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LII vs. GOOGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LII and GOOGL is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

LII vs. GOOGL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LII:

0.64

GOOGL:

-0.18

Sortino Ratio

LII:

1.14

GOOGL:

-0.06

Omega Ratio

LII:

1.15

GOOGL:

0.99

Calmar Ratio

LII:

1.00

GOOGL:

-0.20

Martin Ratio

LII:

2.80

GOOGL:

-0.44

Ulcer Index

LII:

8.90%

GOOGL:

13.63%

Daily Std Dev

LII:

33.80%

GOOGL:

31.06%

Max Drawdown

LII:

-62.76%

GOOGL:

-65.29%

Current Drawdown

LII:

-11.84%

GOOGL:

-23.13%

Fundamentals

Market Cap

LII:

$20.36B

GOOGL:

$1.86T

EPS

LII:

$22.43

GOOGL:

$8.96

PE Ratio

LII:

25.58

GOOGL:

17.05

PEG Ratio

LII:

2.19

GOOGL:

1.16

PS Ratio

LII:

3.79

GOOGL:

5.17

PB Ratio

LII:

23.88

GOOGL:

5.37

Total Revenue (TTM)

LII:

$5.37B

GOOGL:

$359.71B

Gross Profit (TTM)

LII:

$1.76B

GOOGL:

$210.76B

EBITDA (TTM)

LII:

$1.07B

GOOGL:

$149.88B

Returns By Period

In the year-to-date period, LII achieves a -2.02% return, which is significantly higher than GOOGL's -16.20% return. Both investments have delivered pretty close results over the past 10 years, with LII having a 19.47% annualized return and GOOGL not far behind at 19.34%.


LII

YTD

-2.02%

1M

7.68%

6M

-5.13%

1Y

21.44%

5Y*

28.95%

10Y*

19.47%

GOOGL

YTD

-16.20%

1M

0.84%

6M

-11.94%

1Y

-5.59%

5Y*

18.83%

10Y*

19.34%

*Annualized

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Risk-Adjusted Performance

LII vs. GOOGL — Risk-Adjusted Performance Rank

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

LII
The Risk-Adjusted Performance Rank of LII is 7575
Overall Rank
The Sharpe Ratio Rank of LII is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of LII is 7070
Sortino Ratio Rank
The Omega Ratio Rank of LII is 6969
Omega Ratio Rank
The Calmar Ratio Rank of LII is 8484
Calmar Ratio Rank
The Martin Ratio Rank of LII is 7777
Martin Ratio Rank

GOOGL
The Risk-Adjusted Performance Rank of GOOGL is 3737
Overall Rank
The Sharpe Ratio Rank of GOOGL is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOGL is 3535
Sortino Ratio Rank
The Omega Ratio Rank of GOOGL is 3535
Omega Ratio Rank
The Calmar Ratio Rank of GOOGL is 3636
Calmar Ratio Rank
The Martin Ratio Rank of GOOGL is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LII vs. GOOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and Alphabet Inc Class A (GOOGL). 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.


The current LII Sharpe Ratio is 0.64, which is higher than the GOOGL Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of LII and GOOGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LII vs. GOOGL - Dividend Comparison

LII's dividend yield for the trailing twelve months is around 0.77%, more than GOOGL's 0.50% yield.


TTM20242023202220212020201920182017201620152014
LII
Lennox International Inc.
0.77%0.75%0.97%1.71%1.09%1.12%1.21%1.11%0.94%1.08%1.10%1.20%
GOOGL
Alphabet Inc Class A
0.50%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LII vs. GOOGL - Drawdown Comparison

The maximum LII drawdown since its inception was -62.76%, roughly equal to the maximum GOOGL drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for LII and GOOGL. For additional features, visit the drawdowns tool.


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Volatility

LII vs. GOOGL - Volatility Comparison

Lennox International Inc. (LII) has a higher volatility of 12.42% compared to Alphabet Inc Class A (GOOGL) at 11.54%. This indicates that LII's price experiences larger fluctuations and is considered to be riskier than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

LII vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between Lennox International Inc. and Alphabet Inc Class A. 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


0.0020.00B40.00B60.00B80.00B100.00B20212022202320242025
1.07B
90.23B
(LII) Total Revenue
(GOOGL) Total Revenue
Values in USD except per share items

LII vs. GOOGL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20212022202320242025
30.6%
59.7%
(LII) Gross Margin
(GOOGL) Gross Margin
LII - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Lennox International Inc. reported a gross profit of 328.50M and revenue of 1.07B. Therefore, the gross margin over that period was 30.6%.

GOOGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Alphabet Inc Class A reported a gross profit of 53.87B and revenue of 90.23B. Therefore, the gross margin over that period was 59.7%.

LII - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Lennox International Inc. reported an operating income of 155.60M and revenue of 1.07B, resulting in an operating margin of 14.5%.

GOOGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Alphabet Inc Class A reported an operating income of 30.61B and revenue of 90.23B, resulting in an operating margin of 33.9%.

LII - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Lennox International Inc. reported a net income of 120.30M and revenue of 1.07B, resulting in a net margin of 11.2%.

GOOGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Alphabet Inc Class A reported a net income of 34.54B and revenue of 90.23B, resulting in a net margin of 38.3%.