LII vs. AVGO
LII (Lennox International Inc.) and AVGO (Broadcom Inc.) are both stocks. LII operates in Specialty Industrial Machinery (Industrials), while AVGO operates in Semiconductors (Technology). Over the past 10 years, LII returned 11.67%/yr vs 40.86%/yr for AVGO. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
LII vs. AVGO - Performance Comparison
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Returns By Period
In the year-to-date period, LII achieves a -13.90% return, which is significantly lower than AVGO's 12.89% return. Over the past 10 years, LII has underperformed AVGO with an annualized return of 11.67%, while AVGO has yielded a comparatively higher 40.86% annualized return.
LII
- 1D
- -0.38%
- 1M
- -27.04%
- 6M
- -15.55%
- YTD
- -13.90%
- 1Y
- -30.64%
- 3Y*
- 4.50%
- 5Y*
- 6.03%
- 10Y*
- 11.67%
- ALL TIME*
- 13.99%
AVGO
- 1D
- 0.37%
- 1M
- 8.00%
- 6M
- 17.93%
- YTD
- 12.89%
- 1Y
- 35.86%
- 3Y*
- 63.70%
- 5Y*
- 54.52%
- 10Y*
- 40.86%
- ALL TIME*
- 40.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AVGO Broadcom Inc. | $7.09B | $8.00B | $10.48B |
| $319.65M | $269.89M | $231.88M |
LII vs. AVGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | -13.90% | -19.54% | 37.27% | 89.55% | -24.94% | 19.71% | 13.79% | 12.78% | 6.33% | 37.43% |
AVGO Broadcom Inc. | 12.89% | 50.63% | 110.49% | 104.18% | -13.27% | 56.48% | 44.88% | 29.05% | 2.18% | 48.19% |
Correlation
The correlation between LII and AVGO is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2009 | 0.36 |
The correlation between LII and AVGO shifts across timeframes, from 0.16 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
LII:
$14.37B
AVGO:
$1.85T
LII:
$22.07
AVGO:
$6.01
LII:
18.85
AVGO:
64.77
LII:
1.15
AVGO:
0.80
LII:
2.75
AVGO:
25.16
LII:
11.16
AVGO:
21.65
LII:
$5.30B
AVGO:
$75.47B
LII:
$1.76B
AVGO:
$50.53B
LII:
$1.14B
AVGO:
$42.03B
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Return for Risk
LII vs. AVGO — Risk / Return Rank
LII
AVGO
LII vs. AVGO - Risk-Adjusted Trends 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.
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.
| LII | AVGO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.16 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 1.17 | -2.16 |
| Martin ratioReturn relative to average drawdown | -1.94 | 2.34 | -4.29 |
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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.
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Drawdown Indicators
| LII | AVGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.76% | -48.30% | -14.46% |
Max Drawdown (1Y)Largest decline over 1 year | -31.50% | -28.67% | -2.83% |
Max Drawdown (3Y)Largest decline over 3 years | -37.66% | -41.15% | +3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -45.41% | -41.15% | -4.26% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -48.30% | +1.42% |
Current DrawdownCurrent decline from peak | -37.66% | -19.04% | -18.62% |
Average DrawdownAverage peak-to-trough decline | -14.53% | -8.08% | -6.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.98% | 14.34% | +1.64% |
Volatility
LII vs. AVGO - Volatility Comparison
Lennox International Inc. (LII) has a higher volatility of 24.39% compared to Broadcom Inc. (AVGO) at 12.66%. This indicates that LII's price experiences larger fluctuations and is considered to be riskier than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LII | AVGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.39% | 12.66% | +11.73% |
Volatility (6M)Calculated over the trailing 6-month period | 35.95% | 34.37% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.93% | 47.48% | -6.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.47% | 43.94% | -10.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 39.72% | -9.53% |
Dividends
LII vs. AVGO - Dividend Comparison
LII's dividend yield for the trailing twelve months is around 1.26%, more than AVGO's 0.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVGO Broadcom Inc. | 0.65% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
LII Lennox International Inc. | 1.26% | 1.04% | 0.75% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% |
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.
Total Revenue: Total amount of money received from sales and other business activities
LII vs. AVGO - Profitability Comparison
LII - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Lennox International Inc. reported a gross profit of 539.50M and revenue of 1.55B. Therefore, the gross margin over that period was 34.9%.
AVGO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Broadcom Inc. reported a gross profit of 14.92B and revenue of 22.19B. Therefore, the gross margin over that period was 67.2%.
LII - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Lennox International Inc. reported an operating income of 355.00M and revenue of 1.55B, resulting in an operating margin of 23.0%.
AVGO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Broadcom Inc. reported an operating income of 10.87B and revenue of 22.19B, resulting in an operating margin of 49.0%.
LII - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Lennox International Inc. reported a net income of 269.00M and revenue of 1.55B, resulting in a net margin of 17.4%.
AVGO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Broadcom Inc. reported a net income of 9.31B and revenue of 22.19B, resulting in a net margin of 42.0%.
Frequently Asked Questions
LII and AVGO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LII has higher volatility (24.39%) compared to AVGO (12.66%). In terms of maximum drawdown, LII dropped -62.76% vs AVGO's -48.30%.
AVGO currently has the higher Sharpe Ratio (0.71 vs -0.76), 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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