Lennox International (LII): analysis and statistics
Return, volatility, Sharpe ratio and risk for Lennox International, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $417.64 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +5.39% |
| Total return over period | +16.95% |
| Annualized volatility | 34.54% |
| Sharpe ratio | 0.05 |
| Sortino ratio | 0.07 |
| Max drawdown | -37.40% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.23% |
| Correlation with the S&P 500 | 0.50 |
| Period range | $330.75 – $667.14 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Lennox International (LII) has posted an annualized return of +5.39% with annual volatility of 34.54%, a Sharpe ratio of 0.05. Its worst stretch (max drawdown from a peak) was -37.40%. Its correlation with the S&P 500 is 0.50, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how LII would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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