LII vs. WMT
LII (Lennox International Inc.) and WMT (Walmart Inc.) are both stocks. LII operates in Specialty Industrial Machinery (Industrials), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, LII returned 14.75%/yr vs 18.44%/yr for WMT. At a 0.26 correlation, their price movements are largely independent.
Performance
LII vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, LII achieves a 10.47% return, which is significantly higher than WMT's 1.11% return. Over the past 10 years, LII has underperformed WMT with an annualized return of 14.75%, while WMT has yielded a comparatively higher 18.44% annualized return.
LII
- 1D
- -1.90%
- 1M
- 0.46%
- 6M
- 2.01%
- YTD
- 10.47%
- 1Y
- -11.53%
- 3Y*
- 18.38%
- 5Y*
- 12.05%
- 10Y*
- 14.75%
- ALL TIME*
- 15.06%
WMT
- 1D
- -1.79%
- 1M
- -4.25%
- 6M
- -5.89%
- YTD
- 1.11%
- 1Y
- 19.03%
- 3Y*
- 29.98%
- 5Y*
- 20.51%
- 10Y*
- 18.44%
- ALL TIME*
- 18.39%
LII vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | 10.47% | -19.54% | 37.27% | 89.55% | -24.94% | 19.71% | 13.79% | 12.78% | 6.33% | 37.43% |
WMT Walmart Inc. | 1.11% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between LII and WMT is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 1999 | 0.26 |
The correlation between LII and WMT shifts across timeframes, from 0.08 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
LII:
$18.57B
WMT:
$892.90B
LII:
$22.25
WMT:
$2.88
LII:
23.98
WMT:
38.97
LII:
1.46
WMT:
2.54
LII:
3.57
WMT:
1.24
LII:
15.38
WMT:
9.51
LII:
$5.26B
WMT:
$725.31B
LII:
$1.74B
WMT:
$181.16B
LII:
$1.10B
WMT:
$44.32B
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Return for Risk
LII vs. WMT — Risk / Return Rank
LII
WMT
LII vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and Walmart Inc. (WMT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LII | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.16 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.01 | -1.35 |
| Martin ratioReturn relative to average drawdown | -0.54 | 2.88 | -3.41 |
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Drawdowns
LII vs. WMT - Drawdown Comparison
The maximum LII drawdown since its inception was -62.76%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for LII and WMT.
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Drawdown Indicators
| LII | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.76% | -77.14% | +14.38% |
Max Drawdown (1Y)Largest decline over 1 year | -33.77% | -18.91% | -14.86% |
Max Drawdown (3Y)Largest decline over 3 years | -34.71% | -21.93% | -12.78% |
Max Drawdown (5Y)Largest decline over 5 years | -45.41% | -25.74% | -19.67% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -25.74% | -21.14% |
Current DrawdownCurrent decline from peak | -20.02% | -16.39% | -3.63% |
Average DrawdownAverage peak-to-trough decline | -14.52% | -14.63% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.53% | 6.63% | +14.90% |
Volatility
LII vs. WMT - Volatility Comparison
Lennox International Inc. (LII) has a higher volatility of 10.52% compared to Walmart Inc. (WMT) at 7.51%. This indicates that LII's price experiences larger fluctuations and is considered to be riskier than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LII | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 7.51% | +3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 27.61% | 19.19% | +8.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.14% | 24.48% | +11.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.15% | 21.88% | +10.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.45% | 21.87% | +7.58% |
Dividends
LII vs. WMT - Dividend Comparison
LII's dividend yield for the trailing twelve months is around 0.99%, more than WMT's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | 0.99% | 1.04% | 0.75% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% |
WMT Walmart Inc. | 0.86% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
LII vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Lennox International Inc. and Walmart 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. WMT - Profitability Comparison
LII - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Lennox International Inc. reported a gross profit of 351.30M and revenue of 1.14B. Therefore, the gross margin over that period was 31.0%.
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Walmart Inc. reported a gross profit of 44.69B and revenue of 177.75B. Therefore, the gross margin over that period was 25.1%.
LII - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Lennox International Inc. reported an operating income of 163.50M and revenue of 1.14B, resulting in an operating margin of 14.4%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.
LII - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Lennox International Inc. reported a net income of 117.20M and revenue of 1.14B, resulting in a net margin of 10.3%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Walmart Inc. reported a net income of 5.65B and revenue of 177.75B, resulting in a net margin of 3.2%.
Frequently Asked Questions
LII and WMT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LII has higher volatility (10.52%) compared to WMT (7.51%). In terms of maximum drawdown, LII dropped -62.76% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (0.78 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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