LII vs. BIL
LII (Lennox International Inc.) is a stock, while BIL (SPDR Bloomberg 1-3 Month T-Bill ETF) is Government Bonds fund tracking the Bloomberg 1-3 Month U.S. Treasury Bill Index. Over the past 10 years, LII returned 15.46%/yr vs 2.18%/yr for BIL. At a correlation of -0.01, they often move in opposite directions.
Performance
LII vs. BIL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LII achieves a 6.43% return, which is significantly higher than BIL's 1.49% return. Over the past 10 years, LII has outperformed BIL with an annualized return of 15.46%, while BIL has yielded a comparatively lower 2.18% annualized return.
LII
- 1D
- -0.21%
- 1M
- 0.09%
- YTD
- 6.43%
- 6M
- 3.63%
- 1Y
- -7.15%
- 3Y*
- 21.18%
- 5Y*
- 9.89%
- 10Y*
- 15.46%
BIL
- 1D
- 0.02%
- 1M
- 0.28%
- YTD
- 1.49%
- 6M
- 1.77%
- 1Y
- 3.87%
- 3Y*
- 4.64%
- 5Y*
- 3.41%
- 10Y*
- 2.18%
LII vs. BIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | 6.43% | -19.54% | 37.27% | 89.55% | -24.94% | 19.71% | 13.79% | 12.78% | 6.33% | 37.43% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 1.49% | 4.15% | 5.19% | 4.94% | 1.40% | -0.10% | 0.40% | 2.03% | 1.74% | 0.69% |
Correlation
The correlation between LII and BIL is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since May 31, 2007 | -0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LII vs. BIL — Risk / Return Rank
LII
BIL
LII vs. BIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.
| LII | BIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.92 | ||
| Sortino ratioReturn per unit of downside risk | -174.22 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 87.91 | -86.91 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 355.35 | -355.57 |
| Martin ratioReturn relative to average drawdown | -0.35 | 2,817.77 | -2,818.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LII | BIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 19.71 | -19.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 13.16 | -12.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 8.52 | -7.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 2.78 | -2.34 |
Drawdowns
LII vs. BIL - Drawdown Comparison
The maximum LII drawdown since its inception was -62.76%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for LII and BIL.
Loading charts...
Drawdown Indicators
| LII | BIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.76% | -0.78% | -61.98% |
Max Drawdown (1Y)Largest decline over 1 year | -33.77% | -0.01% | -33.76% |
Max Drawdown (3Y)Largest decline over 3 years | -34.71% | -0.01% | -34.70% |
Max Drawdown (5Y)Largest decline over 5 years | -46.88% | -0.10% | -46.78% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -0.21% | -46.67% |
Current DrawdownCurrent decline from peak | -22.94% | 0.00% | -22.94% |
Average DrawdownAverage peak-to-trough decline | -14.50% | -0.26% | -14.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.59% | 0.00% | +20.59% |
Volatility
LII vs. BIL - Volatility Comparison
Lennox International Inc. (LII) has a higher volatility of 10.19% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that LII's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LII | BIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.19% | 0.05% | +10.14% |
Volatility (6M)Calculated over the trailing 6-month period | 25.93% | 0.13% | +25.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.81% | 0.20% | +34.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.04% | 0.26% | +31.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.26% | 0.26% | +29.00% |
Dividends
LII vs. BIL - Dividend Comparison
LII's dividend yield for the trailing twelve months is around 1.01%, less than BIL's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 3.86% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
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% |
Frequently Asked Questions
LII and BIL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LII has higher volatility (10.19%) compared to BIL (0.05%). In terms of maximum drawdown, LII dropped -62.76% vs BIL's -0.78%.
BIL currently has the higher Sharpe Ratio (19.71 vs -0.21), 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.
Find the right allocation for LII and BIL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer