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Lennox International Inc. (LII)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US5261071071
CUSIP
526107107
IPO Date
Jul 29, 1999

Highlights

Market Cap
$16.29B
Enterprise Value
$18.36B
EPS (TTM)
$22.23
PE Ratio
20.88
PEG Ratio
1.27
Total Revenue (TTM)
$5.20B
Gross Profit (TTM)
$1.72B
EBITDA (TTM)
$1.12B
Year Range
$434.06 - $689.44
Target Price
$550.00
ROA (TTM)
19.26%
ROE (TTM)
67.60%

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Lennox International Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Lennox International Inc. (LII) has returned -4.14% so far this year and -16.20% over the past 12 months. Looking at the last ten years, LII has achieved an annualized return of 14.28%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


Lennox International Inc.

1D
4.84%
1M
-18.33%
YTD
-4.14%
6M
-11.83%
1Y
-16.20%
3Y*
23.91%
5Y*
9.24%
10Y*
14.28%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 29, 1999, LII's average daily return is +0.08%, while the average monthly return is +1.55%. At this rate, your investment would double in approximately 3.8 years.

Historically, 57% of months were positive and 43% were negative. The best month was May 2000 with a return of +41.1%, while the worst month was Oct 1999 at -34.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, LII closed higher 51% of trading days. The best single day was Jul 23, 2003 with a return of +17.9%, while the worst single day was Oct 27, 1999 at -24.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.96%15.12%-18.33%-4.14%
2025-2.77%1.46%-6.69%-2.30%3.24%1.79%6.24%-8.40%-4.87%-4.60%-1.21%-2.41%-19.54%
2024-4.33%10.05%3.96%-5.18%8.45%6.67%9.07%1.15%2.58%-0.28%10.71%-8.50%37.27%
20238.94%-2.22%-0.96%12.19%-2.27%18.76%12.69%2.85%-0.63%-1.04%9.75%10.32%89.55%
2022-12.56%-5.88%-3.07%-17.32%-2.01%-0.59%15.94%0.68%-7.27%4.90%11.50%-7.73%-24.94%
20210.55%1.55%11.64%7.62%4.35%0.52%-6.09%1.75%-11.97%1.74%3.25%5.26%19.71%

Benchmark Metrics

Lennox International Inc. has an annualized alpha of 13.28%, beta of 0.95, and R² of 0.27 versus S&P 500 Index. Calculated based on daily prices since July 30, 1999.

  • This stock captured 110.34% of S&P 500 Index gains but only 71.74% of its losses — a favorable profile for investors.
  • R² of 0.27 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
13.28%
Beta
0.95
0.27
Upside Capture
110.34%
Downside Capture
71.74%

Return for Risk

Risk / Return Rank

LII ranks 23 for risk / return — below 23% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


LII Risk / Return Rank: 2323
Overall Rank
LII Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LII Sortino Ratio Rank: 2020
Sortino Ratio Rank
LII Omega Ratio Rank: 2020
Omega Ratio Rank
LII Calmar Ratio Rank: 2626
Calmar Ratio Rank
LII Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Lennox International Inc. (LII) and compare them to a chosen benchmark (S&P 500 Index).


LIIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.45

0.90

-1.35

Sortino ratio

Return per unit of downside risk

-0.43

1.39

-1.81

Omega ratio

Gain probability vs. loss probability

0.95

1.21

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.44

1.40

-1.84

Martin ratio

Return relative to average drawdown

-0.83

6.61

-7.43

Explore LII risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Lennox International Inc. provided a 1.37% dividend yield over the last twelve months, with an annual payout of $6.35 per share. The company has been increasing its dividends for 26 consecutive years, earning it the status of a dividend aristocrat.


0.80%1.00%1.20%1.40%1.60%1.80%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$6.35$5.05$4.55$4.36$4.10$3.53$3.08$2.95$2.43$1.96$1.65$1.38

Dividend yield

1.37%1.04%0.75%0.97%1.71%1.09%1.12%1.21%1.11%0.94%1.08%1.10%

Monthly Dividends

The table displays the monthly dividend distributions for Lennox International Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$1.30$1.30
2025$0.00$0.00$0.00$1.15$0.00$1.30$0.00$0.00$1.30$0.00$0.00$1.30$5.05
2024$0.00$0.00$1.10$0.00$0.00$1.15$0.00$0.00$1.15$0.00$0.00$1.15$4.55
2023$0.00$0.00$1.06$0.00$0.00$1.10$0.00$1.10$0.00$0.00$0.00$1.10$4.36
2022$0.00$0.00$0.92$0.00$0.00$1.06$0.00$1.06$0.00$0.00$0.00$1.06$4.10
2021$0.00$0.00$0.77$0.00$0.00$0.92$0.00$0.00$0.92$0.00$0.00$0.92$3.53

Dividend Yield & Payout


Dividend Yield

Lennox International Inc. has a dividend yield of 1.37%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.

Payout Ratio

Lennox International Inc. has a payout ratio of 25.22%, which is below the market average. This means Lennox International Inc. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Lennox International Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lennox International Inc. was 62.76%, occurring on Dec 4, 2000. Recovery took 365 trading sessions.

The current Lennox International Inc. drawdown is 30.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.76%Aug 2, 1999341Dec 4, 2000365May 23, 2002706
-52.65%Apr 6, 2011118Sep 22, 2011282Nov 6, 2012400
-51.51%Dec 27, 2007229Nov 20, 2008275Dec 24, 2009504
-46.88%Jul 8, 2021239Jun 16, 2022278Jul 27, 2023517
-42.63%Jul 16, 2019174Mar 23, 2020141Oct 12, 2020315

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Lennox International Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Lennox International Inc. is priced in the market compared to other companies in the Specialty Industrial Machinery industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for LII, comparing it with other companies in the Specialty Industrial Machinery industry. Currently, LII has a P/E ratio of 20.9. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for LII compared to other companies in the Specialty Industrial Machinery industry. LII currently has a PEG ratio of 1.3. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for LII relative to other companies in the Specialty Industrial Machinery industry. Currently, LII has a P/S ratio of 3.2. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for LII in comparison with other companies in the Specialty Industrial Machinery industry. Currently, LII has a P/B value of 14.0. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items