SCL vs. NWN
Compare and contrast key facts about Stepan Company (SCL) and Northwest Natural Holding Company (NWN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCL or NWN.
Performance
SCL vs. NWN - Performance Comparison
Returns By Period
In the year-to-date period, SCL achieves a -17.62% return, which is significantly lower than NWN's 18.17% return. Over the past 10 years, SCL has outperformed NWN with an annualized return of 7.48%, while NWN has yielded a comparatively lower 3.18% annualized return.
SCL
-17.62%
5.66%
-10.57%
-4.17%
-3.15%
7.48%
NWN
18.17%
9.28%
23.82%
25.55%
-4.32%
3.18%
Fundamentals
| SCL | NWN | |
|---|---|---|
| Market Cap | $1.69B | $1.69B |
| EPS | $2.00 | $2.10 |
| PE Ratio | 37.68 | 20.06 |
| PEG Ratio | 4.34 | 3.36 |
| Total Revenue (TTM) | $2.19B | $1.14B |
| Gross Profit (TTM) | $281.92M | $406.09M |
| EBITDA (TTM) | $153.28M | $349.84M |
Key characteristics
| SCL | NWN | |
|---|---|---|
| Sharpe Ratio | -0.15 | 1.04 |
| Sortino Ratio | -0.01 | 1.53 |
| Omega Ratio | 1.00 | 1.20 |
| Calmar Ratio | -0.09 | 0.55 |
| Martin Ratio | -0.31 | 4.77 |
| Ulcer Index | 13.46% | 5.35% |
| Daily Std Dev | 28.42% | 24.62% |
| Max Drawdown | -61.00% | -46.27% |
| Current Drawdown | -41.43% | -30.50% |
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Correlation
The correlation between SCL and NWN is 0.27, 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.
Risk-Adjusted Performance
SCL vs. NWN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stepan Company (SCL) and Northwest Natural Holding Company (NWN). 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.
Dividends
SCL vs. NWN - Dividend Comparison
SCL's dividend yield for the trailing twelve months is around 1.95%, less than NWN's 4.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCL Stepan Company | 1.95% | 1.55% | 1.29% | 1.01% | 0.95% | 1.00% | 1.25% | 1.06% | 0.95% | 1.47% | 1.72% | 0.99% |
NWN Northwest Natural Holding Company | 4.46% | 4.99% | 4.06% | 3.94% | 4.16% | 2.58% | 3.13% | 3.16% | 3.13% | 3.68% | 3.70% | 4.26% |
Drawdowns
SCL vs. NWN - Drawdown Comparison
The maximum SCL drawdown since its inception was -61.00%, which is greater than NWN's maximum drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for SCL and NWN. For additional features, visit the drawdowns tool.
Volatility
SCL vs. NWN - Volatility Comparison
Stepan Company (SCL) has a higher volatility of 11.11% compared to Northwest Natural Holding Company (NWN) at 7.00%. This indicates that SCL's price experiences larger fluctuations and is considered to be riskier than NWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SCL vs. NWN - Financials Comparison
This section allows you to compare key financial metrics between Stepan Company and Northwest Natural Holding 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