IMMR vs. LX
IMMR (Immersion Corporation) and LX (LexinFintech Holdings Ltd.) are both stocks. IMMR operates in Software - Application (Technology), while LX operates in Credit Services (Financial Services). Over the past 5 years, IMMR returned -3.62%/yr vs -25.63%/yr for LX. At a 0.26 correlation, their price movements are largely independent.
Performance
IMMR vs. LX - Performance Comparison
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Returns By Period
In the year-to-date period, IMMR achieves a 0.39% return, which is significantly higher than LX's -31.09% return.
IMMR
- 1D
- 4.71%
- 1M
- -0.15%
- YTD
- 0.39%
- 6M
- -3.03%
- 1Y
- -10.21%
- 3Y*
- -2.01%
- 5Y*
- -3.62%
- 10Y*
- 1.41%
LX
- 1D
- 0.00%
- 1M
- -0.96%
- YTD
- -31.09%
- 6M
- -31.51%
- 1Y
- -68.23%
- 3Y*
- 4.91%
- 5Y*
- -25.63%
- 10Y*
- —
IMMR vs. LX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | 0.39% | -18.30% | 26.47% | 3.43% | 23.12% | -49.42% | 51.95% | -17.08% | 26.91% | 2.02% |
LX LexinFintech Holdings Ltd. | -31.09% | -40.97% | 242.61% | 6.40% | -50.78% | -42.39% | -51.76% | 91.59% | -47.84% | 1,199.07% |
Correlation
The correlation between IMMR and LX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 2017 | 0.26 |
Fundamentals
IMMR:
$1.47B
LX:
$13.33B
IMMR:
$409.86M
LX:
$6.95B
IMMR:
$188.76M
LX:
$1.74B
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Return for Risk
IMMR vs. LX — Risk / Return Rank
IMMR
LX
IMMR vs. LX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) 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.
| IMMR | LX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.76 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | -0.95 | +0.62 |
| Martin ratioReturn relative to average drawdown | -0.61 | -1.38 | +0.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMMR | LX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.26 | -1.07 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | -0.35 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.04 | -0.08 |
Drawdowns
IMMR vs. LX - Drawdown Comparison
The maximum IMMR drawdown since its inception was -98.66%, which is greater than LX's maximum drawdown of -93.19%. Use the drawdown chart below to compare losses from any high point for IMMR and LX.
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Drawdown Indicators
| IMMR | LX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.66% | -93.19% | -5.47% |
Max Drawdown (1Y)Largest decline over 1 year | -30.86% | -72.18% | +41.32% |
Max Drawdown (3Y)Largest decline over 3 years | -56.90% | -81.04% | +24.14% |
Max Drawdown (5Y)Largest decline over 5 years | -56.90% | -90.23% | +33.33% |
Max Drawdown (10Y)Largest decline over 10 years | -74.29% | — | — |
Current DrawdownCurrent decline from peak | -89.65% | -85.24% | -4.41% |
Average DrawdownAverage peak-to-trough decline | -88.21% | -63.32% | -24.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.77% | 49.57% | -32.80% |
Volatility
IMMR vs. LX - Volatility Comparison
The current volatility for Immersion Corporation (IMMR) is 12.61%, while LexinFintech Holdings Ltd. (LX) has a volatility of 22.74%. This indicates that IMMR 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
| IMMR | LX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.61% | 22.74% | -10.13% |
Volatility (6M)Calculated over the trailing 6-month period | 27.21% | 36.53% | -9.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.79% | 63.97% | -24.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.83% | 73.71% | -27.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.32% | 323.46% | -272.14% |
Dividends
IMMR vs. LX - Dividend Comparison
IMMR's dividend yield for the trailing twelve months is around 3.60%, less than LX's 18.45% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IMMR Immersion Corporation | 3.60% | 5.59% | 2.06% | 3.12% |
LX LexinFintech Holdings Ltd. | 18.45% | 9.30% | 2.38% | 11.85% |
Financials
IMMR vs. LX - Financials Comparison
This section allows you to compare key financial metrics between Immersion 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
IMMR and LX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LX has higher volatility (22.74%) compared to IMMR (12.61%). In terms of maximum drawdown, IMMR dropped -98.66% vs LX's -93.19%.
IMMR currently has the higher Sharpe Ratio (-0.26 vs -1.07), 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.
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