SCVL vs. UNM
SCVL (Shoe Carnival, Inc.) and UNM (Unum Group) are both stocks. SCVL operates in Apparel Retail (Consumer Cyclical), while UNM operates in Insurance - Life (Financial Services). Over the past 10 years, SCVL returned 5.09%/yr vs 12.49%/yr for UNM. At a 0.26 correlation, their price movements are largely independent.
Performance
SCVL vs. UNM - Performance Comparison
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Returns By Period
In the year-to-date period, SCVL achieves a 2.84% return, which is significantly lower than UNM's 9.05% return. Over the past 10 years, SCVL has underperformed UNM with an annualized return of 5.09%, while UNM has yielded a comparatively higher 12.49% annualized return.
SCVL
- 1D
- -2.01%
- 1M
- -0.47%
- YTD
- 2.84%
- 6M
- -6.62%
- 1Y
- -9.60%
- 3Y*
- -4.33%
- 5Y*
- -10.41%
- 10Y*
- 5.09%
UNM
- 1D
- -0.78%
- 1M
- 4.08%
- YTD
- 9.05%
- 6M
- 14.91%
- 1Y
- 4.12%
- 3Y*
- 26.28%
- 5Y*
- 25.44%
- 10Y*
- 12.49%
SCVL vs. UNM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCVL Shoe Carnival, Inc. | 2.84% | -47.64% | 11.18% | 28.52% | -38.00% | 101.21% | 6.51% | 12.39% | 26.61% | 0.39% |
UNM Unum Group | 9.05% | 8.56% | 66.31% | 13.72% | 73.56% | 11.87% | -16.22% | 2.63% | -45.22% | 27.19% |
Correlation
The correlation between SCVL and UNM is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1993 | 0.26 |
The correlation between SCVL and UNM shifts across timeframes, from 0.16 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SCVL:
$1.80
UNM:
$4.61
SCVL:
9.44
UNM:
18.10
SCVL:
0.58
UNM:
1.06
SCVL:
$603.54M
UNM:
$13.30B
SCVL:
$230.65M
UNM:
$4.51B
SCVL:
$47.52M
UNM:
$1.24B
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Return for Risk
SCVL vs. UNM — Risk / Return Rank
SCVL
UNM
SCVL vs. UNM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shoe Carnival, Inc. (SCVL) and Unum Group (UNM). 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.
| SCVL | UNM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.19 | 0.17 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.06 | 0.38 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.06 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.24 | 0.26 | -0.50 |
Martin ratioReturn relative to average drawdown | -0.40 | 0.56 | -0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCVL | UNM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 0.17 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.85 | -1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.33 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.23 | -0.13 |
Drawdowns
SCVL vs. UNM - Drawdown Comparison
The maximum SCVL drawdown since its inception was -84.87%, smaller than the maximum UNM drawdown of -89.38%. Use the drawdown chart below to compare losses from any high point for SCVL and UNM.
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Drawdown Indicators
| SCVL | UNM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.87% | -89.38% | +4.51% |
Max Drawdown (1Y)Largest decline over 1 year | -39.72% | -16.04% | -23.68% |
Max Drawdown (3Y)Largest decline over 3 years | -65.17% | -17.94% | -47.23% |
Max Drawdown (5Y)Largest decline over 5 years | -65.17% | -28.28% | -36.89% |
Max Drawdown (10Y)Largest decline over 10 years | -68.53% | -81.06% | +12.53% |
Current DrawdownCurrent decline from peak | -61.00% | -1.19% | -59.81% |
Average DrawdownAverage peak-to-trough decline | -34.74% | -32.69% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.03% | 7.39% | +16.64% |
Volatility
SCVL vs. UNM - Volatility Comparison
Shoe Carnival, Inc. (SCVL) has a higher volatility of 14.43% compared to Unum Group (UNM) at 4.01%. This indicates that SCVL's price experiences larger fluctuations and is considered to be riskier than UNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCVL | UNM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.43% | 4.01% | +10.42% |
Volatility (6M)Calculated over the trailing 6-month period | 31.84% | 14.76% | +17.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.85% | 24.67% | +25.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.73% | 30.21% | +17.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.47% | 37.62% | +15.85% |
Dividends
SCVL vs. UNM - Dividend Comparison
SCVL's dividend yield for the trailing twelve months is around 3.64%, more than UNM's 2.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCVL Shoe Carnival, Inc. | 3.64% | 3.47% | 1.59% | 1.36% | 1.42% | 0.65% | 0.89% | 0.89% | 0.93% | 1.08% | 1.00% | 1.08% |
UNM Unum Group | 2.20% | 2.27% | 2.15% | 3.07% | 3.07% | 4.76% | 4.97% | 3.74% | 3.34% | 1.57% | 1.75% | 2.10% |
Financials
SCVL vs. UNM - Financials Comparison
This section allows you to compare key financial metrics between Shoe Carnival, Inc. and Unum Group. 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
SCVL vs. UNM - Profitability Comparison
SCVL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shoe Carnival, Inc. reported a gross profit of -88.73M and revenue of -254.07M. Therefore, the gross margin over that period was 34.9%.
UNM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Unum Group reported a gross profit of 1.35B and revenue of 3.36B. Therefore, the gross margin over that period was 40.3%.
SCVL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shoe Carnival, Inc. reported an operating income of -10.94M and revenue of -254.07M, resulting in an operating margin of 4.3%.
UNM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Unum Group reported an operating income of 302.70M and revenue of 3.36B, resulting in an operating margin of 9.0%.
SCVL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shoe Carnival, Inc. reported a net income of -5.63M and revenue of -254.07M, resulting in a net margin of 2.2%.
UNM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Unum Group reported a net income of 232.00M and revenue of 3.36B, resulting in a net margin of 6.9%.
Frequently Asked Questions
SCVL and UNM have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCVL has higher volatility (14.43%) compared to UNM (4.01%). In terms of maximum drawdown, SCVL dropped -84.87% vs UNM's -89.38%.
UNM currently has the higher Sharpe Ratio (0.17 vs -0.19), 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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