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

Performance

LX vs. DCTH - Performance Comparison

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

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Returns By Period

In the year-to-date period, LX achieves a -29.09% return, which is significantly lower than DCTH's 16.73% return.


LX

1D
0.47%
1M
9.23%
YTD
-29.09%
6M
-26.62%
1Y
-65.96%
3Y*
5.77%
5Y*
-25.63%
10Y*

DCTH

1D
0.60%
1M
6.50%
YTD
16.73%
6M
16.96%
1Y
-23.14%
3Y*
23.30%
5Y*
0.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LX vs. DCTH - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LX
LexinFintech Holdings Ltd.
-29.09%-40.97%242.61%6.40%-50.78%-42.39%-51.76%91.59%-51.80%
DCTH
Delcath Systems, Inc.
16.73%-16.11%189.42%15.56%-53.55%-56.75%-15.67%-89.16%-90.69%

Correlation

The correlation between LX and DCTH is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.20

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

0.20

Correlation (All Time)
Calculated using the full available price history since May 29, 2018

0.12

Fundamentals

Market Cap

LX:

$358.54M

DCTH:

$424.69M

EPS

LX:

CN¥8.27

DCTH:

$0.01

PE Ratio

LX:

1.74

DCTH:

802.74

PS Ratio

LX:

0.19

DCTH:

6.88

PB Ratio

LX:

0.20

DCTH:

3.77

Total Revenue (TTM)

LX:

CN¥13.33B

DCTH:

$65.45M

Gross Profit (TTM)

LX:

CN¥6.95B

DCTH:

$77.75M

EBITDA (TTM)

LX:

CN¥1.74B

DCTH:

$222.00K

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Return for Risk

LX vs. DCTH — Risk / Return Rank

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

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

DCTH
DCTH Risk / Return Rank: 2424
Overall Rank
DCTH Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DCTH Sortino Ratio Rank: 2222
Sortino Ratio Rank
DCTH Omega Ratio Rank: 2323
Omega Ratio Rank
DCTH Calmar Ratio Rank: 2525
Calmar Ratio Rank
DCTH Martin Ratio Rank: 2929
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.

LX vs. DCTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LexinFintech Holdings Ltd. (LX) and Delcath Systems, Inc. (DCTH). 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.


LXDCTHDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

0.77

0.95

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.92

-0.49

-0.42

Martin ratioReturn relative to average drawdown

-1.31

-0.71

-0.59

LX vs. DCTH - Sharpe Ratio Comparison

The current LX Sharpe Ratio is -1.04, which is lower than the DCTH Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of LX and DCTH, 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

LX vs. DCTH - Drawdown Comparison

The maximum LX drawdown since its inception was -93.19%, smaller than the maximum DCTH drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for LX and DCTH.


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Drawdown Indicators


LXDCTHDifference

Max Drawdown

Largest peak-to-trough decline

-93.19%

-99.96%

+6.77%

Max Drawdown (1Y)

Largest decline over 1 year

-72.18%

-46.92%

-25.26%

Max Drawdown (3Y)

Largest decline over 3 years

-81.04%

-64.23%

-16.81%

Max Drawdown (5Y)

Largest decline over 5 years

-90.23%

-82.21%

-8.02%

Current Drawdown

Current decline from peak

-84.81%

-99.81%

+15.00%

Average Drawdown

Average peak-to-trough decline

-63.35%

-96.42%

+33.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.50%

32.50%

+18.00%

Volatility

LX vs. DCTH - Volatility Comparison

LexinFintech Holdings Ltd. (LX) has a higher volatility of 22.90% compared to Delcath Systems, Inc. (DCTH) at 13.55%. This indicates that LX's price experiences larger fluctuations and is considered to be riskier than DCTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LXDCTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.90%

13.55%

+9.35%

Volatility (6M)

Calculated over the trailing 6-month period

36.74%

32.37%

+4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

63.68%

49.83%

+13.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.60%

73.02%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

323.03%

109.95%

+213.08%

Dividends

LX vs. DCTH - Dividend Comparison

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


PositionTTM202520242023
DCTH
Delcath Systems, Inc.
0.00%0.00%0.00%0.00%
LX
LexinFintech Holdings Ltd.
17.93%9.30%2.38%11.85%

Financials

LX vs. DCTH - Financials Comparison

This section allows you to compare key financial metrics between LexinFintech Holdings Ltd. and Delcath Systems, Inc.. 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
3.33B
0
(LX) Total Revenue
(DCTH) Total Revenue
Please note, different currencies. LX values in CNY, DCTH values in USD

Frequently Asked Questions


LX and DCTH have a correlation of 0.22, 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 DCTH (13.55%). In terms of maximum drawdown, LX dropped -93.19% vs DCTH's -99.96%.

DCTH currently has the higher Sharpe Ratio (-0.47 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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