SCL vs. ITW
SCL (Stepan Company) and ITW (Illinois Tool Works Inc.) are both stocks. SCL operates in Specialty Chemicals (Basic Materials), while ITW operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, SCL returned 1.56%/yr vs 12.18%/yr for ITW. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
SCL vs. ITW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCL achieves a 37.52% return, which is significantly higher than ITW's 17.95% return. Over the past 10 years, SCL has underperformed ITW with an annualized return of 1.56%, while ITW has yielded a comparatively higher 12.18% annualized return.
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%
ITW
- 1D
- 1.15%
- 1M
- 6.68%
- 6M
- 11.20%
- YTD
- 17.95%
- 1Y
- 14.94%
- 3Y*
- 6.96%
- 5Y*
- 7.33%
- 10Y*
- 12.18%
- ALL TIME*
- 13.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $528.12M | $430.35M | $385.52M | |
| $10.89M | $8.99M | $7.98M |
SCL vs. ITW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCL Stepan Company | 37.52% | -24.60% | -30.29% | -9.74% | -12.91% | 5.24% | 17.75% | 39.96% | -5.21% | -2.06% |
ITW Illinois Tool Works Inc. | 17.95% | -0.43% | -0.97% | 21.56% | -8.46% | 23.60% | 16.42% | 45.60% | -22.10% | 38.92% |
Correlation
The correlation between SCL and ITW is 0.50, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.37 |
The correlation between SCL and ITW shifts across timeframes, from 0.37 (all time) to 0.58 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SCL:
$1.46B
ITW:
$82.56B
SCL:
-$0.12
ITW:
$11.03
SCL:
0.60
ITW:
5.04
SCL:
1.21
ITW:
28.46
SCL:
$2.43B
ITW:
$16.47B
SCL:
$287.37M
ITW:
$7.27B
SCL:
$84.96M
ITW:
$4.64B
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. ITW — Risk / Return Rank
SCL
ITW
SCL vs. ITW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stepan Company (SCL) and Illinois Tool Works Inc. (ITW). 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.
| SCL | ITW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 0.86 | +0.07 |
| Martin ratioReturn relative to average drawdown | 1.93 | 1.76 | +0.17 |
Loading charts...
Drawdowns
SCL vs. ITW - Drawdown Comparison
The maximum SCL drawdown since its inception was -66.78%, which is greater than ITW's maximum drawdown of -54.90%. Use the drawdown chart below to compare losses from any high point for SCL and ITW.
Loading charts...
Drawdown Indicators
| SCL | ITW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.78% | -54.90% | -11.88% |
Max Drawdown (1Y)Largest decline over 1 year | -32.78% | -17.44% | -15.34% |
Max Drawdown (3Y)Largest decline over 3 years | -54.02% | -20.63% | -33.39% |
Max Drawdown (5Y)Largest decline over 5 years | -64.48% | -28.05% | -36.43% |
Max Drawdown (10Y)Largest decline over 10 years | -66.78% | -37.85% | -28.93% |
Current DrawdownCurrent decline from peak | -48.41% | -3.03% | -45.38% |
Average DrawdownAverage peak-to-trough decline | -17.15% | -9.83% | -7.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.81% | 8.50% | +7.31% |
Volatility
SCL vs. ITW - Volatility Comparison
Stepan Company (SCL) has a higher volatility of 14.58% compared to Illinois Tool Works Inc. (ITW) at 8.35%. This indicates that SCL's price experiences larger fluctuations and is considered to be riskier than ITW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SCL | ITW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.58% | 8.35% | +6.23% |
Volatility (6M)Calculated over the trailing 6-month period | 33.44% | 16.82% | +16.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.47% | 21.70% | +15.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.08% | 21.42% | +9.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.87% | 23.88% | +7.99% |
Dividends
SCL vs. ITW - Dividend Comparison
SCL's dividend yield for the trailing twelve months is around 2.45%, more than ITW's 2.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITW Illinois Tool Works Inc. | 2.24% | 2.53% | 2.29% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% |
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
SCL vs. ITW - Financials Comparison
This section allows you to compare key financial metrics between Stepan Company and Illinois Tool Works Inc.. 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
SCL vs. ITW - Profitability Comparison
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%.
ITW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Illinois Tool Works Inc. reported a gross profit of 1.90B and revenue of 4.30B. Therefore, the gross margin over that period was 44.1%.
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%.
ITW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Illinois Tool Works Inc. reported an operating income of 1.15B and revenue of 4.30B, resulting in an operating margin of 26.7%.
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%.
ITW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Illinois Tool Works Inc. reported a net income of 815.00M and revenue of 4.30B, resulting in a net margin of 19.0%.
Frequently Asked Questions
SCL and ITW have a correlation of 0.50, 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 ITW (8.35%). In terms of maximum drawdown, SCL dropped -66.78% vs ITW's -54.90%.
SCL currently has the higher Sharpe Ratio (0.82 vs 0.69), 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.
Find the right allocation for SCL and ITW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer