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LII vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LII and VONG is 0.54, 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.


-0.50.00.51.00.5

Performance

LII vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lennox International Inc. (LII) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
15.29%
6.09%
LII
VONG

Key characteristics

Sharpe Ratio

LII:

1.63

VONG:

2.03

Sortino Ratio

LII:

2.15

VONG:

2.63

Omega Ratio

LII:

1.27

VONG:

1.37

Calmar Ratio

LII:

4.19

VONG:

2.69

Martin Ratio

LII:

11.64

VONG:

10.42

Ulcer Index

LII:

3.86%

VONG:

3.38%

Daily Std Dev

LII:

27.62%

VONG:

17.33%

Max Drawdown

LII:

-62.76%

VONG:

-32.72%

Current Drawdown

LII:

-7.62%

VONG:

-3.32%

Returns By Period

In the year-to-date period, LII achieves a 2.67% return, which is significantly higher than VONG's 0.77% return. Over the past 10 years, LII has outperformed VONG with an annualized return of 22.14%, while VONG has yielded a comparatively lower 16.86% annualized return.


LII

YTD

2.67%

1M

-1.89%

6M

15.29%

1Y

42.29%

5Y*

21.98%

10Y*

22.14%

VONG

YTD

0.77%

1M

-1.28%

6M

6.10%

1Y

34.93%

5Y*

18.53%

10Y*

16.86%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LII vs. VONG — 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 8989
Overall Rank
The Sharpe Ratio Rank of LII is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of LII is 8484
Sortino Ratio Rank
The Omega Ratio Rank of LII is 8282
Omega Ratio Rank
The Calmar Ratio Rank of LII is 9797
Calmar Ratio Rank
The Martin Ratio Rank of LII is 9393
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 7979
Overall Rank
The Sharpe Ratio Rank of VONG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 7777
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. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and Vanguard Russell 1000 Growth ETF (VONG). 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.


Sharpe ratio
The chart of Sharpe ratio for LII, currently valued at 1.63, compared to the broader market-4.00-2.000.002.001.632.03
The chart of Sortino ratio for LII, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.002.152.63
The chart of Omega ratio for LII, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.37
The chart of Calmar ratio for LII, currently valued at 4.19, compared to the broader market0.002.004.006.004.192.69
The chart of Martin ratio for LII, currently valued at 11.64, compared to the broader market-10.000.0010.0020.0011.6410.42
LII
VONG

The current LII Sharpe Ratio is 1.63, which is comparable to the VONG Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of LII and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.63
2.03
LII
VONG

Dividends

LII vs. VONG - Dividend Comparison

LII's dividend yield for the trailing twelve months is around 0.73%, more than VONG's 0.55% yield.


TTM20242023202220212020201920182017201620152014
LII
Lennox International Inc.
0.73%0.75%0.97%1.71%1.09%1.12%1.21%1.11%0.94%1.08%1.10%1.20%
VONG
Vanguard Russell 1000 Growth ETF
0.55%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

LII vs. VONG - Drawdown Comparison

The maximum LII drawdown since its inception was -62.76%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for LII and VONG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.62%
-3.32%
LII
VONG

Volatility

LII vs. VONG - Volatility Comparison

Lennox International Inc. (LII) has a higher volatility of 7.27% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.86%. This indicates that LII's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.27%
5.86%
LII
VONG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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