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SCL vs. LOW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SCL vs. LOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stepan Company (SCL) and Lowe's Companies, Inc. (LOW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCL achieves a 16.81% return, which is significantly higher than LOW's -7.60% return. Over the past 10 years, SCL has underperformed LOW with an annualized return of 0.58%, while LOW has yielded a comparatively higher 13.33% annualized return.


SCL

1D
2.50%
1M
8.46%
YTD
16.81%
6M
15.27%
1Y
1.00%
3Y*
-15.27%
5Y*
-14.41%
10Y*
0.58%

LOW

1D
-0.12%
1M
0.15%
YTD
-7.60%
6M
-9.89%
1Y
0.73%
3Y*
2.50%
5Y*
4.93%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCL vs. LOW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCL
Stepan Company
16.81%-24.60%-30.29%-9.74%-12.91%5.24%17.75%39.96%-5.21%-2.06%
LOW
Lowe's Companies, Inc.
-7.60%-0.33%13.01%14.03%-21.49%63.34%36.40%32.23%1.22%33.29%

Correlation

The correlation between SCL and LOW is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Mar 17, 1992

0.27

The correlation between SCL and LOW shifts across timeframes, from 0.27 (all time) to 0.45 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SCL:

$1.25B

LOW:

$123.64B

EPS

SCL:

-$0.62

LOW:

$11.86

PS Ratio

SCL:

0.53

LOW:

1.40

Total Revenue (TTM)

SCL:

$2.34B

LOW:

$88.43B

Gross Profit (TTM)

SCL:

$259.28M

LOW:

$29.89B

EBITDA (TTM)

SCL:

$96.49M

LOW:

$11.50B

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Return for Risk

SCL vs. LOW — Risk / Return Rank

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

SCL
SCL Risk / Return Rank: 4242
Overall Rank
SCL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SCL Sortino Ratio Rank: 3838
Sortino Ratio Rank
SCL Omega Ratio Rank: 3939
Omega Ratio Rank
SCL Calmar Ratio Rank: 4444
Calmar Ratio Rank
SCL Martin Ratio Rank: 4343
Martin Ratio Rank

LOW
LOW Risk / Return Rank: 4141
Overall Rank
LOW Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
LOW Sortino Ratio Rank: 3838
Sortino Ratio Rank
LOW Omega Ratio Rank: 3636
Omega Ratio Rank
LOW Calmar Ratio Rank: 4343
Calmar Ratio Rank
LOW Martin Ratio Rank: 4343
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. LOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stepan Company (SCL) and Lowe's Companies, Inc. (LOW). 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.


SCLLOWDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.04

1.03

+0.02

Calmar ratioReturn relative to maximum drawdown

0.03

0.03

0.00

Martin ratioReturn relative to average drawdown

0.05

0.06

-0.01

SCL vs. LOW - Sharpe Ratio Comparison

The current SCL Sharpe Ratio is 0.03, which is comparable to the LOW Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of SCL and LOW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCL vs. LOW - Drawdown Comparison

The maximum SCL drawdown since its inception was -66.78%, which is greater than LOW's maximum drawdown of -62.52%. Use the drawdown chart below to compare losses from any high point for SCL and LOW.


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Drawdown Indicators


SCLLOWDifference

Max Drawdown

Largest peak-to-trough decline

-66.78%

-62.52%

-4.26%

Max Drawdown (1Y)

Largest decline over 1 year

-32.78%

-27.75%

-5.03%

Max Drawdown (3Y)

Largest decline over 3 years

-54.17%

-27.75%

-26.42%

Max Drawdown (5Y)

Largest decline over 5 years

-65.06%

-33.86%

-31.20%

Max Drawdown (10Y)

Largest decline over 10 years

-66.78%

-48.63%

-18.15%

Current Drawdown

Current decline from peak

-56.18%

-22.81%

-33.37%

Average Drawdown

Average peak-to-trough decline

-17.01%

-16.60%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.53%

12.31%

+7.22%

Volatility

SCL vs. LOW - Volatility Comparison

The current volatility for Stepan Company (SCL) is 6.94%, while Lowe's Companies, Inc. (LOW) has a volatility of 8.08%. This indicates that SCL experiences smaller price fluctuations and is considered to be less risky than LOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCLLOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

8.08%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

30.89%

20.39%

+10.50%

Volatility (1Y)

Calculated over the trailing 1-year period

36.52%

26.16%

+10.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.34%

26.23%

+4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.61%

29.17%

+2.44%

Dividends

SCL vs. LOW - Dividend Comparison

SCL's dividend yield for the trailing twelve months is around 2.88%, more than LOW's 2.17% yield.


PositionTTM20252024202320222021202020192018201720162015
LOW
Lowe's Companies, Inc.
2.17%1.95%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%
SCL
Stepan Company
2.88%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. LOW - Financials Comparison

This section allows you to compare key financial metrics between Stepan Company and Lowe's Companies, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B25.00B20222023202420252026
604.51M
23.08B
(SCL) Total Revenue
(LOW) Total Revenue
Values in USD except per share items

SCL vs. LOW - Profitability Comparison

The chart below illustrates the profitability comparison between Stepan Company and Lowe's Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%25.0%30.0%35.0%40.0%20222023202420252026
10.7%
32.7%
Portfolio components
SCL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

LOW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lowe's Companies, Inc. reported a gross profit of 7.54B and revenue of 23.08B. Therefore, the gross margin over that period was 32.7%.

SCL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stepan Company reported an operating income of -49.62M and revenue of 604.51M, resulting in an operating margin of -8.2%.

LOW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lowe's Companies, Inc. reported an operating income of 2.55B and revenue of 23.08B, resulting in an operating margin of 11.1%.

SCL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stepan Company reported a net income of -41.41M and revenue of 604.51M, resulting in a net margin of -6.9%.

LOW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lowe's Companies, Inc. reported a net income of 1.63B and revenue of 23.08B, resulting in a net margin of 7.1%.


Frequently Asked Questions


SCL and LOW have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LOW has higher volatility (8.08%) compared to SCL (6.94%). In terms of maximum drawdown, SCL dropped -66.78% vs LOW's -62.52%.

LOW currently has the higher Sharpe Ratio (0.03 vs 0.03), 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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