LII vs MYSZ: Correlation
How closely do Lennox International (LII) and My Size, Inc. (MYSZ) trade together? Their weekly returns over three years give a correlation of -0.36, which is negative.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are LII and MYSZ?
Over the past 3 years, LII and MYSZ moved with a correlation of -0.36, which is negative, meaning they tend to move in opposite directions. Lately the two have drifted apart, with the 1-year correlation at -0.49 versus -0.36 over 3 years. Over 5 years the correlation is -0.26, and the annualized covariance of weekly returns is -6619.3 %².
Within LII's tracked universe of 37 assets, MYSZ comes in at #31 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months MYSZ outperformed by 145.2 percentage points (-30.3% for LII against +114.9% for MYSZ). Risk is not evenly split, since MYSZ carries 18.1 times the volatility of the other side.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
LII vs MYSZ: side by side
| LII (Lennox International) | MYSZ (My Size, Inc.) | |
|---|---|---|
| 1-year return | -30.3% | +114.9% |
| 5-year return | +23.7% | -98.8% |
| Volatility (ann.) | 32.0% | 577.7% |
| Beta vs S&P 500 | 0.96 | 1.49 |
| Max drawdown (3Y) | -41.7% | -97.7% |
| Market cap | $13.5B | – |
| P/E (trailing) | 17.5 | – |
| Dividend yield | 1.34% | 0.00% |
| Sector / category | Industrials | US Listed |
Year-by-year returns
| Year | LII | MYSZ |
|---|---|---|
| 2022 | -24.9% | -78.5% |
| 2023 | +89.5% | -75.2% |
| 2024 | +37.3% | -20.9% |
| 2025 | -19.5% | -82.2% |
| 2026 | -19.0% | +243.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are LII and MYSZ good diversifiers for each other?
Yes. With a correlation of -0.36, LII and MYSZ have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between LII and MYSZ?
Using weekly returns as of 2026-08-27: -0.36 over 3 years, with -0.49 over the last year and -0.26 over 5 years.
Is MYSZ a good diversifier for LII?
Yes. With a correlation of -0.36, LII and MYSZ have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.36 mean?
A reading of -0.36 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/lii-vs-mysz.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/lii-vs-mysz/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: LII correlations · MYSZ correlations
