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

Correlation

The correlation between LII and WMS is 0.45, 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. WMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lennox International Inc. (LII) and Advanced Drainage Systems, Inc. (WMS). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
12.63%
-29.10%
LII
WMS

Key characteristics

Sharpe Ratio

LII:

1.63

WMS:

-0.32

Sortino Ratio

LII:

2.15

WMS:

-0.23

Omega Ratio

LII:

1.27

WMS:

0.97

Calmar Ratio

LII:

4.19

WMS:

-0.33

Martin Ratio

LII:

11.64

WMS:

-0.79

Ulcer Index

LII:

3.86%

WMS:

15.09%

Daily Std Dev

LII:

27.62%

WMS:

36.62%

Max Drawdown

LII:

-62.76%

WMS:

-53.58%

Current Drawdown

LII:

-7.62%

WMS:

-35.63%

Fundamentals

Market Cap

LII:

$22.28B

WMS:

$8.92B

EPS

LII:

$21.02

WMS:

$6.29

PE Ratio

LII:

29.76

WMS:

18.29

PEG Ratio

LII:

2.14

WMS:

0.97

Total Revenue (TTM)

LII:

$4.00B

WMS:

$2.25B

Gross Profit (TTM)

LII:

$1.32B

WMS:

$851.32M

EBITDA (TTM)

LII:

$857.10M

WMS:

$687.31M

Returns By Period

In the year-to-date period, LII achieves a 2.67% return, which is significantly higher than WMS's -0.50% return. Over the past 10 years, LII has outperformed WMS with an annualized return of 22.14%, while WMS has yielded a comparatively lower 18.29% annualized return.


LII

YTD

2.67%

1M

-1.89%

6M

15.29%

1Y

42.29%

5Y*

21.98%

10Y*

22.14%

WMS

YTD

-0.50%

1M

-11.86%

6M

-26.76%

1Y

-11.11%

5Y*

24.16%

10Y*

18.29%

*Annualized

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Risk-Adjusted Performance

LII vs. WMS — 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

WMS
The Risk-Adjusted Performance Rank of WMS is 3030
Overall Rank
The Sharpe Ratio Rank of WMS is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of WMS is 2828
Sortino Ratio Rank
The Omega Ratio Rank of WMS is 2828
Omega Ratio Rank
The Calmar Ratio Rank of WMS is 2828
Calmar Ratio Rank
The Martin Ratio Rank of WMS is 3232
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. WMS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and Advanced Drainage Systems, Inc. (WMS). 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-4.00-2.000.002.001.63-0.32
The chart of Sortino ratio for LII, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.002.15-0.23
The chart of Omega ratio for LII, currently valued at 1.27, compared to the broader market0.501.001.502.001.270.97
The chart of Calmar ratio for LII, currently valued at 4.19, compared to the broader market0.002.004.006.004.19-0.33
The chart of Martin ratio for LII, currently valued at 11.64, compared to the broader market-10.000.0010.0020.0011.64-0.79
LII
WMS

The current LII Sharpe Ratio is 1.63, which is higher than the WMS Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of LII and WMS, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.63
-0.32
LII
WMS

Dividends

LII vs. WMS - Dividend Comparison

LII's dividend yield for the trailing twelve months is around 0.73%, more than WMS's 0.54% 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%
WMS
Advanced Drainage Systems, Inc.
0.54%0.54%0.38%0.57%0.31%0.43%3.48%1.28%1.13%1.12%0.79%0.17%

Drawdowns

LII vs. WMS - Drawdown Comparison

The maximum LII drawdown since its inception was -62.76%, which is greater than WMS's maximum drawdown of -53.58%. Use the drawdown chart below to compare losses from any high point for LII and WMS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.62%
-35.63%
LII
WMS

Volatility

LII vs. WMS - Volatility Comparison

Lennox International Inc. (LII) has a higher volatility of 7.27% compared to Advanced Drainage Systems, Inc. (WMS) at 6.30%. This indicates that LII's price experiences larger fluctuations and is considered to be riskier than WMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.27%
6.30%
LII
WMS

Financials

LII vs. WMS - Financials Comparison

This section allows you to compare key financial metrics between Lennox International Inc. and Advanced Drainage Systems, Inc.. 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
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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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