LII·Lennox International, Inc.

Realized volatility (21d)

23.5% 47th pct

Below its peak

-47.2%

vs 200-day average

-25.5%

Up days (1y)

48%

Lennox International, Inc. is currently running 23.5% annualised volatility over the last 21 sessions. Measured against LII's own 13 years of daily returns rather than a market-wide average, that is the 47th percentile — close to its own typical level, against a typical reading of 24.2%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

LII is trading -47.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -16.6%, and the deepest was -40.9% in 2022. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits -25.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 2nd percentile — a narrower gap than it typically runs. Over the past year LII closed higher on 48% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, LII finished the month higher 9 of 14 times, with a median return of +0.8% and an average of +2.7%. Its strongest month historically has been November at +5.2% on average, its weakest September at -3.1%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: LII has opened more than 2% away from the prior close in 112 of 3,268 sessions (3.4% of the time), with the largest gaps running +10.7% and -15.7%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,269 daily closes between 2013-10-16 and 2026-10-15, split-adjusted, recomputed daily. Percentiles are against LII's own 13-year history, not a peer group or index.