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

Correlation

The correlation between LII and AVGO is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

LII:

0.64

AVGO:

1.09

Sortino Ratio

LII:

1.14

AVGO:

1.85

Omega Ratio

LII:

1.15

AVGO:

1.24

Calmar Ratio

LII:

1.00

AVGO:

1.68

Martin Ratio

LII:

2.80

AVGO:

4.65

Ulcer Index

LII:

8.90%

AVGO:

14.87%

Daily Std Dev

LII:

33.80%

AVGO:

63.22%

Max Drawdown

LII:

-62.76%

AVGO:

-48.30%

Current Drawdown

LII:

-11.84%

AVGO:

-10.86%

Fundamentals

Market Cap

LII:

$20.36B

AVGO:

$1.04T

EPS

LII:

$22.43

AVGO:

$2.17

PE Ratio

LII:

25.58

AVGO:

102.11

PEG Ratio

LII:

2.19

AVGO:

0.54

PS Ratio

LII:

3.79

AVGO:

19.11

PB Ratio

LII:

23.88

AVGO:

13.80

Total Revenue (TTM)

LII:

$5.37B

AVGO:

$42.04B

Gross Profit (TTM)

LII:

$1.76B

AVGO:

$27.50B

EBITDA (TTM)

LII:

$1.07B

AVGO:

$19.89B

Returns By Period

In the year-to-date period, LII achieves a -2.02% return, which is significantly higher than AVGO's -4.14% return. Over the past 10 years, LII has underperformed AVGO with an annualized return of 19.47%, while AVGO has yielded a comparatively higher 36.61% annualized return.


LII

YTD

-2.02%

1M

7.68%

6M

-5.13%

1Y

21.44%

5Y*

28.95%

10Y*

19.47%

AVGO

YTD

-4.14%

1M

21.79%

6M

24.56%

1Y

68.28%

5Y*

57.37%

10Y*

36.61%

*Annualized

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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 7575
Overall Rank
The Sharpe Ratio Rank of LII is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of LII is 7070
Sortino Ratio Rank
The Omega Ratio Rank of LII is 6969
Omega Ratio Rank
The Calmar Ratio Rank of LII is 8484
Calmar Ratio Rank
The Martin Ratio Rank of LII is 7777
Martin Ratio Rank

AVGO
The Risk-Adjusted Performance Rank of AVGO is 8686
Overall Rank
The Sharpe Ratio Rank of AVGO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of AVGO is 8585
Sortino Ratio Rank
The Omega Ratio Rank of AVGO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of AVGO is 9191
Calmar Ratio Rank
The Martin Ratio Rank of AVGO is 8585
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.


The current LII Sharpe Ratio is 0.64, which is lower than the AVGO Sharpe Ratio of 1.09. 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.


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Dividends

LII vs. AVGO - Dividend Comparison

LII's dividend yield for the trailing twelve months is around 0.77%, less than AVGO's 1.01% yield.


TTM20242023202220212020201920182017201620152014
LII
Lennox International Inc.
0.77%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.
1.01%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.


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Volatility

LII vs. AVGO - Volatility Comparison

Lennox International Inc. (LII) and Broadcom Inc. (AVGO) have volatilities of 12.42% and 12.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.005.00B10.00B15.00B20212022202320242025
1.07B
14.92B
(LII) Total Revenue
(AVGO) Total Revenue
Values in USD except per share items

LII vs. AVGO - Profitability Comparison

The chart below illustrates the profitability comparison between Lennox International Inc. and Broadcom Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
30.6%
68.0%
(LII) Gross Margin
(AVGO) Gross Margin
LII - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Lennox International Inc. reported a gross profit of 328.50M and revenue of 1.07B. Therefore, the gross margin over that period was 30.6%.

AVGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Broadcom Inc. reported a gross profit of 10.15B and revenue of 14.92B. Therefore, the gross margin over that period was 68.0%.

LII - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Lennox International Inc. reported an operating income of 155.60M and revenue of 1.07B, resulting in an operating margin of 14.5%.

AVGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Broadcom Inc. reported an operating income of 6.26B and revenue of 14.92B, resulting in an operating margin of 42.0%.

LII - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Lennox International Inc. reported a net income of 120.30M and revenue of 1.07B, resulting in a net margin of 11.2%.

AVGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Broadcom Inc. reported a net income of 5.50B and revenue of 14.92B, resulting in a net margin of 36.9%.