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LII vs. VONG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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LII vs. VONG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LII
Lennox International Inc.
-4.14%-19.54%37.27%89.55%-24.94%19.71%13.79%12.78%6.33%37.43%
VONG
Vanguard Russell 1000 Growth ETF
-9.79%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%30.05%

Returns By Period

In the year-to-date period, LII achieves a -4.14% return, which is significantly higher than VONG's -9.79% return. Over the past 10 years, LII has underperformed VONG with an annualized return of 14.28%, while VONG has yielded a comparatively higher 16.65% annualized return.


LII

1D
4.84%
1M
-18.33%
YTD
-4.14%
6M
-11.83%
1Y
-16.20%
3Y*
23.91%
5Y*
9.24%
10Y*
14.28%

VONG

1D
3.76%
1M
-5.21%
YTD
-9.79%
6M
-8.75%
1Y
18.79%
3Y*
21.10%
5Y*
12.35%
10Y*
16.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LII vs. VONG — Risk / Return Rank

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

LII
LII Risk / Return Rank: 2424
Overall Rank
LII Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LII Sortino Ratio Rank: 2121
Sortino Ratio Rank
LII Omega Ratio Rank: 2121
Omega Ratio Rank
LII Calmar Ratio Rank: 2828
Calmar Ratio Rank
LII Martin Ratio Rank: 2929
Martin Ratio Rank

VONG
VONG Risk / Return Rank: 5151
Overall Rank
VONG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 5656
Sortino Ratio Rank
VONG Omega Ratio Rank: 5454
Omega Ratio Rank
VONG Calmar Ratio Rank: 5151
Calmar Ratio Rank
VONG Martin Ratio Rank: 4545
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. VONG - Risk-Adjusted Trends 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.


LIIVONGDifference

Sharpe ratio

Return per unit of total volatility

-0.45

0.84

-1.30

Sortino ratio

Return per unit of downside risk

-0.43

1.36

-1.79

Omega ratio

Gain probability vs. loss probability

0.95

1.19

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.44

1.16

-1.61

Martin ratio

Return relative to average drawdown

-0.83

4.00

-4.83

LII vs. VONG - Sharpe Ratio Comparison

The current LII Sharpe Ratio is -0.45, which is lower than the VONG Sharpe Ratio of 0.84. 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.


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Sharpe Ratios by Period


LIIVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

0.84

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.58

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.80

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.84

-0.42

Correlation

The correlation between LII and VONG is 0.53, 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.


Dividends

LII vs. VONG - Dividend Comparison

LII's dividend yield for the trailing twelve months is around 1.37%, more than VONG's 0.51% yield.


TTM20252024202320222021202020192018201720162015
LII
Lennox International Inc.
1.37%1.04%0.75%0.97%1.71%1.09%1.12%1.21%1.11%0.94%1.08%1.10%
VONG
Vanguard Russell 1000 Growth ETF
0.51%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

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.


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Drawdown Indicators


LIIVONGDifference

Max Drawdown

Largest peak-to-trough decline

-62.76%

-32.72%

-30.04%

Max Drawdown (1Y)

Largest decline over 1 year

-33.77%

-16.23%

-17.54%

Max Drawdown (5Y)

Largest decline over 5 years

-46.88%

-32.72%

-14.16%

Max Drawdown (10Y)

Largest decline over 10 years

-46.88%

-32.72%

-14.16%

Current Drawdown

Current decline from peak

-30.60%

-13.09%

-17.51%

Average Drawdown

Average peak-to-trough decline

-14.43%

-4.90%

-9.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.15%

4.72%

+13.43%

Volatility

LII vs. VONG - Volatility Comparison

Lennox International Inc. (LII) has a higher volatility of 13.21% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.72%. 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.


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Volatility by Period


LIIVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.21%

6.72%

+6.49%

Volatility (6M)

Calculated over the trailing 6-month period

25.64%

12.34%

+13.30%

Volatility (1Y)

Calculated over the trailing 1-year period

35.84%

22.40%

+13.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.46%

21.35%

+10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.87%

20.82%

+8.05%