Lennox International (LII): analysis and statistics
Return, volatility, Sharpe ratio and risk for Lennox International, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $332.64 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | -1.66% |
| Total return over period | -4.88% |
| Annualized volatility | 34.99% |
| Period volatility | 60.45% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.29 |
| Sortino ratio | -0.37 |
| Max drawdown | -50.14% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.36% |
| Correlation with the S&P 500 | 0.48 |
| Period range | $332.64 – $667.14 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Lennox International (LII) has posted an annualized return of -1.66% with annual volatility of 34.99%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -50.14%. Its correlation with the S&P 500 is 0.48, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Lennox International (LII) is of the S&P 500.
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