LII vs. XPO
LII (Lennox International Inc.) and XPO (XPO Logistics, Inc.) are both stocks. Both are in the Industrials sector — LII in Specialty Industrial Machinery, XPO in Integrated Freight & Logistics. Over the past 10 years, LII returned 15.40%/yr vs 36.48%/yr for XPO. At a 0.28 correlation, their price movements are largely independent.
Performance
LII vs. XPO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LII achieves a 6.05% return, which is significantly lower than XPO's 65.30% return. Over the past 10 years, LII has underperformed XPO with an annualized return of 15.40%, while XPO has yielded a comparatively higher 36.48% annualized return.
LII
- 1D
- 0.99%
- 1M
- -1.50%
- YTD
- 6.05%
- 6M
- 2.56%
- 1Y
- -6.07%
- 3Y*
- 20.35%
- 5Y*
- 10.02%
- 10Y*
- 15.40%
XPO
- 1D
- 2.61%
- 1M
- 9.86%
- YTD
- 65.30%
- 6M
- 59.53%
- 1Y
- 89.63%
- 3Y*
- 66.70%
- 5Y*
- 35.18%
- 10Y*
- 36.48%
LII vs. XPO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | 6.05% | -19.54% | 37.27% | 89.55% | -24.94% | 19.71% | 13.79% | 12.78% | 6.33% | 37.43% |
XPO XPO Logistics, Inc. | 65.30% | 3.63% | 49.73% | 163.11% | -27.64% | 11.60% | 49.56% | 39.73% | -37.72% | 112.21% |
Correlation
The correlation between LII and XPO is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2003 | 0.28 |
Over the past year, LII and XPO have become more correlated (0.53) than their long-term average of 0.28, meaning their price movements have been converging.
Fundamentals
LII:
$17.97B
XPO:
$26.73B
LII:
$22.20
XPO:
$2.92
LII:
23.13
XPO:
76.98
LII:
1.41
XPO:
2.89
LII:
3.44
XPO:
3.23
LII:
14.80
XPO:
14.44
LII:
$5.26B
XPO:
$8.30B
LII:
$1.74B
XPO:
$772.00M
LII:
$1.10B
XPO:
$1.20B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LII vs. XPO — Risk / Return Rank
LII
XPO
LII vs. XPO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and XPO Logistics, Inc. (XPO). 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 | XPO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.33 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 5.77 | -5.95 |
| Martin ratioReturn relative to average drawdown | -0.29 | 13.70 | -14.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LII | XPO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 2.08 | -2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.75 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.77 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.44 | -0.01 |
Drawdowns
LII vs. XPO - Drawdown Comparison
The maximum LII drawdown since its inception was -62.76%, smaller than the maximum XPO drawdown of -82.85%. Use the drawdown chart below to compare losses from any high point for LII and XPO.
Loading charts...
Drawdown Indicators
| LII | XPO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.76% | -82.85% | +20.09% |
Max Drawdown (1Y)Largest decline over 1 year | -33.77% | -15.63% | -18.14% |
Max Drawdown (3Y)Largest decline over 3 years | -34.71% | -42.19% | +7.48% |
Max Drawdown (5Y)Largest decline over 5 years | -46.88% | -53.17% | +6.29% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -64.48% | +17.60% |
Current DrawdownCurrent decline from peak | -23.22% | -1.62% | -21.60% |
Average DrawdownAverage peak-to-trough decline | -14.50% | -30.28% | +15.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.72% | 6.56% | +14.16% |
Volatility
LII vs. XPO - Volatility Comparison
The current volatility for Lennox International Inc. (LII) is 9.20%, while XPO Logistics, Inc. (XPO) has a volatility of 9.87%. This indicates that LII experiences smaller price fluctuations and is considered to be less risky than XPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LII | XPO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.20% | 9.87% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 25.88% | 31.81% | -5.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.85% | 43.47% | -8.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.05% | 46.90% | -14.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.27% | 47.80% | -18.53% |
Dividends
LII vs. XPO - Dividend Comparison
LII's dividend yield for the trailing twelve months is around 1.01%, while XPO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | 1.01% | 1.04% | 0.75% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% |
XPO XPO Logistics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
LII vs. XPO - Financials Comparison
This section allows you to compare key financial metrics between Lennox International Inc. and XPO Logistics, 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. XPO - Profitability Comparison
LII - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
XPO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported a gross profit of 0.00 and revenue of 2.10B. Therefore, the gross margin over that period was 0.0%.
LII - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lennox International Inc. reported an operating income of 163.50M and revenue of 1.14B, resulting in an operating margin of 14.4%.
XPO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported an operating income of 174.00M and revenue of 2.10B, resulting in an operating margin of 8.3%.
LII - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lennox International Inc. reported a net income of 117.20M and revenue of 1.14B, resulting in a net margin of 10.3%.
XPO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported a net income of 101.00M and revenue of 2.10B, resulting in a net margin of 4.8%.
Frequently Asked Questions
LII and XPO have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPO has higher volatility (9.87%) compared to LII (9.20%). In terms of maximum drawdown, LII dropped -62.76% vs XPO's -82.85%.
XPO currently has the higher Sharpe Ratio (2.08 vs -0.18), 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.
Find the right allocation for LII and XPO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer