LII vs. GRNY
LII (Lennox International Inc.) is a stock, while GRNY (Fundstrat Granny Shots U.S. Large Cap ETF) is Large Cap Blend Equities fund actively managed by Tidal ETFs. Over the past year, LII returned -11.53% vs 17.27% for GRNY. At a 0.48 correlation, their price movements are largely independent.
Performance
LII vs. GRNY - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with LII having a 10.47% return and GRNY slightly lower at 9.98%.
LII
- 1D
- -1.90%
- 1M
- 0.46%
- 6M
- 2.01%
- YTD
- 10.47%
- 1Y
- -11.53%
- 3Y*
- 18.38%
- 5Y*
- 12.05%
- 10Y*
- 14.75%
- ALL TIME*
- 15.06%
GRNY
- 1D
- -0.37%
- 1M
- -0.94%
- 6M
- 5.26%
- YTD
- 9.98%
- 1Y
- 17.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.76%
LII vs. GRNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LII Lennox International Inc. | 10.47% | -19.54% | 0.94% |
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 9.98% | 24.05% | -0.45% |
Correlation
The correlation between LII and GRNY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.48 |
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Return for Risk
LII vs. GRNY — Risk / Return Rank
LII
GRNY
LII vs. GRNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). 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 | GRNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.17 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.49 | -1.83 |
| Martin ratioReturn relative to average drawdown | -0.54 | 4.48 | -5.02 |
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Drawdowns
LII vs. GRNY - Drawdown Comparison
The maximum LII drawdown since its inception was -62.76%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for LII and GRNY.
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Drawdown Indicators
| LII | GRNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.76% | -24.18% | -38.58% |
Max Drawdown (1Y)Largest decline over 1 year | -33.77% | -11.63% | -22.14% |
Max Drawdown (3Y)Largest decline over 3 years | -34.71% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -45.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | — | — |
Current DrawdownCurrent decline from peak | -20.02% | -2.68% | -17.34% |
Average DrawdownAverage peak-to-trough decline | -14.52% | -3.84% | -10.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.53% | 3.86% | +17.67% |
Volatility
LII vs. GRNY - Volatility Comparison
Lennox International Inc. (LII) has a higher volatility of 10.52% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 4.09%. This indicates that LII's price experiences larger fluctuations and is considered to be riskier than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LII | GRNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 4.09% | +6.43% |
Volatility (6M)Calculated over the trailing 6-month period | 27.61% | 13.02% | +14.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.14% | 18.06% | +18.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.15% | 22.80% | +9.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.45% | 22.80% | +6.65% |
Dividends
LII vs. GRNY - Dividend Comparison
LII's dividend yield for the trailing twelve months is around 0.99%, more than GRNY's 0.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
LII and GRNY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LII has higher volatility (10.52%) compared to GRNY (4.09%). In terms of maximum drawdown, LII dropped -62.76% vs GRNY's -24.18%.
GRNY currently has the higher Sharpe Ratio (0.96 vs -0.32), 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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