LII vs. AXON
LII (Lennox International Inc.) and AXON (Axon Enterprise, Inc.) are both stocks. Both are in the Industrials sector — LII in Specialty Industrial Machinery, AXON in Aerospace & Defense. Over the past 10 years, LII returned 15.59%/yr vs 34.58%/yr for AXON. At a 0.30 correlation, their price movements are largely independent.
Performance
LII vs. AXON - Performance Comparison
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Returns By Period
In the year-to-date period, LII achieves a 5.78% return, which is significantly higher than AXON's -22.22% return. Over the past 10 years, LII has underperformed AXON with an annualized return of 15.59%, while AXON has yielded a comparatively higher 34.58% annualized return.
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%
AXON
- 1D
- -1.00%
- 1M
- 12.72%
- YTD
- -22.22%
- 6M
- -21.72%
- 1Y
- -43.41%
- 3Y*
- 30.96%
- 5Y*
- 22.92%
- 10Y*
- 34.58%
LII vs. AXON - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | 5.78% | -19.54% | 37.27% | 89.55% | -24.94% | 19.71% | 13.79% | 12.78% | 6.33% | 37.43% |
AXON Axon Enterprise, Inc. | -22.22% | -4.44% | 130.06% | 55.69% | 5.69% | 28.13% | 67.21% | 67.50% | 65.09% | 9.32% |
Correlation
The correlation between LII and AXON is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 7, 2001 | 0.30 |
The correlation between LII and AXON shifts across timeframes, from 0.15 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
LII:
$17.93B
AXON:
$36.43B
LII:
$22.20
AXON:
$2.41
LII:
23.07
AXON:
183.64
LII:
1.40
AXON:
0.05
LII:
3.44
AXON:
12.70
LII:
14.77
AXON:
10.31
LII:
$5.26B
AXON:
$2.98B
LII:
$1.74B
AXON:
$1.77B
LII:
$1.10B
AXON:
$156.24M
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Return for Risk
LII vs. AXON — Risk / Return Rank
LII
AXON
LII vs. AXON - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and Axon Enterprise, Inc. (AXON). 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 | AXON | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.87 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | -0.72 | +0.54 |
| Martin ratioReturn relative to average drawdown | -0.29 | -1.22 | +0.93 |
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Drawdowns
LII vs. AXON - Drawdown Comparison
The maximum LII drawdown since its inception was -62.76%, smaller than the maximum AXON drawdown of -91.78%. Use the drawdown chart below to compare losses from any high point for LII and AXON.
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Drawdown Indicators
| LII | AXON | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.76% | -91.78% | +29.02% |
Max Drawdown (1Y)Largest decline over 1 year | -33.77% | -60.28% | +26.51% |
Max Drawdown (3Y)Largest decline over 3 years | -34.71% | -60.28% | +25.57% |
Max Drawdown (5Y)Largest decline over 5 years | -46.88% | -60.28% | +13.40% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -60.28% | +13.40% |
Current DrawdownCurrent decline from peak | -23.42% | -49.28% | +25.86% |
Average DrawdownAverage peak-to-trough decline | -14.51% | -43.60% | +29.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.90% | 35.34% | -14.44% |
Volatility
LII vs. AXON - Volatility Comparison
The current volatility for Lennox International Inc. (LII) is 10.80%, while Axon Enterprise, Inc. (AXON) has a volatility of 17.73%. This indicates that LII experiences smaller price fluctuations and is considered to be less risky than AXON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LII | AXON | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.80% | 17.73% | -6.93% |
Volatility (6M)Calculated over the trailing 6-month period | 26.49% | 44.20% | -17.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.30% | 55.66% | -20.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.15% | 47.94% | -15.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.31% | 49.18% | -19.87% |
Dividends
LII vs. AXON - Dividend Comparison
LII's dividend yield for the trailing twelve months is around 1.02%, while AXON has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXON Axon Enterprise, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
LII vs. AXON - Financials Comparison
This section allows you to compare key financial metrics between Lennox International Inc. and Axon Enterprise, 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. AXON - Profitability Comparison
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%.
AXON - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Axon Enterprise, Inc. reported a gross profit of 477.29M and revenue of 807.35M. Therefore, the gross margin over that period was 59.1%.
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%.
AXON - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Axon Enterprise, Inc. reported an operating income of 29.24M and revenue of 807.35M, resulting in an operating margin of 3.6%.
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%.
AXON - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Axon Enterprise, Inc. reported a net income of 169.31M and revenue of 807.35M, resulting in a net margin of 21.0%.
Frequently Asked Questions
LII and AXON have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AXON has higher volatility (17.73%) compared to LII (10.80%). In terms of maximum drawdown, LII dropped -62.76% vs AXON's -91.78%.
LII currently has the higher Sharpe Ratio (-0.17 vs -0.78), 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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