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GHM vs. LX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GHM vs. LX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Graham Corporation (GHM) and LexinFintech Holdings Ltd. (LX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GHM achieves a 67.48% return, which is significantly higher than LX's -29.09% return.


GHM

1D
3.54%
1M
9.45%
YTD
67.48%
6M
67.74%
1Y
132.68%
3Y*
101.08%
5Y*
50.20%
10Y*
20.89%

LX

1D
0.47%
1M
9.23%
YTD
-29.09%
6M
-26.62%
1Y
-65.96%
3Y*
5.77%
5Y*
-25.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GHM vs. LX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GHM
Graham Corporation
67.48%44.43%134.42%97.19%-22.67%-15.50%-28.39%-2.28%10.81%-1.27%
LX
LexinFintech Holdings Ltd.
-29.09%-40.97%242.61%6.40%-50.78%-42.39%-51.76%91.59%-47.84%1,077.97%

Correlation

The correlation between GHM and LX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2017

0.14

The correlation between GHM and LX shifts across timeframes, from 0.14 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GHM:

$1.20B

LX:

$358.54M

EPS

GHM:

$1.12

LX:

CN¥8.27

PE Ratio

GHM:

95.66

LX:

1.74

PEG Ratio

GHM:

0.32

LX:

0.31

PS Ratio

GHM:

4.87

LX:

0.19

PB Ratio

GHM:

8.54

LX:

0.20

Total Revenue (TTM)

GHM:

$245.29M

LX:

CN¥13.33B

Gross Profit (TTM)

GHM:

$57.75M

LX:

CN¥6.95B

EBITDA (TTM)

GHM:

$14.76M

LX:

CN¥1.74B

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Return for Risk

GHM vs. LX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GHM
GHM Risk / Return Rank: 9292
Overall Rank
GHM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GHM Sortino Ratio Rank: 8787
Sortino Ratio Rank
GHM Omega Ratio Rank: 8787
Omega Ratio Rank
GHM Calmar Ratio Rank: 9696
Calmar Ratio Rank
GHM Martin Ratio Rank: 9595
Martin Ratio Rank

LX
LX Risk / Return Rank: 66
Overall Rank
LX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LX Sortino Ratio Rank: 33
Sortino Ratio Rank
LX Omega Ratio Rank: 44
Omega Ratio Rank
LX Calmar Ratio Rank: 66
Calmar Ratio Rank
LX Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GHM vs. LX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Graham Corporation (GHM) and LexinFintech Holdings Ltd. (LX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GHMLXDifference
Sharpe ratioReturn per unit of total volatility

+3.59

Sortino ratioReturn per unit of downside risk

+4.69

Omega ratioGain probability vs. loss probability

1.37

0.77

+0.60

Calmar ratioReturn relative to maximum drawdown

7.33

-0.92

+8.24

Martin ratioReturn relative to average drawdown

17.79

-1.31

+19.10

GHM vs. LX - Sharpe Ratio Comparison

The current GHM Sharpe Ratio is 2.55, which is higher than the LX Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of GHM and LX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GHM vs. LX - Drawdown Comparison

The maximum GHM drawdown since its inception was -86.11%, smaller than the maximum LX drawdown of -93.19%. Use the drawdown chart below to compare losses from any high point for GHM and LX.


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Drawdown Indicators


GHMLXDifference

Max Drawdown

Largest peak-to-trough decline

-86.11%

-93.19%

+7.08%

Max Drawdown (1Y)

Largest decline over 1 year

-18.21%

-72.18%

+53.97%

Max Drawdown (3Y)

Largest decline over 3 years

-46.46%

-81.04%

+34.58%

Max Drawdown (5Y)

Largest decline over 5 years

-52.83%

-90.23%

+37.40%

Max Drawdown (10Y)

Largest decline over 10 years

-74.83%

Current Drawdown

Current decline from peak

-0.36%

-84.81%

+84.45%

Average Drawdown

Average peak-to-trough decline

-47.37%

-63.35%

+15.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.49%

50.50%

-43.01%

Volatility

GHM vs. LX - Volatility Comparison

The current volatility for Graham Corporation (GHM) is 19.86%, while LexinFintech Holdings Ltd. (LX) has a volatility of 22.90%. This indicates that GHM experiences smaller price fluctuations and is considered to be less risky than LX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GHMLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.86%

22.90%

-3.04%

Volatility (6M)

Calculated over the trailing 6-month period

39.35%

36.74%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

52.49%

63.68%

-11.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.41%

73.60%

-24.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.24%

323.03%

-277.79%

Dividends

GHM vs. LX - Dividend Comparison

GHM has not paid dividends to shareholders, while LX's dividend yield for the trailing twelve months is around 17.93%.


PositionTTM20252024202320222021202020192018201720162015
GHM
Graham Corporation
0.00%0.00%0.00%0.00%0.00%3.54%2.90%1.92%1.66%1.72%1.63%1.90%
LX
LexinFintech Holdings Ltd.
17.93%9.30%2.38%11.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

GHM vs. LX - Financials Comparison

This section allows you to compare key financial metrics between Graham Corporation and LexinFintech Holdings Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B20222023202420252026
67.08M
3.33B
(GHM) Total Revenue
(LX) Total Revenue
Please note, different currencies. GHM values in USD, LX values in CNY

GHM vs. LX - Profitability Comparison

The chart below illustrates the profitability comparison between Graham Corporation and LexinFintech Holdings Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
23.4%
70.6%
Portfolio components
GHM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a gross profit of 15.69M and revenue of 67.08M. Therefore, the gross margin over that period was 23.4%.

LX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, LexinFintech Holdings Ltd. reported a gross profit of 2.35B and revenue of 3.33B. Therefore, the gross margin over that period was 70.6%.

GHM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported an operating income of 1.72M and revenue of 67.08M, resulting in an operating margin of 2.6%.

LX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, LexinFintech Holdings Ltd. reported an operating income of 328.36M and revenue of 3.33B, resulting in an operating margin of 9.9%.

GHM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a net income of 1.97M and revenue of 67.08M, resulting in a net margin of 2.9%.

LX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, LexinFintech Holdings Ltd. reported a net income of 200.22M and revenue of 3.33B, resulting in a net margin of 6.0%.


Frequently Asked Questions


GHM and LX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LX has higher volatility (22.90%) compared to GHM (19.86%). In terms of maximum drawdown, GHM dropped -86.11% vs LX's -93.19%.

GHM currently has the higher Sharpe Ratio (2.55 vs -1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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