PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
LX vs. IUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LX vs. IUSG

Last updated Jun 5, 2026

LX (LexinFintech Holdings Ltd.) is a stock, while IUSG (iShares Core S&P U.S. Growth ETF) is Large Cap Growth Equities fund tracking the Russell 3000 Growth Index. Over the past 5 years, LX returned -24.92%/yr vs 15.67%/yr for IUSG. At a 0.31 correlation, their price movements are largely independent.

Performance

LX vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LexinFintech Holdings Ltd. (LX) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LX achieves a -25.43% return, which is significantly lower than IUSG's 14.00% return.

LX

1D
2.28%
1M
7.69%
YTD
-25.43%
6M
-24.74%
1Y
-66.13%
3Y*
8.91%
5Y*
-24.92%
10Y*
—

IUSG

1D
-0.07%
1M
6.40%
YTD
14.00%
6M
13.31%
1Y
33.47%
3Y*
27.62%
5Y*
15.67%
10Y*
17.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LX vs. IUSG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LX
LexinFintech Holdings Ltd.		-25.43%-40.97%242.61%6.40%-50.78%-42.39%-51.76%91.59%-47.84%1,199.07%
IUSG
iShares Core S&P U.S. Growth ETF		14.00%21.23%34.70%29.28%-28.81%31.26%32.65%30.62%-0.79%-0.44%

Correlation

The correlation between LX and IUSG is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.23

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

0.27

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

0.31

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

LexinFintech Holdings Ltd.

iShares Core S&P U.S. Growth ETF

Often compared with LX:
LX vs. ESLTLX vs. OPFILX vs. WRLDLX vs. DAVELX vs. SPYLX vs. RNMBYLX vs. LRN
Often compared with IUSG:
IUSG vs. IUSVIUSG vs. SCHGIUSG vs. VUGIUSG vs. QQQIUSG vs. IVWIUSG vs. IVVIUSG vs. VOOG

Return for Risk

LX vs. IUSG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LX
LX Risk / Return Rank: 55
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: 1010
Martin Ratio Rank
IUSG
IUSG Risk / Return Rank: 6161
Overall Rank
IUSG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 6363
Sortino Ratio Rank
IUSG Omega Ratio Rank: 6262
Omega Ratio Rank
IUSG Calmar Ratio Rank: 5353
Calmar Ratio Rank
IUSG Martin Ratio Rank: 6262
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. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LexinFintech Holdings Ltd. (LX) and iShares Core S&P U.S. Growth ETF (IUSG). 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.

LXIUSGDifference
Sharpe ratioReturn per unit of total volatility
-1.04
2.14

-3.18

Sortino ratioReturn per unit of downside risk
-1.93
2.90

-4.82

Omega ratioGain probability vs. loss probability

0.77

1.37

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.92

2.57

-3.49

Martin ratioReturn relative to average drawdown

-1.35

10.95

-12.30

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LX vs. IUSG - Sharpe Ratio Comparison

The current LX Sharpe Ratio is -1.04, which is lower than the IUSG Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of LX and IUSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

LXIUSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

2.14

-3.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.75

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.88

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.38

-0.34

Drawdowns

LX vs. IUSG - Drawdown Comparison

The maximum LX drawdown since its inception was -93.19%, which is greater than IUSG's maximum drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for LX and IUSG.

Loading charts...

Drawdown Indicators

LXIUSGDifference

Max Drawdown

Largest peak-to-trough decline

-93.19%

-63.41%

-29.78%

Max Drawdown (1Y)

Largest decline over 1 year

-72.18%

-13.07%

-59.11%

Max Drawdown (3Y)

Largest decline over 3 years

-81.04%

-22.28%

-58.76%

Max Drawdown (5Y)

Largest decline over 5 years

-90.23%

-32.21%

-58.02%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.35%

—

Current Drawdown

Current decline from peak

-84.03%

-1.05%

-82.98%

Average Drawdown

Average peak-to-trough decline

-63.30%

-21.44%

-41.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.17%

3.06%

+46.11%

Volatility

LX vs. IUSG - Volatility Comparison

LexinFintech Holdings Ltd. (LX) has a higher volatility of 22.08% compared to iShares Core S&P U.S. Growth ETF (IUSG) at 4.22%. This indicates that LX's price experiences larger fluctuations and is considered to be riskier than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

LXIUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.08%

4.22%

+17.86%

Volatility (6M)

Calculated over the trailing 6-month period

35.76%

12.23%

+23.53%

Volatility (1Y)

Calculated over the trailing 1-year period

63.68%

15.71%

+47.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.67%

20.86%

+52.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

323.60%

20.40%

+303.20%

Dividends

LX vs. IUSG - Dividend Comparison

LX's dividend yield for the trailing twelve months is around 17.05%, more than IUSG's 0.47% yield.

PositionTTM20252024202320222021202020192018201720162015
IUSG
iShares Core S&P U.S. Growth ETF		0.47%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%
LX
LexinFintech Holdings Ltd.		17.05%9.30%2.38%11.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

LX and IUSG have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LX has higher volatility (22.08%) compared to IUSG (4.22%). In terms of maximum drawdown, LX dropped -93.19% vs IUSG's -63.41%.

IUSG currently has the higher Sharpe Ratio (2.14 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

Find the right allocation for LX and IUSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer