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SCL vs. PPG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SCL vs. PPG - Performance Comparison

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

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Returns By Period

In the year-to-date period, SCL achieves a 10.27% return, which is significantly lower than PPG's 11.53% return. Over the past 10 years, SCL has underperformed PPG with an annualized return of -0.19%, while PPG has yielded a comparatively higher 2.22% 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%

PPG

1D
-0.81%
1M
3.65%
YTD
11.53%
6M
13.85%
1Y
2.92%
3Y*
-4.70%
5Y*
-6.70%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCL vs. PPG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCL
Stepan Company
10.27%-24.60%-30.29%-9.74%-12.91%5.24%17.75%39.96%-5.21%-2.06%
PPG
PPG Industries, Inc.
11.53%-11.96%-18.46%21.19%-25.71%21.28%10.08%32.81%-11.00%25.24%

Correlation

The correlation between SCL and PPG is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Mar 18, 1992

0.38

Over the past year, SCL and PPG have become more correlated (0.64) than their long-term average of 0.38, meaning their price movements have been converging.

Fundamentals

Market Cap

SCL:

$1.18B

PPG:

$25.33B

EPS

SCL:

-$0.62

PPG:

$7.01

PS Ratio

SCL:

0.50

PPG:

1.58

Total Revenue (TTM)

SCL:

$2.34B

PPG:

$16.12B

Gross Profit (TTM)

SCL:

$259.28M

PPG:

$4.88B

EBITDA (TTM)

SCL:

$96.49M

PPG:

$2.52B

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Return for Risk

SCL vs. PPG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCL
SCL Risk / Return Rank: 3737
Overall Rank
SCL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCL Sortino Ratio Rank: 3434
Sortino Ratio Rank
SCL Omega Ratio Rank: 3535
Omega Ratio Rank
SCL Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCL Martin Ratio Rank: 3939
Martin Ratio Rank

PPG
PPG Risk / Return Rank: 4343
Overall Rank
PPG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PPG Sortino Ratio Rank: 3939
Sortino Ratio Rank
PPG Omega Ratio Rank: 3939
Omega Ratio Rank
PPG Calmar Ratio Rank: 4545
Calmar Ratio Rank
PPG Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCL vs. PPG - Risk-Adjusted Trends Comparison

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


SCLPPGDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.02

1.04

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.09

0.11

-0.21

Martin ratioReturn relative to average drawdown

-0.16

0.23

-0.39

SCL vs. PPG - Sharpe Ratio Comparison

The current SCL Sharpe Ratio is -0.08, which is lower than the PPG Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of SCL and PPG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCLPPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

0.10

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

-0.24

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.08

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.39

-0.13

Drawdowns

SCL vs. PPG - Drawdown Comparison

The maximum SCL drawdown since its inception was -66.78%, which is greater than PPG's maximum drawdown of -63.02%. Use the drawdown chart below to compare losses from any high point for SCL and PPG.


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Drawdown Indicators


SCLPPGDifference

Max Drawdown

Largest peak-to-trough decline

-66.78%

-63.02%

-3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-32.78%

-25.68%

-7.10%

Max Drawdown (3Y)

Largest decline over 3 years

-54.78%

-37.41%

-17.37%

Max Drawdown (5Y)

Largest decline over 5 years

-65.22%

-44.56%

-20.66%

Max Drawdown (10Y)

Largest decline over 10 years

-66.78%

-46.02%

-20.76%

Current Drawdown

Current decline from peak

-58.63%

-31.33%

-27.30%

Average Drawdown

Average peak-to-trough decline

-16.99%

-13.26%

-3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.37%

12.72%

+6.65%

Volatility

SCL vs. PPG - Volatility Comparison

The current volatility for Stepan Company (SCL) is 6.53%, while PPG Industries, Inc. (PPG) has a volatility of 7.40%. This indicates that SCL experiences smaller price fluctuations and is considered to be less risky than PPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCLPPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

7.40%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

30.83%

22.86%

+7.97%

Volatility (1Y)

Calculated over the trailing 1-year period

36.41%

28.93%

+7.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.29%

27.56%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.60%

27.45%

+4.15%

Dividends

SCL vs. PPG - Dividend Comparison

SCL's dividend yield for the trailing twelve months is around 3.05%, more than PPG's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
PPG
PPG Industries, Inc.
2.52%2.71%2.23%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%
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. PPG - Financials Comparison

This section allows you to compare key financial metrics between Stepan Company and PPG Industries, 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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
604.51M
3.93B
(SCL) Total Revenue
(PPG) Total Revenue
Values in USD except per share items

SCL vs. PPG - Profitability Comparison

The chart below illustrates the profitability comparison between Stepan Company and PPG Industries, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20222023202420252026
10.7%
0
Portfolio components
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%.

PPG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PPG Industries, Inc. reported a gross profit of 0.00 and revenue of 3.93B. Therefore, the gross margin over that period was 0.0%.

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%.

PPG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PPG Industries, Inc. reported an operating income of 385.00M and revenue of 3.93B, resulting in an operating margin of 9.8%.

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%.

PPG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PPG Industries, Inc. reported a net income of 382.00M and revenue of 3.93B, resulting in a net margin of 9.7%.


Frequently Asked Questions


SCL and PPG have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PPG has higher volatility (7.40%) compared to SCL (6.53%). In terms of maximum drawdown, SCL dropped -66.78% vs PPG's -63.02%.

PPG currently has the higher Sharpe Ratio (0.10 vs -0.08), 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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