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

Performance

IMMR vs. LX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Immersion Corporation (IMMR) 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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMMR vs. LX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Total Revenue (TTM)

IMMR:

$1.47B

LX:

$13.33B

Gross Profit (TTM)

IMMR:

$409.86M

LX:

$6.95B

EBITDA (TTM)

IMMR:

$188.76M

LX:

$1.74B

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Return for Risk

IMMR vs. LX — Risk / Return Rank

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

IMMR
IMMR Risk / Return Rank: 3030
Overall Rank
IMMR Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IMMR Sortino Ratio Rank: 2929
Sortino Ratio Rank
IMMR Omega Ratio Rank: 2929
Omega Ratio Rank
IMMR Calmar Ratio Rank: 3131
Calmar Ratio Rank
IMMR Martin Ratio Rank: 3131
Martin Ratio Rank

LX
LX Risk / Return Rank: 44
Overall Rank
LX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LX Sortino Ratio Rank: 22
Sortino Ratio Rank
LX Omega Ratio Rank: 33
Omega Ratio Rank
LX Calmar Ratio Rank: 44
Calmar Ratio Rank
LX Martin Ratio Rank: 99
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.

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.


IMMRLXDifference
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

IMMR vs. LX - Sharpe Ratio Comparison

The current IMMR Sharpe Ratio is -0.26, which is higher than the LX Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of IMMR 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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Sharpe Ratios by Period


IMMRLXDifference

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


IMMRLXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-89.65%

-85.24%

-4.41%

Average Drawdown

Average peak-to-trough decline

-88.21%

-63.32%

-24.89%

Ulcer Index

Depth 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


IMMRLXDifference

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.


PositionTTM202520242023
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.


Quarterly
Annual

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


0.001.00B2.00B3.00B4.00B20222023202420252026
281.38M
3.33B
(IMMR) Total Revenue
(LX) Total Revenue
Values in USD except per share items

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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