LII vs. WMS
Compare and contrast key facts about Lennox International Inc. (LII) and Advanced Drainage Systems, Inc. (WMS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LII or WMS.
Key characteristics
| LII | WMS | |
|---|---|---|
| YTD Return | 35.45% | 5.83% |
| 1Y Return | 61.42% | 24.72% |
| 3Y Return (Ann) | 27.31% | 11.74% |
| 5Y Return (Ann) | 22.09% | 35.59% |
| 10Y Return (Ann) | 24.02% | 23.90% |
| Sharpe Ratio | 2.08 | 0.59 |
| Daily Std Dev | 28.55% | 35.13% |
| Max Drawdown | -62.76% | -53.58% |
| Current Drawdown | 0.00% | -17.03% |
Fundamentals
| LII | WMS | |
|---|---|---|
| Market Cap | $21.07B | $11.44B |
| EPS | $18.03 | $6.33 |
| PE Ratio | 32.79 | 23.31 |
| PEG Ratio | 2.07 | 1.27 |
| Total Revenue (TTM) | $5.02B | $2.91B |
| Gross Profit (TTM) | $1.61B | $1.12B |
| EBITDA (TTM) | $1.01B | $876.89M |
Correlation
The correlation between LII and WMS is 0.46, 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.
Performance
LII vs. WMS - Performance Comparison
In the year-to-date period, LII achieves a 35.45% return, which is significantly higher than WMS's 5.83% return. Both investments have delivered pretty close results over the past 10 years, with LII having a 24.02% annualized return and WMS not far behind at 23.90%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
LII vs. WMS - Dividend Comparison
LII's dividend yield for the trailing twelve months is around 0.56%, more than WMS's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | 0.56% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% | 1.20% | 1.08% |
WMS Advanced Drainage Systems, Inc. | 0.40% | 0.38% | 0.57% | 0.31% | 0.43% | 3.47% | 1.24% | 1.09% | 1.08% | 0.76% | 0.17% | 0.00% |
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.
Volatility
LII vs. WMS - Volatility Comparison
The current volatility for Lennox International Inc. (LII) is 8.33%, while Advanced Drainage Systems, Inc. (WMS) has a volatility of 10.52%. This indicates that LII experiences smaller price fluctuations and is considered to be less risky than WMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities