LII vs. COST

Last updated Apr 1, 2026

Compare and contrast key facts about Lennox International Inc. (LII) and Costco Wholesale Corporation (COST).

Performance

LII vs. COST - Performance Comparison

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

LII vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LII Lennox International Inc.	-4.14%	-19.54%	37.27%	89.55%	-24.94%	19.71%	13.79%	12.78%	6.33%	37.43%
COST Costco Wholesale Corporation	15.71%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%

Fundamentals

EPS LII : $22.23 COST : $25.63
PE Ratio LII : 20.88 COST : 38.87
PEG Ratio LII : 1.27 COST : 3.04
PS Ratio LII : 3.16 COST : 1.16
Total Revenue (TTM) LII : $5.20B COST : $286.27B
Gross Profit (TTM) LII : $1.72B COST : $19.33B
EBITDA (TTM) LII : $1.12B COST : $12.73B

Returns By Period

In the year-to-date period, LII achieves a -4.14% return, which is significantly lower than COST's 15.71% return. Over the past 10 years, LII has underperformed COST with an annualized return of 14.28%, while COST has yielded a comparatively higher 22.28% annualized return.

LII

• 1D: 4.84%
• 1M: -18.33%
• YTD: -4.14%
• 6M: -11.83%
• 1Y: -16.20%
• 3Y*: 23.91%
• 5Y*: 9.24%
• 10Y*: 14.28%

COST

• 1D: -0.02%
• 1M: -1.42%
• YTD: 15.71%
• 6M: 7.95%
• 1Y: 5.93%
• 3Y*: 27.83%
• 5Y*: 24.28%
• 10Y*: 22.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LII vs. COST — Risk / Return Rank

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

LII

LII Risk / Return Rank: 24
LII Sharpe Ratio Rank: 22
LII Sortino Ratio Rank: 21
LII Omega Ratio Rank: 21
LII Calmar Ratio Rank: 28
LII Martin Ratio Rank: 29

COST

COST Risk / Return Rank: 49
COST Sharpe Ratio Rank: 53
COST Sortino Ratio Rank: 45
COST Omega Ratio Rank: 44
COST Calmar Ratio Rank: 52
COST Martin Ratio Rank: 52

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LII vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and Costco Wholesale Corporation (COST). 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	COST	Difference
Sharpe ratio Return per unit of total volatility	-0.45	0.30	-0.75
Sortino ratio Return per unit of downside risk	-0.43	0.57	-1.00
Omega ratio Gain probability vs. loss probability	0.95	1.07	-0.12
Calmar ratio Return relative to maximum drawdown	-0.44	0.40	-0.85
Martin ratio Return relative to average drawdown	-0.83	0.80	-1.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LII vs. COST - Sharpe Ratio Comparison

The current LII Sharpe Ratio is -0.45, which is lower than the COST Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of LII and COST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LII	COST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.45	0.30	-0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	1.08	-0.79
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	1.02	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.59	-0.17

Correlation

The correlation between LII and COST is 0.33, 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.

Dividends

LII vs. COST - Dividend Comparison

LII's dividend yield for the trailing twelve months is around 1.37%, more than COST's 0.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LII Lennox International Inc.	1.37%	1.04%	0.75%	0.97%	1.71%	1.09%	1.12%	1.21%	1.11%	0.94%	1.08%	1.10%
COST Costco Wholesale Corporation	0.52%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%

Drawdowns

LII vs. COST - Drawdown Comparison

The maximum LII drawdown since its inception was -62.76%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for LII and COST.

Drawdown Indicators

	LII	COST	Difference
Max Drawdown Largest peak-to-trough decline	-62.76%	-53.39%	-9.37%
Max Drawdown (1Y) Largest decline over 1 year	-33.77%	-19.35%	-14.42%
Max Drawdown (5Y) Largest decline over 5 years	-46.88%	-31.40%	-15.48%
Max Drawdown (10Y) Largest decline over 10 years	-46.88%	-31.40%	-15.48%
Current Drawdown Current decline from peak	-30.60%	-6.96%	-23.64%
Average Drawdown Average peak-to-trough decline	-14.43%	-13.40%	-1.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.15%	9.67%	+8.48%

Volatility

LII vs. COST - Volatility Comparison

Lennox International Inc. (LII) has a higher volatility of 13.21% compared to Costco Wholesale Corporation (COST) at 4.41%. This indicates that LII's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LII	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.21%	4.41%	+8.80%
Volatility (6M) Calculated over the trailing 6-month period	25.64%	13.36%	+12.28%
Volatility (1Y) Calculated over the trailing 1-year period	35.84%	20.15%	+15.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.46%	22.51%	+8.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.87%	21.90%	+6.97%

Financials

LII vs. COST - Profitability Comparison

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

LII - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Lennox International Inc. reported a gross profit of 389.30M and revenue of 1.20B. Therefore, the gross margin over that period was 32.6%.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a gross profit of -8.80B and revenue of 69.60B. Therefore, the gross margin over that period was -12.6%.

LII - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Lennox International Inc. reported an operating income of 195.80M and revenue of 1.20B, resulting in an operating margin of 16.4%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported an operating income of 2.61B and revenue of 69.60B, resulting in an operating margin of 3.7%.

LII - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Lennox International Inc. reported a net income of 142.50M and revenue of 1.20B, resulting in a net margin of 11.9%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a net income of 2.04B and revenue of 69.60B, resulting in a net margin of 2.9%.