LLY vs. LII
LLY (Eli Lilly and Company) and LII (Lennox International Inc.) are both stocks. LLY operates in Drug Manufacturers - General (Healthcare), while LII operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, LLY returned 33.71%/yr vs 15.40%/yr for LII. At a 0.25 correlation, their price movements are largely independent.
Performance
LLY vs. LII - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 7.29% return, which is significantly higher than LII's 6.05% return. Over the past 10 years, LLY has outperformed LII with an annualized return of 33.71%, while LII has yielded a comparatively lower 15.40% annualized return.
LLY
- 1D
- 1.57%
- 1M
- 21.37%
- YTD
- 7.29%
- 6M
- 15.58%
- 1Y
- 50.32%
- 3Y*
- 38.07%
- 5Y*
- 39.75%
- 10Y*
- 33.71%
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%
LLY vs. LII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 7.29% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
LII Lennox International Inc. | 6.05% | -19.54% | 37.27% | 89.55% | -24.94% | 19.71% | 13.79% | 12.78% | 6.33% | 37.43% |
Correlation
The correlation between LLY and LII is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 1999 | 0.25 |
The correlation between LLY and LII shifts across timeframes, from 0.12 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
LLY:
$1.03T
LII:
$17.97B
LLY:
$28.14
LII:
$22.20
LLY:
40.83
LII:
23.13
LLY:
0.82
LII:
1.41
LLY:
14.28
LII:
3.44
LLY:
33.00
LII:
14.80
LLY:
$72.25B
LII:
$5.26B
LLY:
$59.75B
LII:
$1.74B
LLY:
$32.97B
LII:
$1.10B
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Return for Risk
LLY vs. LII — Risk / Return Rank
LLY
LII
LLY vs. LII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Lennox International Inc. (LII). 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.
| LLY | LII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.00 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | -0.18 | +2.32 |
| Martin ratioReturn relative to average drawdown | 5.32 | -0.29 | +5.61 |
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
| LLY | LII | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | -0.18 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 0.31 | +0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.12 | 0.53 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.43 | +0.15 |
Drawdowns
LLY vs. LII - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than LII's maximum drawdown of -62.76%. Use the drawdown chart below to compare losses from any high point for LLY and LII.
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Drawdown Indicators
| LLY | LII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -62.76% | -5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -33.77% | +10.13% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -34.71% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -46.88% | +12.40% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -46.88% | +12.40% |
Current DrawdownCurrent decline from peak | 0.00% | -23.22% | +23.22% |
Average DrawdownAverage peak-to-trough decline | -19.22% | -14.50% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 20.72% | -11.23% |
Volatility
LLY vs. LII - Volatility Comparison
Eli Lilly and Company (LLY) and Lennox International Inc. (LII) have volatilities of 9.55% and 9.20%, 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
| LLY | LII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.55% | 9.20% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 27.05% | 25.88% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.16% | 34.85% | +3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.54% | 32.05% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.18% | 29.27% | +0.91% |
Dividends
LLY vs. LII - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.56%, less than LII's 1.01% yield.
| 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% |
LLY Eli Lilly and Company | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
LLY vs. LII - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and Lennox International 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
LLY vs. LII - Profitability Comparison
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a gross profit of 15.64B and revenue of 19.80B. Therefore, the gross margin over that period was 79.0%.
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%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported an operating income of 9.19B and revenue of 19.80B, resulting in an operating margin of 46.4%.
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%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a net income of 7.40B and revenue of 19.80B, resulting in a net margin of 37.4%.
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%.
Frequently Asked Questions
LLY and LII have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.55%) compared to LII (9.20%). In terms of maximum drawdown, LLY dropped -68.24% vs LII's -62.76%.
LLY currently has the higher Sharpe Ratio (1.33 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.
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