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LII vs. AVGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LII and AVGO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

LII vs. AVGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lennox International Inc. (LII) and Broadcom Inc. (AVGO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
14.56%
32.70%
LII
AVGO

Key characteristics

Sharpe Ratio

LII:

1.57

AVGO:

2.24

Sortino Ratio

LII:

2.08

AVGO:

3.07

Omega Ratio

LII:

1.26

AVGO:

1.39

Calmar Ratio

LII:

4.02

AVGO:

4.78

Martin Ratio

LII:

11.27

AVGO:

13.86

Ulcer Index

LII:

3.83%

AVGO:

8.72%

Daily Std Dev

LII:

27.55%

AVGO:

53.87%

Max Drawdown

LII:

-62.76%

AVGO:

-48.30%

Current Drawdown

LII:

-9.73%

AVGO:

-8.30%

Fundamentals

Market Cap

LII:

$21.71B

AVGO:

$1.09T

EPS

LII:

$21.02

AVGO:

$1.30

PE Ratio

LII:

28.99

AVGO:

178.34

PEG Ratio

LII:

2.08

AVGO:

0.66

Total Revenue (TTM)

LII:

$4.00B

AVGO:

$51.57B

Gross Profit (TTM)

LII:

$1.32B

AVGO:

$31.04B

EBITDA (TTM)

LII:

$857.10M

AVGO:

$23.83B

Returns By Period

In the year-to-date period, LII achieves a 0.33% return, which is significantly higher than AVGO's -1.38% return. Over the past 10 years, LII has underperformed AVGO with an annualized return of 21.86%, while AVGO has yielded a comparatively higher 39.76% annualized return.


LII

YTD

0.33%

1M

-7.36%

6M

14.56%

1Y

41.59%

5Y*

21.44%

10Y*

21.86%

AVGO

YTD

-1.38%

1M

27.69%

6M

32.70%

1Y

115.58%

5Y*

53.99%

10Y*

39.76%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LII vs. AVGO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LII
The Risk-Adjusted Performance Rank of LII is 8888
Overall Rank
The Sharpe Ratio Rank of LII is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of LII is 8282
Sortino Ratio Rank
The Omega Ratio Rank of LII is 8080
Omega Ratio Rank
The Calmar Ratio Rank of LII is 9797
Calmar Ratio Rank
The Martin Ratio Rank of LII is 9393
Martin Ratio Rank

AVGO
The Risk-Adjusted Performance Rank of AVGO is 9494
Overall Rank
The Sharpe Ratio Rank of AVGO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of AVGO is 9292
Sortino Ratio Rank
The Omega Ratio Rank of AVGO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of AVGO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of AVGO is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LII vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and Broadcom Inc. (AVGO). 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.


Sharpe ratio
The chart of Sharpe ratio for LII, currently valued at 1.57, compared to the broader market-4.00-2.000.002.001.572.24
The chart of Sortino ratio for LII, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.002.083.07
The chart of Omega ratio for LII, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.39
The chart of Calmar ratio for LII, currently valued at 4.02, compared to the broader market0.002.004.006.004.024.78
The chart of Martin ratio for LII, currently valued at 11.27, compared to the broader market-10.000.0010.0020.0011.2713.86
LII
AVGO

The current LII Sharpe Ratio is 1.57, which is lower than the AVGO Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of LII and AVGO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.57
2.24
LII
AVGO

Dividends

LII vs. AVGO - Dividend Comparison

LII's dividend yield for the trailing twelve months is around 0.74%, less than AVGO's 0.95% yield.


TTM20242023202220212020201920182017201620152014
LII
Lennox International Inc.
0.74%0.75%0.97%1.71%1.09%1.12%1.21%1.11%0.94%1.08%1.10%1.20%
AVGO
Broadcom Inc.
0.95%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%

Drawdowns

LII vs. AVGO - Drawdown Comparison

The maximum LII drawdown since its inception was -62.76%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for LII and AVGO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.73%
-8.30%
LII
AVGO

Volatility

LII vs. AVGO - Volatility Comparison

The current volatility for Lennox International Inc. (LII) is 7.00%, while Broadcom Inc. (AVGO) has a volatility of 28.60%. This indicates that LII experiences smaller price fluctuations and is considered to be less risky than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
7.00%
28.60%
LII
AVGO

Financials

LII vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between Lennox International Inc. and Broadcom 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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