VFC vs. SCL
VFC (V.F. Corporation) and SCL (Stepan Company) are both stocks. VFC operates in Apparel Manufacturing (Consumer Cyclical), while SCL operates in Specialty Chemicals (Basic Materials). Over the past 10 years, VFC returned -10.23%/yr vs 1.56%/yr for SCL. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
VFC vs. SCL - Performance Comparison
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Returns By Period
In the year-to-date period, VFC achieves a -19.96% return, which is significantly lower than SCL's 37.52% return. Over the past 10 years, VFC has underperformed SCL with an annualized return of -10.23%, while SCL has yielded a comparatively higher 1.56% annualized return.
VFC
- 1D
- -4.28%
- 1M
- -14.91%
- 6M
- -26.13%
- YTD
- -19.96%
- 1Y
- 24.83%
- 3Y*
- -7.31%
- 5Y*
- -26.75%
- 10Y*
- -10.23%
- ALL TIME*
- 7.34%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.89M | $8.99M | $7.98M | |
| $167.52M | $128.15M | $135.42M |
VFC vs. SCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFC V.F. Corporation | -19.96% | -13.83% | 16.64% | -28.51% | -60.38% | -12.05% | -12.00% | 51.70% | -1.33% | 42.78% |
SCL Stepan Company | 37.52% | -24.60% | -30.29% | -9.74% | -12.91% | 5.24% | 17.75% | 39.96% | -5.21% | -2.06% |
Correlation
The correlation between VFC and SCL is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.30 |
The correlation between VFC and SCL shifts across timeframes, from 0.30 (all time) to 0.46 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
VFC:
$5.63B
SCL:
$1.46B
VFC:
$0.89
SCL:
-$0.12
VFC:
0.44
SCL:
0.60
VFC:
$9.51B
SCL:
$2.43B
VFC:
$4.28B
SCL:
$287.37M
VFC:
$826.88M
SCL:
$84.96M
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Return for Risk
VFC vs. SCL — Risk / Return Rank
VFC
SCL
VFC vs. SCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for V.F. Corporation (VFC) and Stepan Company (SCL). 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.
| VFC | SCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.93 | -0.18 |
| Martin ratioReturn relative to average drawdown | 1.85 | 1.93 | -0.08 |
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Drawdowns
VFC vs. SCL - Drawdown Comparison
The maximum VFC drawdown since its inception was -88.41%, which is greater than SCL's maximum drawdown of -66.78%. Use the drawdown chart below to compare losses from any high point for VFC and SCL.
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Drawdown Indicators
| VFC | SCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.41% | -66.78% | -21.63% |
Max Drawdown (1Y)Largest decline over 1 year | -33.20% | -32.78% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -63.66% | -54.02% | -9.64% |
Max Drawdown (5Y)Largest decline over 5 years | -86.34% | -64.48% | -21.86% |
Max Drawdown (10Y)Largest decline over 10 years | -88.41% | -66.78% | -21.63% |
Current DrawdownCurrent decline from peak | -82.46% | -48.41% | -34.05% |
Average DrawdownAverage peak-to-trough decline | -21.85% | -17.15% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.49% | 15.81% | -2.32% |
Volatility
VFC vs. SCL - Volatility Comparison
V.F. Corporation (VFC) has a higher volatility of 22.75% compared to Stepan Company (SCL) at 14.58%. This indicates that VFC's price experiences larger fluctuations and is considered to be riskier than SCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFC | SCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.75% | 14.58% | +8.17% |
Volatility (6M)Calculated over the trailing 6-month period | 36.49% | 33.44% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.32% | 37.47% | +13.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.30% | 31.08% | +23.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.42% | 31.87% | +13.55% |
Dividends
VFC vs. SCL - Dividend Comparison
VFC's dividend yield for the trailing twelve months is around 2.51%, more than SCL's 2.45% 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% |
VFC V.F. Corporation | 2.51% | 1.99% | 1.68% | 5.27% | 7.28% | 2.69% | 2.26% | 1.91% | 2.65% | 2.32% | 2.87% | 2.14% |
Financials
VFC vs. SCL - Financials Comparison
This section allows you to compare key financial metrics between V.F. Corporation and Stepan Company. 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
VFC vs. SCL - Profitability Comparison
VFC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, V.F. Corporation reported a gross profit of 0.00 and revenue of 1.67B. Therefore, the gross margin over that period was 0.0%.
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%.
VFC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, V.F. Corporation reported an operating income of 0.00 and revenue of 1.67B, resulting in an operating margin of 0.0%.
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%.
VFC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, V.F. Corporation reported a net income of -106.89M and revenue of 1.67B, resulting in a net margin of -6.4%.
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%.
Frequently Asked Questions
VFC and SCL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFC has higher volatility (22.75%) compared to SCL (14.58%). In terms of maximum drawdown, VFC dropped -88.41% vs SCL's -66.78%.
SCL currently has the higher Sharpe Ratio (0.82 vs 0.49), 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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