GFF vs. LII
GFF (Griffon Corporation) and LII (Lennox International Inc.) are both stocks. Both are in the Industrials sector — GFF in Tools & Accessories, LII in Specialty Industrial Machinery. Over the past 10 years, GFF returned 22.94%/yr vs 15.59%/yr for LII. At a 0.44 correlation, their price movements are largely independent.
Performance
GFF vs. LII - Performance Comparison
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Returns By Period
In the year-to-date period, GFF achieves a 27.90% return, which is significantly higher than LII's 5.78% return. Over the past 10 years, GFF has outperformed LII with an annualized return of 22.94%, while LII has yielded a comparatively lower 15.59% annualized return.
GFF
- 1D
- -1.66%
- 1M
- 14.79%
- YTD
- 27.90%
- 6M
- 22.27%
- 1Y
- 39.89%
- 3Y*
- 37.45%
- 5Y*
- 35.01%
- 10Y*
- 22.94%
LII
- 1D
- -0.94%
- 1M
- 2.43%
- YTD
- 5.78%
- 6M
- 1.83%
- 1Y
- -3.83%
- 3Y*
- 19.41%
- 5Y*
- 9.92%
- 10Y*
- 15.59%
GFF vs. LII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFF Griffon Corporation | 27.90% | 4.42% | 17.97% | 83.96% | 36.91% | 41.60% | 1.83% | 97.74% | -44.92% | -21.43% |
LII Lennox International Inc. | 5.78% | -19.54% | 37.27% | 89.55% | -24.94% | 19.71% | 13.79% | 12.78% | 6.33% | 37.43% |
Correlation
The correlation between GFF and LII is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 1999 | 0.44 |
The correlation between GFF and LII shifts across timeframes, from 0.44 (all time) to 0.62 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
GFF:
$4.28B
LII:
$17.93B
GFF:
$0.76
LII:
$22.20
GFF:
124.05
LII:
23.07
GFF:
1.61
LII:
1.40
GFF:
1.84
LII:
3.44
GFF:
45.34
LII:
14.77
GFF:
$2.35B
LII:
$5.26B
GFF:
$1.00B
LII:
$1.74B
GFF:
$245.38M
LII:
$1.10B
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Return for Risk
GFF vs. LII — Risk / Return Rank
GFF
LII
GFF vs. LII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Griffon Corporation (GFF) and Lennox International Inc. (LII). 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.
| GFF | LII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.00 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | -0.18 | +1.45 |
| Martin ratioReturn relative to average drawdown | 3.34 | -0.29 | +3.62 |
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Drawdowns
GFF vs. LII - Drawdown Comparison
The maximum GFF drawdown since its inception was -96.84%, which is greater than LII's maximum drawdown of -62.76%. Use the drawdown chart below to compare losses from any high point for GFF and LII.
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Drawdown Indicators
| GFF | LII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.84% | -62.76% | -34.08% |
Max Drawdown (1Y)Largest decline over 1 year | -27.85% | -33.77% | +5.92% |
Max Drawdown (3Y)Largest decline over 3 years | -27.85% | -34.71% | +6.86% |
Max Drawdown (5Y)Largest decline over 5 years | -39.02% | -46.88% | +7.86% |
Max Drawdown (10Y)Largest decline over 10 years | -61.32% | -46.88% | -14.44% |
Current DrawdownCurrent decline from peak | -1.66% | -23.42% | +21.76% |
Average DrawdownAverage peak-to-trough decline | -55.47% | -14.51% | -40.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.61% | 20.90% | -10.29% |
Volatility
GFF vs. LII - Volatility Comparison
Griffon Corporation (GFF) has a higher volatility of 12.72% compared to Lennox International Inc. (LII) at 10.80%. This indicates that GFF's price experiences larger fluctuations and is considered to be riskier than LII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFF | LII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.72% | 10.80% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 25.86% | 26.49% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.24% | 35.30% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.23% | 32.15% | +9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.37% | 29.31% | +16.06% |
Dividends
GFF vs. LII - Dividend Comparison
GFF's dividend yield for the trailing twelve months is around 0.90%, less than LII's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFF Griffon Corporation | 0.90% | 1.03% | 0.88% | 4.10% | 6.62% | 1.16% | 1.50% | 1.44% | 12.27% | 1.23% | 0.80% | 0.96% |
LII Lennox International Inc. | 1.02% | 1.04% | 0.75% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% |
Financials
GFF vs. LII - Financials Comparison
This section allows you to compare key financial metrics between Griffon Corporation and Lennox International 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
GFF vs. LII - Profitability Comparison
GFF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a gross profit of 191.99M and revenue of 421.86M. Therefore, the gross margin over that period was 45.5%.
LII - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lennox International Inc. reported a gross profit of 351.30M and revenue of 1.14B. Therefore, the gross margin over that period was 31.0%.
GFF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported an operating income of 87.35M and revenue of 421.86M, resulting in an operating margin of 20.7%.
LII - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lennox International Inc. reported an operating income of 163.50M and revenue of 1.14B, resulting in an operating margin of 14.4%.
GFF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a net income of 46.94M and revenue of 421.86M, resulting in a net margin of 11.1%.
LII - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lennox International Inc. reported a net income of 117.20M and revenue of 1.14B, resulting in a net margin of 10.3%.
Frequently Asked Questions
GFF and LII have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFF has higher volatility (12.72%) compared to LII (10.80%). In terms of maximum drawdown, GFF dropped -96.84% vs LII's -62.76%.
GFF currently has the higher Sharpe Ratio (0.98 vs -0.17), 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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