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LII vs. GFF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LII vs. GFF - Performance Comparison

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

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Returns By Period

In the year-to-date period, LII achieves a 9.71% return, which is significantly lower than GFF's 21.16% return. Over the past 10 years, LII has underperformed GFF with an annualized return of 14.67%, while GFF has yielded a comparatively higher 21.56% annualized return.


LII

1D
-0.69%
1M
-0.24%
6M
5.40%
YTD
9.71%
1Y
-10.91%
3Y*
18.10%
5Y*
12.22%
10Y*
14.67%
ALL TIME*
15.03%

GFF

1D
-0.33%
1M
-2.58%
6M
7.98%
YTD
21.16%
1Y
15.07%
3Y*
30.38%
5Y*
34.99%
10Y*
21.56%
ALL TIME*
3.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LII vs. GFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LII
Lennox International Inc.
9.71%-19.54%37.27%89.55%-24.94%19.71%13.79%12.78%6.33%37.43%
GFF
Griffon Corporation
21.16%4.42%17.97%83.96%36.91%41.60%1.83%97.74%-44.92%-21.43%

Correlation

The correlation between LII and GFF is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Jul 29, 1999

0.44

The correlation between LII and GFF shifts across timeframes, from 0.44 (all time) to 0.62 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LII:

$18.44B

GFF:

$4.07B

EPS

LII:

$22.25

GFF:

$0.76

PE Ratio

LII:

23.82

GFF:

116.82

PEG Ratio

LII:

1.45

GFF:

1.51

PS Ratio

LII:

3.55

GFF:

1.73

PB Ratio

LII:

15.28

GFF:

42.95

Total Revenue (TTM)

LII:

$5.26B

GFF:

$2.35B

Gross Profit (TTM)

LII:

$1.74B

GFF:

$1.00B

EBITDA (TTM)

LII:

$1.10B

GFF:

$245.38M

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Return for Risk

LII vs. GFF — Risk / Return Rank

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

LII
LII Risk / Return Rank: 3333
Overall Rank
LII Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LII Sortino Ratio Rank: 3030
Sortino Ratio Rank
LII Omega Ratio Rank: 3030
Omega Ratio Rank
LII Calmar Ratio Rank: 3535
Calmar Ratio Rank
LII Martin Ratio Rank: 3636
Martin Ratio Rank

GFF
GFF Risk / Return Rank: 5858
Overall Rank
GFF Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GFF Sortino Ratio Rank: 5656
Sortino Ratio Rank
GFF Omega Ratio Rank: 5555
Omega Ratio Rank
GFF Calmar Ratio Rank: 5959
Calmar Ratio Rank
GFF Martin Ratio Rank: 6161
Martin Ratio Rank
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. GFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and Griffon Corporation (GFF). 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.


LIIGFFDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

0.98

1.10

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.32

0.54

-0.87

Martin ratioReturn relative to average drawdown

-0.51

1.41

-1.92

LII vs. GFF - Sharpe Ratio Comparison

The current LII Sharpe Ratio is -0.30, which is lower than the GFF Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of LII and GFF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LII vs. GFF - Drawdown Comparison

The maximum LII drawdown since its inception was -62.76%, smaller than the maximum GFF drawdown of -96.84%. Use the drawdown chart below to compare losses from any high point for LII and GFF.


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Drawdown Indicators


LIIGFFDifference

Max Drawdown

Largest peak-to-trough decline

-62.76%

-96.84%

+34.08%

Max Drawdown (1Y)

Largest decline over 1 year

-33.77%

-27.85%

-5.92%

Max Drawdown (3Y)

Largest decline over 3 years

-34.71%

-27.85%

-6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-45.41%

-39.02%

-6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-46.88%

-61.32%

+14.44%

Current Drawdown

Current decline from peak

-20.57%

-8.97%

-11.60%

Average Drawdown

Average peak-to-trough decline

-14.52%

-55.37%

+40.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.57%

10.72%

+10.85%

Volatility

LII vs. GFF - Volatility Comparison

Lennox International Inc. (LII) and Griffon Corporation (GFF) have volatilities of 10.08% and 9.95%, 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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Volatility by Period


LIIGFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.08%

9.95%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

27.61%

27.15%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

36.07%

36.90%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.14%

41.36%

-9.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.45%

45.46%

-16.01%

Dividends

LII vs. GFF - Dividend Comparison

LII's dividend yield for the trailing twelve months is around 0.99%, more than GFF's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
GFF
Griffon Corporation
0.95%1.03%0.88%4.10%6.62%1.16%1.50%1.44%12.27%1.23%0.80%0.96%
LII
Lennox International Inc.
0.99%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. GFF - Financials Comparison

This section allows you to compare key financial metrics between Lennox International Inc. and Griffon Corporation. 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


400.00M600.00M800.00M1.00B1.20B1.40B1.60BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.14B
421.86M
(LII) Total Revenue
(GFF) Total Revenue
Values in USD except per share items

LII vs. GFF - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
31.0%
45.5%
Portfolio components
LII - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.

GFF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Griffon Corporation reported a gross profit of 191.99M and revenue of 421.86M. Therefore, the gross margin over that period was 45.5%.

LII - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Lennox International Inc. reported an operating income of 163.50M and revenue of 1.14B, resulting in an operating margin of 14.4%.

GFF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Griffon Corporation reported an operating income of 87.35M and revenue of 421.86M, resulting in an operating margin of 20.7%.

LII - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Lennox International Inc. reported a net income of 117.20M and revenue of 1.14B, resulting in a net margin of 10.3%.

GFF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Griffon Corporation reported a net income of 46.94M and revenue of 421.86M, resulting in a net margin of 11.1%.


Frequently Asked Questions


LII and GFF have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LII has higher volatility (10.08%) compared to GFF (9.95%). In terms of maximum drawdown, LII dropped -62.76% vs GFF's -96.84%.

GFF currently has the higher Sharpe Ratio (0.41 vs -0.30), 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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