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SCL vs. MO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SCL and MO is 0.18, 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.


-0.50.00.51.00.2

Performance

SCL vs. MO - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-19.16%
17.62%
SCL
MO

Key characteristics

Sharpe Ratio

SCL:

-0.93

MO:

2.33

Sortino Ratio

SCL:

-1.26

MO:

3.48

Omega Ratio

SCL:

0.85

MO:

1.46

Calmar Ratio

SCL:

-0.53

MO:

2.22

Martin Ratio

SCL:

-1.76

MO:

12.46

Ulcer Index

SCL:

14.70%

MO:

3.34%

Daily Std Dev

SCL:

27.89%

MO:

17.85%

Max Drawdown

SCL:

-61.00%

MO:

-82.48%

Current Drawdown

SCL:

-48.58%

MO:

-7.20%

Fundamentals

Market Cap

SCL:

$1.61B

MO:

$91.74B

EPS

SCL:

$2.00

MO:

$5.92

PE Ratio

SCL:

35.75

MO:

9.14

PEG Ratio

SCL:

4.34

MO:

3.79

Total Revenue (TTM)

SCL:

$2.19B

MO:

$20.36B

Gross Profit (TTM)

SCL:

$281.92M

MO:

$14.22B

EBITDA (TTM)

SCL:

$182.34M

MO:

$13.08B

Returns By Period

In the year-to-date period, SCL achieves a -27.68% return, which is significantly lower than MO's 41.48% return. Over the past 10 years, SCL has underperformed MO with an annualized return of 6.56%, while MO has yielded a comparatively higher 7.03% annualized return.


SCL

YTD

-27.68%

1M

-10.47%

6M

-18.09%

1Y

-26.93%

5Y*

-6.40%

10Y*

6.56%

MO

YTD

41.48%

1M

-5.55%

6M

17.62%

1Y

41.41%

5Y*

9.52%

10Y*

7.03%

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Risk-Adjusted Performance

SCL vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stepan Company (SCL) and Altria Group, Inc. (MO). 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.


Sharpe ratio
The chart of Sharpe ratio for SCL, currently valued at -0.97, compared to the broader market-4.00-2.000.002.00-0.972.33
The chart of Sortino ratio for SCL, currently valued at -1.32, compared to the broader market-4.00-2.000.002.004.00-1.323.48
The chart of Omega ratio for SCL, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.46
The chart of Calmar ratio for SCL, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.552.22
The chart of Martin ratio for SCL, currently valued at -1.82, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.8212.46
SCL
MO

The current SCL Sharpe Ratio is -0.93, which is lower than the MO Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SCL and MO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.97
2.33
SCL
MO

Dividends

SCL vs. MO - Dividend Comparison

SCL's dividend yield for the trailing twelve months is around 2.25%, less than MO's 5.56% yield.


TTM20232022202120202019201820172016201520142013
SCL
Stepan Company
2.25%1.55%1.29%1.01%0.95%1.00%1.25%1.06%0.95%1.47%1.72%0.99%
MO
Altria Group, Inc.
5.56%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

SCL vs. MO - Drawdown Comparison

The maximum SCL drawdown since its inception was -61.00%, smaller than the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for SCL and MO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-48.58%
-7.20%
SCL
MO

Volatility

SCL vs. MO - Volatility Comparison

Stepan Company (SCL) has a higher volatility of 6.88% compared to Altria Group, Inc. (MO) at 4.83%. This indicates that SCL's price experiences larger fluctuations and is considered to be riskier than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.88%
4.83%
SCL
MO

Financials

SCL vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Stepan Company and Altria Group, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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