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 0.70%/yr vs -0.11%/yr for SWK. At a 0.35 correlation, their price movements are largely independent.
Performance
SCL vs. SWK - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SCL having a 21.29% return and SWK slightly higher at 21.37%. Over the past 10 years, SCL has outperformed SWK with an annualized return of 0.70%, while SWK has yielded a comparatively lower -0.11% annualized return.
SCL
- 1D
- 0.19%
- 1M
- 6.43%
- 6M
- 12.32%
- YTD
- 21.29%
- 1Y
- -1.06%
- 3Y*
- -12.65%
- 5Y*
- -12.25%
- 10Y*
- 0.70%
SWK
- 1D
- 1.61%
- 1M
- 6.12%
- 6M
- 9.47%
- YTD
- 21.37%
- 1Y
- 26.58%
- 3Y*
- 0.78%
- 5Y*
- -12.73%
- 10Y*
- -0.11%
SCL vs. SWK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCL Stepan Company | 21.29% | -24.60% | -30.29% | -9.74% | -12.91% | 5.24% | 17.75% | 39.96% | -5.21% | -2.06% |
SWK Stanley Black & Decker, Inc. | 21.37% | -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 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 (0.59) than their long-term average of 0.35, meaning their price movements have been converging.
Fundamentals
SCL:
$1.28B
SWK:
$13.71B
SCL:
-$0.62
SWK:
$2.64
SCL:
0.55
SWK:
0.89
SCL:
$2.34B
SWK:
$15.13B
SCL:
$259.28M
SWK:
$4.52B
SCL:
$96.49M
SWK:
$1.39B
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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 | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.14 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 0.96 | -1.03 |
| Martin ratioReturn relative to average drawdown | -0.12 | 2.12 | -2.23 |
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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 | -54.08% | -48.31% | -5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -64.48% | -69.52% | +5.04% |
Max Drawdown (10Y)Largest decline over 10 years | -66.78% | -71.31% | +4.53% |
Current DrawdownCurrent decline from peak | -54.50% | -52.01% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -17.09% | -19.52% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.03% | 11.80% | +8.23% |
Volatility
SCL vs. SWK - Volatility Comparison
The current volatility for Stepan Company (SCL) is 7.63%, while Stanley Black & Decker, Inc. (SWK) has a volatility of 14.36%. This indicates that SCL experiences smaller price fluctuations and is considered to be less risky 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 | 7.63% | 14.36% | -6.73% |
Volatility (6M)Calculated over the trailing 6-month period | 31.00% | 28.60% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.15% | 38.83% | -2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.38% | 38.03% | -7.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.56% | 36.78% | -5.22% |
Dividends
SCL vs. SWK - Dividend Comparison
SCL's dividend yield for the trailing twelve months is around 2.78%, less than SWK's 3.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCL Stepan Company | 2.78% | 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. | 3.76% | 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 Jul 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%.
SWK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Stanley Black & Decker, Inc. reported a gross profit of 1.22B and revenue of 3.68B. Therefore, the gross margin over that period was 33.2%.
SCL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Stepan Company reported an operating income of -49.62M and revenue of 604.51M, resulting in an operating margin of -8.2%.
SWK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Stanley Black & Decker, Inc. reported an operating income of 366.80M and revenue of 3.68B, resulting in an operating margin of 10.0%.
SCL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Stepan Company reported a net income of -41.41M and revenue of 604.51M, resulting in a net margin of -6.9%.
SWK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Stanley Black & Decker, Inc. reported a net income of 158.20M and revenue of 3.68B, resulting in a net margin of 4.3%.
Frequently Asked Questions
SCL and SWK have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWK has higher volatility (14.36%) compared to SCL (7.63%). In terms of maximum drawdown, SCL dropped -66.78% vs SWK's -71.31%.
SWK currently has the higher Sharpe Ratio (0.64 vs -0.06), 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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