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

Key characteristics


LIIHUBB
YTD Return38.36%29.69%
1Y Return66.17%37.96%
3Y Return (Ann)27.99%34.43%
5Y Return (Ann)22.52%28.97%
10Y Return (Ann)24.43%15.64%
Sharpe Ratio2.271.22
Daily Std Dev28.60%29.67%
Max Drawdown-62.76%-59.72%
Current Drawdown0.00%0.00%

Fundamentals


LIIHUBB
Market Cap$21.97B$22.68B
EPS$18.00$13.52
PE Ratio34.2531.25
PEG Ratio2.162.37
Total Revenue (TTM)$5.02B$5.57B
Gross Profit (TTM)$1.61B$1.91B
EBITDA (TTM)$1.01B$1.15B

Correlation

-0.50.00.51.00.5

The correlation between LII and HUBB is 0.46, 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. HUBB - Performance Comparison

In the year-to-date period, LII achieves a 38.36% return, which is significantly higher than HUBB's 29.69% return. Over the past 10 years, LII has outperformed HUBB with an annualized return of 24.43%, while HUBB has yielded a comparatively lower 15.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%AprilMayJuneJulyAugustSeptember
24.02%
2.45%
LII
HUBB

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Risk-Adjusted Performance

LII vs. HUBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and Hubbell Incorporated (HUBB). 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
Sharpe ratio
The chart of Sharpe ratio for LII, currently valued at 2.27, compared to the broader market-4.00-2.000.002.002.27
Sortino ratio
The chart of Sortino ratio for LII, currently valued at 2.80, compared to the broader market-6.00-4.00-2.000.002.004.002.80
Omega ratio
The chart of Omega ratio for LII, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for LII, currently valued at 4.82, compared to the broader market0.001.002.003.004.005.004.82
Martin ratio
The chart of Martin ratio for LII, currently valued at 17.73, compared to the broader market-5.000.005.0010.0015.0020.0025.0017.73
HUBB
Sharpe ratio
The chart of Sharpe ratio for HUBB, currently valued at 1.22, compared to the broader market-4.00-2.000.002.001.22
Sortino ratio
The chart of Sortino ratio for HUBB, currently valued at 1.64, compared to the broader market-6.00-4.00-2.000.002.004.001.64
Omega ratio
The chart of Omega ratio for HUBB, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for HUBB, currently valued at 1.83, compared to the broader market0.001.002.003.004.005.001.83
Martin ratio
The chart of Martin ratio for HUBB, currently valued at 4.79, compared to the broader market-5.000.005.0010.0015.0020.0025.004.79

LII vs. HUBB - Sharpe Ratio Comparison

The current LII Sharpe Ratio is 2.27, which is higher than the HUBB Sharpe Ratio of 1.22. The chart below compares the 12-month rolling Sharpe Ratio of LII and HUBB.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AprilMayJuneJulyAugustSeptember
2.27
1.22
LII
HUBB

Dividends

LII vs. HUBB - Dividend Comparison

LII's dividend yield for the trailing twelve months is around 0.54%, less than HUBB's 1.15% yield.


TTM20232022202120202019201820172016201520142013
LII
Lennox International Inc.
0.54%0.97%1.71%1.09%1.12%1.21%1.11%0.94%1.08%1.10%1.20%1.08%
HUBB
Hubbell Incorporated
1.15%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%2.29%1.93%1.70%

Drawdowns

LII vs. HUBB - Drawdown Comparison

The maximum LII drawdown since its inception was -62.76%, which is greater than HUBB's maximum drawdown of -59.72%. Use the drawdown chart below to compare losses from any high point for LII and HUBB. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember00
LII
HUBB

Volatility

LII vs. HUBB - Volatility Comparison

Lennox International Inc. (LII) and Hubbell Incorporated (HUBB) have volatilities of 7.97% and 8.23%, 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.


6.00%8.00%10.00%12.00%14.00%AprilMayJuneJulyAugustSeptember
7.97%
8.23%
LII
HUBB

Financials

LII vs. HUBB - Financials Comparison

This section allows you to compare key financial metrics between Lennox International Inc. and Hubbell Incorporated. 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



Values in USD except per share items