Correlation
The correlation between SCL and SCHD is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
SCL vs. SCHD
Compare and contrast key facts about Stepan Company (SCL) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCL or SCHD.
Performance
SCL vs. SCHD - Performance Comparison
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Key characteristics
SCL:
-1.01
SCHD:
0.35
SCL:
-1.52
SCHD:
0.56
SCL:
0.82
SCHD:
1.07
SCL:
-0.54
SCHD:
0.33
SCL:
-1.27
SCHD:
0.99
SCL:
27.50%
SCHD:
5.36%
SCL:
33.83%
SCHD:
16.40%
SCL:
-65.11%
SCHD:
-33.37%
SCL:
-57.86%
SCHD:
-9.75%
Returns By Period
In the year-to-date period, SCL achieves a -14.97% return, which is significantly lower than SCHD's -3.35% return. Over the past 10 years, SCL has underperformed SCHD with an annualized return of 1.98%, while SCHD has yielded a comparatively higher 10.58% annualized return.
SCL
-14.97%
2.32%
-28.46%
-36.27%
-20.03%
-9.63%
1.98%
SCHD
-3.35%
1.79%
-9.75%
3.76%
3.71%
12.22%
10.58%
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Risk-Adjusted Performance
SCL vs. SCHD — Risk-Adjusted Performance Rank
SCL
SCHD
SCL vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stepan Company (SCL) and Schwab US Dividend Equity ETF (SCHD). 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.
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Dividends
SCL vs. SCHD - Dividend Comparison
SCL's dividend yield for the trailing twelve months is around 2.82%, less than SCHD's 3.97% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCL Stepan Company | 2.82% | 2.33% | 1.55% | 1.29% | 1.01% | 0.95% | 1.00% | 1.25% | 1.06% | 0.95% | 1.47% | 1.72% |
SCHD Schwab US Dividend Equity ETF | 3.97% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
SCL vs. SCHD - Drawdown Comparison
The maximum SCL drawdown since its inception was -65.11%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SCL and SCHD.
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Volatility
SCL vs. SCHD - Volatility Comparison
Stepan Company (SCL) has a higher volatility of 10.32% compared to Schwab US Dividend Equity ETF (SCHD) at 4.90%. This indicates that SCL's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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