LII vs. WMS
Compare and contrast key facts about Lennox International Inc. (LII) and Advanced Drainage Systems, Inc. (WMS).
Performance
LII vs. WMS - Performance Comparison
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LII vs. WMS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | -4.14% | -19.54% | 37.27% | 89.55% | -24.94% | 19.71% | 13.79% | 12.78% | 6.33% | 37.43% |
WMS Advanced Drainage Systems, Inc. | -5.22% | 25.97% | -17.48% | 72.44% | -39.53% | 63.46% | 116.70% | 67.74% | 2.78% | 17.27% |
Fundamentals
LII:
$16.29B
WMS:
$10.74B
LII:
$22.23
WMS:
$6.02
LII:
20.88
WMS:
22.80
LII:
1.27
WMS:
0.84
LII:
3.16
WMS:
3.59
LII:
14.01
WMS:
137.28
LII:
$5.20B
WMS:
$2.99B
LII:
$1.72B
WMS:
$1.16B
LII:
$1.12B
WMS:
$741.90M
Returns By Period
In the year-to-date period, LII achieves a -4.14% return, which is significantly higher than WMS's -5.22% return. Over the past 10 years, LII has underperformed WMS with an annualized return of 14.28%, while WMS has yielded a comparatively higher 21.38% 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%
WMS
- 1D
- 4.31%
- 1M
- -19.88%
- YTD
- -5.22%
- 6M
- -0.91%
- 1Y
- 26.86%
- 3Y*
- 18.21%
- 5Y*
- 5.38%
- 10Y*
- 21.38%
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Return for Risk
LII vs. WMS — Risk / Return Rank
LII
WMS
LII vs. WMS - Risk-Adjusted Trends 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.
| LII | WMS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.45 | 0.65 | -1.11 |
Sortino ratioReturn per unit of downside risk | -0.43 | 1.33 | -1.75 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.15 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.44 | 1.10 | -1.54 |
Martin ratioReturn relative to average drawdown | -0.83 | 3.69 | -4.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LII | WMS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 0.65 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.13 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.52 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.52 | -0.09 |
Correlation
The correlation between LII and WMS is 0.48, 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. WMS - Dividend Comparison
LII's dividend yield for the trailing twelve months is around 1.37%, more than WMS's 0.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WMS Advanced Drainage Systems, Inc. | 0.53% | 0.48% | 0.54% | 0.38% | 0.57% | 0.31% | 0.43% | 3.48% | 1.28% | 1.13% | 1.12% | 0.79% |
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.
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Drawdown Indicators
| LII | WMS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.76% | -53.58% | -9.18% |
Max Drawdown (1Y)Largest decline over 1 year | -33.77% | -24.96% | -8.81% |
Max Drawdown (5Y)Largest decline over 5 years | -46.88% | -50.12% | +3.24% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -53.58% | +6.70% |
Current DrawdownCurrent decline from peak | -30.60% | -22.75% | -7.85% |
Average DrawdownAverage peak-to-trough decline | -14.43% | -17.87% | +3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.15% | 7.41% | +10.74% |
Volatility
LII vs. WMS - Volatility Comparison
Lennox International Inc. (LII) and Advanced Drainage Systems, Inc. (WMS) have volatilities of 13.21% and 13.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LII | WMS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.21% | 13.66% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 25.64% | 23.91% | +1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.84% | 41.31% | -5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.46% | 41.87% | -10.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.87% | 41.47% | -12.60% |
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
LII vs. WMS - Profitability Comparison
LII - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Lennox International Inc. reported a gross profit of 389.30M and revenue of 1.20B. Therefore, the gross margin over that period was 32.6%.
WMS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Advanced Drainage Systems, Inc. reported a gross profit of 259.15M and revenue of 693.35M. Therefore, the gross margin over that period was 37.4%.
LII - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Lennox International Inc. reported an operating income of 195.80M and revenue of 1.20B, resulting in an operating margin of 16.4%.
WMS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Advanced Drainage Systems, Inc. reported an operating income of 136.82M and revenue of 693.35M, resulting in an operating margin of 19.7%.
LII - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Lennox International Inc. reported a net income of 142.50M and revenue of 1.20B, resulting in a net margin of 11.9%.
WMS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Advanced Drainage Systems, Inc. reported a net income of 93.63M and revenue of 693.35M, resulting in a net margin of 13.5%.