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 1.56%/yr vs 10.64%/yr for KO. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
SCL vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, SCL achieves a 37.52% return, which is significantly higher than KO's 26.97% return. Over the past 10 years, SCL has underperformed KO with an annualized return of 1.56%, while KO has yielded a comparatively higher 10.64% 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%
KO
- 1D
- -1.02%
- 1M
- 7.75%
- 6M
- 18.65%
- YTD
- 26.97%
- 1Y
- 32.67%
- 3Y*
- 15.70%
- 5Y*
- 12.23%
- 10Y*
- 10.64%
- ALL TIME*
- 12.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.49B | $1.47B | $1.44B | |
| $10.89M | $8.99M | $7.98M |
SCL vs. KO - 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% |
KO The Coca-Cola Company | 26.97% | 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 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 0.04 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SCL:
$1.46B
KO:
$376.85B
SCL:
-$0.12
KO:
$3.32
SCL:
0.60
KO:
7.54
SCL:
1.21
KO:
10.45
SCL:
$2.43B
KO:
$50.13B
SCL:
$287.37M
KO:
$31.02B
SCL:
$84.96M
KO:
$19.57B
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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 | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.32 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 4.17 | -3.24 |
| Martin ratioReturn relative to average drawdown | 1.93 | 9.09 | -7.17 |
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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 | -54.02% | -15.50% | -38.52% |
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 | -48.41% | -1.67% | -46.74% |
Average DrawdownAverage peak-to-trough decline | -17.15% | -16.06% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.81% | 3.60% | +12.21% |
Volatility
SCL vs. KO - Volatility Comparison
Stepan Company (SCL) has a higher volatility of 14.58% compared to The Coca-Cola Company (KO) at 9.09%. 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 | 14.58% | 9.09% | +5.49% |
Volatility (6M)Calculated over the trailing 6-month period | 33.44% | 15.06% | +18.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.47% | 18.66% | +18.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.08% | 16.64% | +14.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.87% | 18.42% | +13.45% |
Dividends
SCL vs. KO - Dividend Comparison
SCL's dividend yield for the trailing twelve months is around 2.45%, more than KO's 2.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.37% | 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 | 2.45% | 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. 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 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%.
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported a gross profit of 8.42B and revenue of 13.38B. Therefore, the gross margin over that period was 62.9%.
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%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported an operating income of 4.67B and revenue of 13.38B, resulting in an operating margin of 34.9%.
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%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Coca-Cola Company reported a net income of 4.43B and revenue of 13.38B, resulting in a net margin of 33.1%.
Frequently Asked Questions
SCL and KO have a correlation of 0.04, 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 KO (9.09%). In terms of maximum drawdown, SCL dropped -66.78% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.76 vs 0.82), 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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