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LII vs. ISP.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LII vs. ISP.MI - Performance Comparison

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

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Different Trading Currencies

LII is traded in USD, while ISP.MI is traded in EUR. To make them comparable, the ISP.MI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LII achieves a 6.05% return, which is significantly higher than ISP.MI's -3.97% return. Over the past 10 years, LII has underperformed ISP.MI with an annualized return of 15.40%, while ISP.MI has yielded a comparatively higher 18.21% annualized return.


LII

1D
0.99%
1M
-1.50%
YTD
6.05%
6M
2.56%
1Y
-6.07%
3Y*
20.35%
5Y*
10.02%
10Y*
15.40%

ISP.MI

1D
0.00%
1M
-2.46%
YTD
-3.97%
6M
2.12%
1Y
20.78%
3Y*
49.14%
5Y*
27.20%
10Y*
18.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LII vs. ISP.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LII
Lennox International Inc.
6.05%-19.54%37.27%89.55%-24.94%19.71%13.79%12.78%6.33%37.43%
ISP.MI
Intesa Sanpaolo SpA
-3.97%85.44%50.19%43.72%-6.72%19.22%-10.78%30.41%-28.41%38.95%

Correlation

The correlation between LII and ISP.MI is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.22

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

0.26

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

0.24

Correlation (All Time)
Calculated using the full available price history since May 28, 2007

0.28

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Return for Risk

LII vs. ISP.MI — Risk / Return Rank

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

LII
LII Risk / Return Rank: 3434
Overall Rank
LII Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
LII Sortino Ratio Rank: 3131
Sortino Ratio Rank
LII Omega Ratio Rank: 3131
Omega Ratio Rank
LII Calmar Ratio Rank: 3636
Calmar Ratio Rank
LII Martin Ratio Rank: 3737
Martin Ratio Rank

ISP.MI
ISP.MI Risk / Return Rank: 6767
Overall Rank
ISP.MI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ISP.MI Sortino Ratio Rank: 6565
Sortino Ratio Rank
ISP.MI Omega Ratio Rank: 6262
Omega Ratio Rank
ISP.MI Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISP.MI Martin Ratio Rank: 7272
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. ISP.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and Intesa Sanpaolo SpA (ISP.MI). 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.


LIIISP.MIDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.00

1.15

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.18

1.01

-1.19

Martin ratioReturn relative to average drawdown

-0.29

3.15

-3.44

LII vs. ISP.MI - Sharpe Ratio Comparison

The current LII Sharpe Ratio is -0.18, which is lower than the ISP.MI Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of LII and ISP.MI, 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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Sharpe Ratios by Period


LIIISP.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

0.81

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.89

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.56

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.12

+0.31

Drawdowns

LII vs. ISP.MI - Drawdown Comparison

The maximum LII drawdown since its inception was -62.76%, smaller than the maximum ISP.MI drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for LII and ISP.MI.


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Drawdown Indicators


LIIISP.MIDifference

Max Drawdown

Largest peak-to-trough decline

-62.76%

-82.60%

+19.84%

Max Drawdown (1Y)

Largest decline over 1 year

-33.77%

-20.53%

-13.24%

Max Drawdown (3Y)

Largest decline over 3 years

-34.71%

-21.33%

-13.38%

Max Drawdown (5Y)

Largest decline over 5 years

-46.88%

-49.68%

+2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-46.88%

-57.20%

+10.32%

Current Drawdown

Current decline from peak

-23.22%

-7.71%

-15.51%

Average Drawdown

Average peak-to-trough decline

-14.50%

-40.26%

+25.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.72%

6.59%

+14.13%

Volatility

LII vs. ISP.MI - Volatility Comparison

Lennox International Inc. (LII) has a higher volatility of 9.20% compared to Intesa Sanpaolo SpA (ISP.MI) at 7.22%. This indicates that LII's price experiences larger fluctuations and is considered to be riskier than ISP.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LIIISP.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.20%

7.22%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

25.88%

20.07%

+5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

34.85%

25.69%

+9.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.05%

30.19%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.27%

32.14%

-2.87%

Dividends

LII vs. ISP.MI - Dividend Comparison

LII's dividend yield for the trailing twelve months is around 1.01%, less than ISP.MI's 6.54% yield.


PositionTTM20252024202320222021202020192018201720162015
ISP.MI
Intesa Sanpaolo SpA
6.54%6.03%8.34%8.87%7.34%9.14%0.00%8.38%10.46%6.43%5.76%2.27%
LII
Lennox International Inc.
1.01%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. ISP.MI - Financials Comparison

This section allows you to compare key financial metrics between Lennox International Inc. and Intesa Sanpaolo SpA. 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


Please note, different currencies. LII values in USD, ISP.MI values in EUR

Frequently Asked Questions


LII and ISP.MI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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