SCL vs. KO
SCL (Stepan Company) and KO (The Coca-Cola Company) are both stocks. SCL operates in Specialty Chemicals (Basic Materials), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, SCL returned 0.70%/yr vs 9.61%/yr for KO. At a 0.22 correlation, their price movements are largely independent.
Performance
SCL vs. KO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SCL having a 21.29% return and KO slightly lower at 21.02%. Over the past 10 years, SCL has underperformed KO with an annualized return of 0.70%, while KO has yielded a comparatively higher 9.61% annualized return.
SCL
- 1D
- 0.19%
- 1M
- 6.43%
- 6M
- 12.32%
- YTD
- 21.29%
- 1Y
- -1.06%
- 3Y*
- -12.65%
- 5Y*
- -12.25%
- 10Y*
- 0.70%
KO
- 1D
- 1.04%
- 1M
- 1.82%
- 6M
- 19.99%
- YTD
- 21.02%
- 1Y
- 22.88%
- 3Y*
- 15.28%
- 5Y*
- 12.19%
- 10Y*
- 9.61%
SCL vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCL Stepan Company | 21.29% | -24.60% | -30.29% | -9.74% | -12.91% | 5.24% | 17.75% | 39.96% | -5.21% | -2.06% |
KO The Coca-Cola Company | 21.02% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between SCL and KO is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.22 |
The correlation between SCL and KO shifts across timeframes, from 0.03 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SCL:
$1.28B
KO:
$359.21B
SCL:
-$0.62
KO:
$3.18
SCL:
0.55
KO:
7.31
SCL:
1.09
KO:
10.71
SCL:
$2.34B
KO:
$49.28B
SCL:
$259.28M
KO:
$30.43B
SCL:
$96.49M
KO:
$18.35B
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Return for Risk
SCL vs. KO — Risk / Return Rank
SCL
KO
SCL vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stepan Company (SCL) and The Coca-Cola Company (KO). 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 | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.24 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 2.94 | -3.01 |
| Martin ratioReturn relative to average drawdown | -0.12 | 6.43 | -6.55 |
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Drawdowns
SCL vs. KO - Drawdown Comparison
The maximum SCL drawdown since its inception was -66.78%, roughly equal to the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for SCL and KO.
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Drawdown Indicators
| SCL | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.78% | -68.23% | +1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -32.78% | -7.87% | -24.91% |
Max Drawdown (3Y)Largest decline over 3 years | -54.08% | -16.26% | -37.82% |
Max Drawdown (5Y)Largest decline over 5 years | -64.48% | -17.27% | -47.21% |
Max Drawdown (10Y)Largest decline over 10 years | -66.78% | -36.99% | -29.79% |
Current DrawdownCurrent decline from peak | -54.50% | -0.77% | -53.73% |
Average DrawdownAverage peak-to-trough decline | -17.09% | -16.07% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.03% | 3.59% | +16.44% |
Volatility
SCL vs. KO - Volatility Comparison
Stepan Company (SCL) has a higher volatility of 7.63% compared to The Coca-Cola Company (KO) at 6.59%. This indicates that SCL's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCL | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 6.59% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 31.00% | 13.54% | +17.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.15% | 17.27% | +18.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.38% | 16.32% | +14.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.56% | 18.29% | +13.27% |
Dividends
SCL vs. KO - Dividend Comparison
SCL's dividend yield for the trailing twelve months is around 2.78%, more than KO's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.49% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
SCL Stepan Company | 2.78% | 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. KO - Financials Comparison
This section allows you to compare key financial metrics between Stepan Company and The Coca-Cola 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.
Total Revenue: Total amount of money received from sales and other business activities
SCL vs. KO - Profitability Comparison
SCL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.
SCL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Stepan Company reported an operating income of -49.62M and revenue of 604.51M, resulting in an operating margin of -8.2%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.
SCL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Stepan Company reported a net income of -41.41M and revenue of 604.51M, resulting in a net margin of -6.9%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.
Frequently Asked Questions
SCL and KO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCL has higher volatility (7.63%) compared to KO (6.59%). In terms of maximum drawdown, SCL dropped -66.78% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.34 vs -0.06), 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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