what to buy to make thornmail deal more damage?

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Aside from hp Magic penetration as it's magic damage. Or just more armor ?

Yup. Since thornmail doesnt proc items effects like liandry or rilay, you just have to buy more armor and magic pen.

If you want thornmail itself to deal more damage get magic pen and armor, like the others have said, but only armor items that don't slow attack speed so they can hurt themselves faster :P

scales on your armor, so more armor will make it deal more damage.

Living longer will also deal more damage. So I'd advise building some items like before thornmail vs ad comps.

Thornmail doesn't give any health, you need health with your resistances to be tanky. Especially if they have any AP, I remember one shotting a nasus with like 25 minutues in because he had . It did nothing for him.