SCL vs. PG
SCL (Stepan Company) and PG (The Procter & Gamble Company) are both stocks. SCL operates in Specialty Chemicals (Basic Materials), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, SCL returned -0.19%/yr vs 8.64%/yr for PG. At a 0.20 correlation, their price movements are largely independent.
Performance
SCL vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, SCL achieves a 10.27% return, which is significantly higher than PG's 2.74% return. Over the past 10 years, SCL has underperformed PG with an annualized return of -0.19%, while PG has yielded a comparatively higher 8.64% annualized return.
SCL
- 1D
- 0.29%
- 1M
- -2.10%
- YTD
- 10.27%
- 6M
- 17.06%
- 1Y
- -3.04%
- 3Y*
- -17.43%
- 5Y*
- -15.44%
- 10Y*
- -0.19%
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
SCL vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCL Stepan Company | 10.27% | -24.60% | -30.29% | -9.74% | -12.91% | 5.24% | 17.75% | 39.96% | -5.21% | -2.06% |
PG The Procter & Gamble Company | 2.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between SCL and PG is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 1992 | 0.20 |
Fundamentals
SCL:
$1.18B
PG:
$350.63B
SCL:
-$0.62
PG:
$5.23
SCL:
0.50
PG:
4.07
SCL:
0.99
PG:
6.50
SCL:
$2.34B
PG:
$86.72B
SCL:
$259.28M
PG:
$43.64B
SCL:
$96.49M
PG:
$22.63B
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Return for Risk
SCL vs. PG — Risk / Return Rank
SCL
PG
SCL vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stepan Company (SCL) and The Procter & Gamble Company (PG). 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.
| SCL | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.94 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | -0.58 | +0.49 |
| Martin ratioReturn relative to average drawdown | -0.16 | -1.04 | +0.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCL | PG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | -0.48 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.51 | 0.23 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.46 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.46 | -0.21 |
Drawdowns
SCL vs. PG - Drawdown Comparison
The maximum SCL drawdown since its inception was -66.78%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for SCL and PG.
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Drawdown Indicators
| SCL | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.78% | -54.25% | -12.53% |
Max Drawdown (1Y)Largest decline over 1 year | -32.78% | -15.52% | -17.26% |
Max Drawdown (3Y)Largest decline over 3 years | -54.78% | -21.15% | -33.63% |
Max Drawdown (5Y)Largest decline over 5 years | -65.22% | -23.77% | -41.45% |
Max Drawdown (10Y)Largest decline over 10 years | -66.78% | -23.77% | -43.01% |
Current DrawdownCurrent decline from peak | -58.63% | -15.91% | -42.72% |
Average DrawdownAverage peak-to-trough decline | -16.99% | -12.16% | -4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.37% | 8.93% | +10.44% |
Volatility
SCL vs. PG - Volatility Comparison
The current volatility for Stepan Company (SCL) is 6.53%, while The Procter & Gamble Company (PG) has a volatility of 7.01%. This indicates that SCL experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCL | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 7.01% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 30.83% | 15.32% | +15.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.41% | 18.65% | +17.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.29% | 17.79% | +12.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.60% | 19.05% | +12.55% |
Dividends
SCL vs. PG - Dividend Comparison
SCL's dividend yield for the trailing twelve months is around 3.05%, more than PG's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
SCL Stepan Company | 3.05% | 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. PG - Financials Comparison
This section allows you to compare key financial metrics between Stepan Company and The Procter & Gamble 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. PG - Profitability Comparison
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%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
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%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
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%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
Frequently Asked Questions
SCL and PG have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (7.01%) compared to SCL (6.53%). In terms of maximum drawdown, SCL dropped -66.78% vs PG's -54.25%.
SCL currently has the higher Sharpe Ratio (-0.08 vs -0.48), 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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