ISP.MI vs. LII
ISP.MI (Intesa Sanpaolo SpA) and LII (Lennox International Inc.) are both stocks. ISP.MI operates in Banks - Regional (Financial Services), while LII operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, ISP.MI returned 18.22%/yr vs 15.11%/yr for LII. At a 0.23 correlation, their price movements are largely independent.
Performance
ISP.MI vs. LII - Performance Comparison
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Different Trading Currencies
ISP.MI is traded in EUR, while LII is traded in USD. To make them comparable, the LII values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ISP.MI achieves a 0.38% return, which is significantly lower than LII's 8.01% return. Over the past 10 years, ISP.MI has outperformed LII with an annualized return of 18.22%, while LII has yielded a comparatively lower 15.11% annualized return.
ISP.MI
- 1D
- 2.61%
- 1M
- 2.28%
- YTD
- 0.38%
- 6M
- 5.74%
- 1Y
- 22.43%
- 3Y*
- 46.94%
- 5Y*
- 29.23%
- 10Y*
- 18.22%
LII
- 1D
- 0.87%
- 1M
- 0.65%
- YTD
- 8.01%
- 6M
- 3.48%
- 1Y
- -7.22%
- 3Y*
- 17.57%
- 5Y*
- 11.22%
- 10Y*
- 15.11%
ISP.MI vs. LII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISP.MI Intesa Sanpaolo SpA | 0.38% | 64.26% | 59.30% | 39.32% | -1.29% | 29.43% | -18.72% | 33.23% | -24.88% | 21.73% |
LII Lennox International Inc. | 8.01% | -29.09% | 46.33% | 83.87% | -20.29% | 28.66% | 4.41% | 15.33% | 11.32% | 20.54% |
Correlation
The correlation between ISP.MI and LII is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2007 | 0.23 |
The correlation between ISP.MI and LII shifts across timeframes, from 0.15 (3 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ISP.MI vs. LII — Risk / Return Rank
ISP.MI
LII
ISP.MI vs. LII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intesa Sanpaolo SpA (ISP.MI) 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.
| ISP.MI | LII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.99 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | -0.22 | +1.42 |
| Martin ratioReturn relative to average drawdown | 3.83 | -0.36 | +4.18 |
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
| ISP.MI | LII | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | -0.21 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.36 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.52 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.57 | -0.39 |
Drawdowns
ISP.MI vs. LII - Drawdown Comparison
The maximum ISP.MI drawdown since its inception was -81.29%, which is greater than LII's maximum drawdown of -51.20%. Use the drawdown chart below to compare losses from any high point for ISP.MI and LII.
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Drawdown Indicators
| ISP.MI | LII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.29% | -51.20% | -30.09% |
Max Drawdown (1Y)Largest decline over 1 year | -18.92% | -32.50% | +13.58% |
Max Drawdown (3Y)Largest decline over 3 years | -21.21% | -40.54% | +19.33% |
Max Drawdown (5Y)Largest decline over 5 years | -42.57% | -40.65% | -1.92% |
Max Drawdown (10Y)Largest decline over 10 years | -51.49% | -40.65% | -10.84% |
Current DrawdownCurrent decline from peak | -3.06% | -30.13% | +27.07% |
Average DrawdownAverage peak-to-trough decline | -33.30% | -11.16% | -22.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.93% | 20.30% | -14.37% |
Volatility
ISP.MI vs. LII - Volatility Comparison
The current volatility for Intesa Sanpaolo SpA (ISP.MI) is 7.07%, while Lennox International Inc. (LII) has a volatility of 8.66%. This indicates that ISP.MI experiences smaller price fluctuations and is considered to be less risky 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
| ISP.MI | LII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 8.66% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 18.60% | 25.37% | -6.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.70% | 33.81% | -9.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.52% | 31.47% | -3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.20% | 29.14% | +1.06% |
Dividends
ISP.MI vs. LII - Dividend Comparison
ISP.MI's dividend yield for the trailing twelve months is around 6.54%, more than LII's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISP.MI Intesa Sanpaolo SpA | 6.54% | 6.03% | 8.34% | 8.87% | 7.34% | 9.14% | 0.00% | 8.38% | 10.46% | 6.43% | 5.76% | 2.27% |
LII Lennox International Inc. | 1.01% | 1.04% | 0.75% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% |
Financials
ISP.MI vs. LII - Financials Comparison
This section allows you to compare key financial metrics between Intesa Sanpaolo SpA 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
Frequently Asked Questions
ISP.MI and LII have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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