LII vs. DELL
LII (Lennox International Inc.) and DELL (Dell Technologies Inc.) are both stocks. LII operates in Specialty Industrial Machinery (Industrials), while DELL operates in Computer Hardware (Technology). Over the past 5 years, LII returned 9.92%/yr vs 52.50%/yr for DELL. At a 0.36 correlation, their price movements are largely independent.
Performance
LII vs. DELL - Performance Comparison
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Returns By Period
In the year-to-date period, LII achieves a 5.78% return, which is significantly lower than DELL's 216.60% return.
LII
- 1D
- -0.94%
- 1M
- 0.92%
- YTD
- 5.78%
- 6M
- 1.83%
- 1Y
- -5.95%
- 3Y*
- 19.41%
- 5Y*
- 9.92%
- 10Y*
- 15.59%
DELL
- 1D
- 1.05%
- 1M
- 62.21%
- YTD
- 216.60%
- 6M
- 206.61%
- 1Y
- 254.13%
- 3Y*
- 104.49%
- 5Y*
- 52.50%
- 10Y*
- —
LII vs. DELL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | 5.78% | -19.54% | 37.27% | 89.55% | -24.94% | 19.71% | 13.79% | 12.78% | 4.50% |
DELL Dell Technologies Inc. | 216.60% | 11.22% | 52.97% | 95.85% | -26.63% | 51.21% | 42.62% | 5.16% | 14.50% |
Correlation
The correlation between LII and DELL is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 21, 2018 | 0.36 |
The correlation between LII and DELL shifts across timeframes, from 0.24 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
Fundamentals
LII:
$17.93B
DELL:
$259.49B
LII:
$22.20
DELL:
$12.42
LII:
23.07
DELL:
31.85
LII:
1.40
DELL:
2.03
LII:
3.44
DELL:
2.00
LII:
$5.26B
DELL:
$134.00B
LII:
$1.74B
DELL:
$25.67B
LII:
$1.10B
DELL:
$10.64B
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Return for Risk
LII vs. DELL — Risk / Return Rank
LII
DELL
LII vs. DELL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and Dell Technologies Inc. (DELL). 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 | DELL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.05 | ||
| Sortino ratioReturn per unit of downside risk | -4.57 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.56 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 7.91 | -8.09 |
| Martin ratioReturn relative to average drawdown | -0.29 | 17.63 | -17.92 |
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Drawdowns
LII vs. DELL - Drawdown Comparison
The maximum LII drawdown since its inception was -62.76%, which is greater than DELL's maximum drawdown of -59.59%. Use the drawdown chart below to compare losses from any high point for LII and DELL.
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Drawdown Indicators
| LII | DELL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.76% | -59.59% | -3.17% |
Max Drawdown (1Y)Largest decline over 1 year | -33.77% | -32.34% | -1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -34.71% | -59.59% | +24.88% |
Max Drawdown (5Y)Largest decline over 5 years | -46.88% | -59.59% | +12.71% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | — | — |
Current DrawdownCurrent decline from peak | -23.42% | -15.11% | -8.31% |
Average DrawdownAverage peak-to-trough decline | -14.51% | -18.48% | +3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.90% | 14.49% | +6.41% |
Volatility
LII vs. DELL - Volatility Comparison
The current volatility for Lennox International Inc. (LII) is 10.80%, while Dell Technologies Inc. (DELL) has a volatility of 36.55%. This indicates that LII experiences smaller price fluctuations and is considered to be less risky than DELL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LII | DELL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.80% | 36.55% | -25.75% |
Volatility (6M)Calculated over the trailing 6-month period | 26.49% | 54.73% | -28.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.30% | 65.88% | -30.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.15% | 50.86% | -18.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.31% | 47.99% | -18.68% |
Dividends
LII vs. DELL - Dividend Comparison
LII's dividend yield for the trailing twelve months is around 1.02%, more than DELL's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DELL Dell Technologies Inc. | 0.56% | 1.60% | 1.48% | 1.88% | 2.46% | 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. DELL - Financials Comparison
This section allows you to compare key financial metrics between Lennox International Inc. and Dell Technologies 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. DELL - 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%.
DELL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dell Technologies Inc. reported a gross profit of 7.78B and revenue of 43.84B. Therefore, the gross margin over that period was 17.8%.
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%.
DELL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dell Technologies Inc. reported an operating income of 3.66B and revenue of 43.84B, resulting in an operating margin of 8.3%.
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%.
DELL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dell Technologies Inc. reported a net income of 3.44B and revenue of 43.84B, resulting in a net margin of 7.8%.
Frequently Asked Questions
LII and DELL have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DELL has higher volatility (36.55%) compared to LII (10.80%). In terms of maximum drawdown, LII dropped -62.76% vs DELL's -59.59%.
DELL currently has the higher Sharpe Ratio (3.89 vs -0.17), 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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