SCL vs. PH
SCL (Stepan Company) and PH (Parker-Hannifin Corporation) are both stocks. SCL operates in Specialty Chemicals (Basic Materials), while PH operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, SCL returned 0.58%/yr vs 25.12%/yr for PH. At a 0.35 correlation, their price movements are largely independent.
Performance
SCL vs. PH - Performance Comparison
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Returns By Period
In the year-to-date period, SCL achieves a 16.81% return, which is significantly higher than PH's 3.21% return. Over the past 10 years, SCL has underperformed PH with an annualized return of 0.58%, while PH has yielded a comparatively higher 25.12% annualized return.
SCL
- 1D
- 2.50%
- 1M
- 11.59%
- YTD
- 16.81%
- 6M
- 15.27%
- 1Y
- 3.34%
- 3Y*
- -15.27%
- 5Y*
- -14.41%
- 10Y*
- 0.58%
PH
- 1D
- 0.12%
- 1M
- 4.72%
- YTD
- 3.21%
- 6M
- 2.52%
- 1Y
- 39.33%
- 3Y*
- 36.33%
- 5Y*
- 26.12%
- 10Y*
- 25.12%
SCL vs. PH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCL Stepan Company | 16.81% | -24.60% | -30.29% | -9.74% | -12.91% | 5.24% | 17.75% | 39.96% | -5.21% | -2.06% |
PH Parker-Hannifin Corporation | 3.21% | 39.54% | 39.58% | 60.81% | -6.91% | 18.30% | 34.78% | 40.75% | -24.00% | 44.91% |
Correlation
The correlation between SCL and PH 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 | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.35 |
The correlation between SCL and PH shifts across timeframes, from 0.35 (all time) to 0.52 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SCL:
$1.25B
PH:
$115.65B
SCL:
-$0.62
PH:
$27.11
SCL:
0.53
PH:
5.53
SCL:
1.05
PH:
7.43
SCL:
$2.34B
PH:
$20.99B
SCL:
$259.28M
PH:
$7.81B
SCL:
$96.49M
PH:
$5.31B
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Return for Risk
SCL vs. PH — Risk / Return Rank
SCL
PH
SCL vs. PH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stepan Company (SCL) and Parker-Hannifin Corporation (PH). 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 | PH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.26 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | 1.90 | -1.87 |
| Martin ratioReturn relative to average drawdown | 0.05 | 5.64 | -5.59 |
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Drawdowns
SCL vs. PH - Drawdown Comparison
The maximum SCL drawdown since its inception was -66.78%, roughly equal to the maximum PH drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for SCL and PH.
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Drawdown Indicators
| SCL | PH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.78% | -66.92% | +0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -32.78% | -19.34% | -13.44% |
Max Drawdown (3Y)Largest decline over 3 years | -54.09% | -26.79% | -27.30% |
Max Drawdown (5Y)Largest decline over 5 years | -64.83% | -28.64% | -36.19% |
Max Drawdown (10Y)Largest decline over 10 years | -66.78% | -54.68% | -12.10% |
Current DrawdownCurrent decline from peak | -56.18% | -11.49% | -44.69% |
Average DrawdownAverage peak-to-trough decline | -17.01% | -15.33% | -1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.53% | 6.52% | +13.01% |
Volatility
SCL vs. PH - Volatility Comparison
The current volatility for Stepan Company (SCL) is 6.94%, while Parker-Hannifin Corporation (PH) has a volatility of 7.58%. This indicates that SCL experiences smaller price fluctuations and is considered to be less risky than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCL | PH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 7.58% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 30.89% | 18.96% | +11.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.52% | 25.10% | +11.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.34% | 28.68% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.61% | 31.70% | -0.09% |
Dividends
SCL vs. PH - Dividend Comparison
SCL's dividend yield for the trailing twelve months is around 2.88%, more than PH's 0.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PH Parker-Hannifin Corporation | 0.82% | 0.80% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% |
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. PH - Financials Comparison
This section allows you to compare key financial metrics between Stepan Company and Parker-Hannifin Corporation. 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. PH - 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%.
PH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a gross profit of 2.02B and revenue of 5.49B. Therefore, the gross margin over that period was 36.8%.
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%.
PH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported an operating income of 1.13B and revenue of 5.49B, resulting in an operating margin of 20.7%.
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%.
PH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a net income of 904.00M and revenue of 5.49B, resulting in a net margin of 16.5%.
Frequently Asked Questions
SCL and PH 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.
PH has higher volatility (7.58%) compared to SCL (6.94%). In terms of maximum drawdown, SCL dropped -66.78% vs PH's -66.92%.
PH currently has the higher Sharpe Ratio (1.47 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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