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 1.56%/yr vs 25.97%/yr for PH. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
SCL vs. PH - Performance Comparison
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Returns By Period
In the year-to-date period, SCL achieves a 37.52% return, which is significantly higher than PH's 11.56% return. Over the past 10 years, SCL has underperformed PH with an annualized return of 1.56%, while PH has yielded a comparatively higher 25.97% annualized return.
SCL
- 1D
- -1.43%
- 1M
- 14.93%
- 6M
- 13.05%
- YTD
- 37.52%
- 1Y
- 30.41%
- 3Y*
- -10.03%
- 5Y*
- -9.65%
- 10Y*
- 1.56%
- ALL TIME*
- 8.65%
PH
- 1D
- 1.43%
- 1M
- 1.32%
- 6M
- 4.78%
- YTD
- 11.56%
- 1Y
- 34.58%
- 3Y*
- 34.53%
- 5Y*
- 27.26%
- 10Y*
- 25.97%
- ALL TIME*
- 14.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $537.51M | $523.59M | $635.17M | |
| $10.89M | $8.99M | $7.98M |
SCL vs. PH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCL Stepan Company | 37.52% | -24.60% | -30.29% | -9.74% | -12.91% | 5.24% | 17.75% | 39.96% | -5.21% | -2.06% |
PH Parker-Hannifin Corporation | 11.56% | 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 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
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 0.33 (1 year) to 0.51 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SCL:
$1.46B
PH:
$123.13B
SCL:
-$0.12
PH:
$27.15
SCL:
0.60
PH:
5.96
SCL:
1.21
PH:
8.03
SCL:
$2.43B
PH:
$20.99B
SCL:
$287.37M
PH:
$7.81B
SCL:
$84.96M
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 | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.80 | -0.86 |
| Martin ratioReturn relative to average drawdown | 1.93 | 5.07 | -3.14 |
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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 | -54.02% | -26.79% | -27.23% |
Max Drawdown (5Y)Largest decline over 5 years | -64.48% | -28.64% | -35.84% |
Max Drawdown (10Y)Largest decline over 10 years | -66.78% | -54.68% | -12.10% |
Current DrawdownCurrent decline from peak | -48.41% | -4.33% | -44.08% |
Average DrawdownAverage peak-to-trough decline | -17.15% | -15.30% | -1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.81% | 6.85% | +8.96% |
Volatility
SCL vs. PH - Volatility Comparison
Stepan Company (SCL) has a higher volatility of 14.58% compared to Parker-Hannifin Corporation (PH) at 6.43%. This indicates that SCL's price experiences larger fluctuations and is considered to be riskier 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 | 14.58% | 6.43% | +8.15% |
Volatility (6M)Calculated over the trailing 6-month period | 33.44% | 19.46% | +13.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.47% | 25.70% | +11.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.08% | 28.66% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.87% | 31.62% | +0.25% |
Dividends
SCL vs. PH - Dividend Comparison
SCL's dividend yield for the trailing twelve months is around 2.45%, more than PH's 0.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PH Parker-Hannifin Corporation | 0.76% | 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 | 2.45% | 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 Aug 2026, Stepan Company reported a gross profit of 99.98M and revenue of 684.11M. Therefore, the gross margin over that period was 14.6%.
PH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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 Aug 2026, Stepan Company reported an operating income of -28.23M and revenue of 684.11M, resulting in an operating margin of -4.1%.
PH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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 Aug 2026, Stepan Company reported a net income of 22.91M and revenue of 684.11M, resulting in a net margin of 3.4%.
PH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCL has higher volatility (14.58%) compared to PH (6.43%). In terms of maximum drawdown, SCL dropped -66.78% vs PH's -66.92%.
PH currently has the higher Sharpe Ratio (1.35 vs 0.82), 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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