TGEN vs. LII
TGEN (Tecogen Inc) and LII (Lennox International Inc.) are both stocks. Both are in the Industrials sector — TGEN in Electrical Equipment & Parts, LII in Specialty Industrial Machinery. Over the past 10 years, TGEN returned -4.16%/yr vs 11.67%/yr for LII. Their 0.11 correlation means their historical movements had little consistent relationship.
Performance
TGEN vs. LII - Performance Comparison
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Returns By Period
In the year-to-date period, TGEN achieves a -32.79% return, which is significantly lower than LII's -13.90% return. Over the past 10 years, TGEN has underperformed LII with an annualized return of -4.16%, while LII has yielded a comparatively higher 11.67% annualized return.
TGEN
- 1D
- 3.75%
- 1M
- -26.55%
- 6M
- -11.23%
- YTD
- -32.79%
- 1Y
- -63.83%
- 3Y*
- 40.00%
- 5Y*
- 10.12%
- 10Y*
- -4.16%
- ALL TIME*
- -4.68%
LII
- 1D
- -0.38%
- 1M
- -27.04%
- 6M
- -15.55%
- YTD
- -13.90%
- 1Y
- -30.64%
- 3Y*
- 4.50%
- 5Y*
- 6.03%
- 10Y*
- 11.67%
- ALL TIME*
- 13.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $319.65M | $269.89M | $231.88M | |
TGEN Tecogen Inc | $919.99K | $1.01M | $2.08M |
TGEN vs. LII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGEN Tecogen Inc | -32.79% | 237.20% | 80.86% | -35.20% | 4.17% | -1.64% | -42.45% | -41.60% | 34.44% | -35.71% |
LII Lennox International Inc. | -13.90% | -19.54% | 37.27% | 89.55% | -24.94% | 19.71% | 13.79% | 12.78% | 6.33% | 37.43% |
Correlation
The correlation between TGEN and LII is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since May 20, 2014 | 0.11 |
The correlation between TGEN and LII shifts across timeframes, from 0.11 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
TGEN:
$99.33M
LII:
$14.37B
TGEN:
-$0.34
LII:
$22.07
TGEN:
3.64
LII:
2.75
TGEN:
5.03
LII:
11.16
TGEN:
$26.13M
LII:
$5.30B
TGEN:
$9.19M
LII:
$1.76B
TGEN:
-$7.95M
LII:
$1.14B
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Return for Risk
TGEN vs. LII — Risk / Return Rank
TGEN
LII
TGEN vs. LII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tecogen Inc (TGEN) 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.
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.
| TGEN | LII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.88 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.99 | +0.20 |
| Martin ratioReturn relative to average drawdown | -1.22 | -1.94 | +0.72 |
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Drawdowns
TGEN vs. LII - Drawdown Comparison
The maximum TGEN drawdown since its inception was -96.97%, which is greater than LII's maximum drawdown of -62.76%. Use the drawdown chart below to compare losses from any high point for TGEN and LII.
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Drawdown Indicators
| TGEN | LII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.97% | -62.76% | -34.21% |
Max Drawdown (1Y)Largest decline over 1 year | -83.43% | -31.50% | -51.93% |
Max Drawdown (3Y)Largest decline over 3 years | -83.43% | -37.66% | -45.77% |
Max Drawdown (5Y)Largest decline over 5 years | -83.43% | -45.41% | -38.02% |
Max Drawdown (10Y)Largest decline over 10 years | -87.50% | -46.88% | -40.62% |
Current DrawdownCurrent decline from peak | -84.04% | -37.66% | -46.38% |
Average DrawdownAverage peak-to-trough decline | -85.64% | -14.53% | -71.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.92% | 15.98% | +37.94% |
Volatility
TGEN vs. LII - Volatility Comparison
Tecogen Inc (TGEN) and Lennox International Inc. (LII) have volatilities of 23.47% and 24.39%, 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
| TGEN | LII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.47% | 24.39% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 83.73% | 35.95% | +47.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 112.41% | 40.93% | +71.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 102.05% | 33.47% | +68.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.42% | 30.19% | +56.23% |
Dividends
TGEN vs. LII - Dividend Comparison
TGEN has not paid dividends to shareholders, while LII's dividend yield for the trailing twelve months is around 1.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | 1.26% | 1.04% | 0.75% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% |
TGEN Tecogen 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
TGEN vs. LII - Financials Comparison
This section allows you to compare key financial metrics between Tecogen Inc 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
TGEN vs. LII - Profitability Comparison
TGEN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tecogen Inc reported a gross profit of 2.59M and revenue of 6.34M. Therefore, the gross margin over that period was 40.9%.
LII - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Lennox International Inc. reported a gross profit of 539.50M and revenue of 1.55B. Therefore, the gross margin over that period was 34.9%.
TGEN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tecogen Inc reported an operating income of -2.14M and revenue of 6.34M, resulting in an operating margin of -33.7%.
LII - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Lennox International Inc. reported an operating income of 355.00M and revenue of 1.55B, resulting in an operating margin of 23.0%.
TGEN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tecogen Inc reported a net income of -2.12M and revenue of 6.34M, resulting in a net margin of -33.5%.
LII - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Lennox International Inc. reported a net income of 269.00M and revenue of 1.55B, resulting in a net margin of 17.4%.
Frequently Asked Questions
TGEN and LII have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LII has higher volatility (24.39%) compared to TGEN (23.47%). In terms of maximum drawdown, TGEN dropped -96.97% vs LII's -62.76%.
TGEN currently has the higher Sharpe Ratio (-0.59 vs -0.76), 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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