SCL vs. SWK
SCL (Stepan Company) and SWK (Stanley Black & Decker, Inc.) are both stocks. SCL operates in Specialty Chemicals (Basic Materials), while SWK operates in Tools & Accessories (Industrials). Over the past 10 years, SCL returned 1.56%/yr vs 0.18%/yr for SWK. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
SCL vs. SWK - 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 SWK's 30.12% return. Over the past 10 years, SCL has outperformed SWK with an annualized return of 1.56%, while SWK has yielded a comparatively lower 0.18% 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%
SWK
- 1D
- -1.02%
- 1M
- 3.55%
- 6M
- 22.87%
- YTD
- 30.12%
- 1Y
- 46.18%
- 3Y*
- 0.86%
- 5Y*
- -10.50%
- 10Y*
- 0.18%
- ALL TIME*
- 8.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.89M | $8.99M | $7.98M | |
| $217.53M | $159.95M | $146.32M |
SCL vs. SWK - 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% |
SWK Stanley Black & Decker, Inc. | 30.12% | -3.17% | -15.19% | 35.55% | -58.92% | 7.28% | 9.73% | 41.18% | -28.13% | 50.50% |
Correlation
The correlation between SCL and SWK is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.35 |
Over the past year, SCL and SWK have become more correlated (0.56) than their long-term average of 0.35, meaning their price movements have been converging.
Fundamentals
SCL:
$1.46B
SWK:
$14.28B
SCL:
-$0.12
SWK:
$5.44
SCL:
0.60
SWK:
0.71
SCL:
$2.43B
SWK:
$15.25B
SCL:
$287.37M
SWK:
$4.84B
SCL:
$84.96M
SWK:
$1.33B
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Return for Risk
SCL vs. SWK — Risk / Return Rank
SCL
SWK
SCL vs. SWK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stepan Company (SCL) and Stanley Black & Decker, Inc. (SWK). 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 | SWK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.78 | -0.84 |
| Martin ratioReturn relative to average drawdown | 1.93 | 3.95 | -2.02 |
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Drawdowns
SCL vs. SWK - Drawdown Comparison
The maximum SCL drawdown since its inception was -66.78%, smaller than the maximum SWK drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for SCL and SWK.
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Drawdown Indicators
| SCL | SWK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.78% | -71.31% | +4.53% |
Max Drawdown (1Y)Largest decline over 1 year | -32.78% | -26.14% | -6.64% |
Max Drawdown (3Y)Largest decline over 3 years | -54.02% | -48.31% | -5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -64.48% | -68.79% | +4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -66.78% | -71.31% | +4.53% |
Current DrawdownCurrent decline from peak | -48.41% | -48.55% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -17.15% | -19.56% | +2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.81% | 11.73% | +4.08% |
Volatility
SCL vs. SWK - Volatility Comparison
Stepan Company (SCL) has a higher volatility of 14.58% compared to Stanley Black & Decker, Inc. (SWK) at 10.42%. This indicates that SCL's price experiences larger fluctuations and is considered to be riskier than SWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCL | SWK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.58% | 10.42% | +4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 33.44% | 28.86% | +4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.47% | 38.42% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.08% | 38.16% | -7.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.87% | 36.85% | -4.98% |
Dividends
SCL vs. SWK - Dividend Comparison
SCL's dividend yield for the trailing twelve months is around 2.45%, less than SWK's 3.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWK Stanley Black & Decker, Inc. | 3.51% | 4.44% | 4.06% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% |
Financials
SCL vs. SWK - Financials Comparison
This section allows you to compare key financial metrics between Stepan Company and Stanley Black & Decker, 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.
Total Revenue: Total amount of money received from sales and other business activities
SCL vs. SWK - 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%.
SWK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Stanley Black & Decker, Inc. reported a gross profit of 1.31B and revenue of 3.96B. Therefore, the gross margin over that period was 33.0%.
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%.
SWK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Stanley Black & Decker, Inc. reported an operating income of 361.70M and revenue of 3.96B, resulting in an operating margin of 9.1%.
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%.
SWK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Stanley Black & Decker, Inc. reported a net income of 351.30M and revenue of 3.96B, resulting in a net margin of 8.9%.
Frequently Asked Questions
SCL and SWK have a correlation of 0.56, 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 SWK (10.42%). In terms of maximum drawdown, SCL dropped -66.78% vs SWK's -71.31%.
SWK currently has the higher Sharpe Ratio (1.21 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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