LII·Lennox International, Inc.

Realized volatility (21d)

23.8% 48th pct

Below its peak

-45.1%

vs 200-day average

-23.4%

Up days (1y)

48%

Lennox International, Inc. is currently running 23.8% 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 48th 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 -45.1% 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 -23.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 3rd percentile — a narrower gap than it typically runs. Over the past year LII closed higher on 48% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, LII finished the month higher 9 of 13 times, with a median return of +1.0% and an average of +3.0%. 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 113 of 3,268 sessions (3.5% 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 2013-10-07 and 2026-10-06, split-adjusted, recomputed daily. Percentiles are against LII's own 13-year history, not a peer group or index.