LII vs. LOWV
LII (Lennox International Inc.) is a stock, while LOWV (AB US Low Volatility Equity ETF) is Large Cap Blend Equities fund actively managed by AllianceBernstein. Over the past 3 years, LII returned 19.41%/yr vs 14.69%/yr for LOWV. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
LII vs. LOWV - Performance Comparison
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Returns By Period
In the year-to-date period, LII achieves a 5.78% return, which is significantly higher than LOWV's 1.76% return.
LII
- 1D
- -0.94%
- 1M
- 0.92%
- YTD
- 5.78%
- 6M
- 1.83%
- 1Y
- -5.95%
- 3Y*
- 19.41%
- 5Y*
- 9.92%
- 10Y*
- 15.59%
LOWV
- 1D
- 0.13%
- 1M
- -0.66%
- YTD
- 1.76%
- 6M
- 2.40%
- 1Y
- 8.32%
- 3Y*
- 14.69%
- 5Y*
- —
- 10Y*
- —
LII vs. LOWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LII Lennox International Inc. | 5.78% | -19.54% | 37.27% | 81.83% |
LOWV AB US Low Volatility Equity ETF | 1.76% | 12.26% | 20.43% | 18.90% |
Correlation
The correlation between LII and LOWV is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2023 | 0.50 |
The correlation between LII and LOWV shifts across timeframes, from 0.39 (1 year) to 0.50 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LII vs. LOWV — Risk / Return Rank
LII
LOWV
LII vs. LOWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and AB US Low Volatility Equity ETF (LOWV). 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 | LOWV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.14 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 0.87 | -1.05 |
| Martin ratioReturn relative to average drawdown | -0.29 | 3.54 | -3.83 |
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Drawdowns
LII vs. LOWV - Drawdown Comparison
The maximum LII drawdown since its inception was -62.76%, which is greater than LOWV's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for LII and LOWV.
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Drawdown Indicators
| LII | LOWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.76% | -13.87% | -48.89% |
Max Drawdown (1Y)Largest decline over 1 year | -33.77% | -9.59% | -24.18% |
Max Drawdown (3Y)Largest decline over 3 years | -34.71% | -13.87% | -20.84% |
Max Drawdown (5Y)Largest decline over 5 years | -46.88% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | — | — |
Current DrawdownCurrent decline from peak | -23.42% | -1.88% | -21.54% |
Average DrawdownAverage peak-to-trough decline | -14.51% | -1.51% | -13.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.90% | 2.36% | +18.54% |
Volatility
LII vs. LOWV - Volatility Comparison
Lennox International Inc. (LII) has a higher volatility of 10.80% compared to AB US Low Volatility Equity ETF (LOWV) at 2.84%. This indicates that LII's price experiences larger fluctuations and is considered to be riskier than LOWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LII | LOWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.80% | 2.84% | +7.96% |
Volatility (6M)Calculated over the trailing 6-month period | 26.49% | 8.07% | +18.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.30% | 10.59% | +24.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.15% | 11.97% | +20.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.31% | 11.97% | +17.34% |
Dividends
LII vs. LOWV - Dividend Comparison
LII's dividend yield for the trailing twelve months is around 1.02%, more than LOWV's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | 1.02% | 1.04% | 0.75% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% |
LOWV AB US Low Volatility Equity ETF | 0.92% | 0.85% | 0.92% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LII and LOWV have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LII has higher volatility (10.80%) compared to LOWV (2.84%). In terms of maximum drawdown, LII dropped -62.76% vs LOWV's -13.87%.
LOWV currently has the higher Sharpe Ratio (0.79 vs -0.17), 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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