown (1Y)

Largest decline over 1 year

-32.78%

-19.77%

-13.01%

Max Drawdown (5Y)

Largest decline over 5 years

-66.78%

-42.85%

-23.93%

Max Drawdown (10Y)

Largest decline over 10 years

-66.78%

-42.85%

-23.93%

Current Drawdown

Current decline from peak

-60.10%

-23.10%

-37.00%

Average Drawdown

Average peak-to-trough decline

-16.76%

-15.87%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.99%

9.76%

+7.23%

Volatility

SCL vs. HTO - Volatility Comparison

Stepan Company (SCL) has a higher volatility of 9.04% compared to H2O America (HTO) at 8.40%. This indicates that SCL's price experiences larger fluctuations and is considered to be riskier than HTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SCLHTODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

8.40%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

30.53%

17.01%

+13.52%

Volatility (1Y)

Calculated over the trailing 1-year period

39.96%

24.26%

+15.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.06%

23.93%

+6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.58%

29.65%

+1.93%

Financials

SCL vs. HTO - Financials Comparison

This section allows you to compare key financial metrics between Stepan Company and H2O America. 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


-400.00M-200.00M0.00200.00M400.00M600.00M800.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
553.89M
-412.22M
(SCL) Total Revenue
(HTO) Total Revenue
Values in USD except per share items