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LX vs. SCHA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LX vs. SCHA

Last updated Jun 9, 2026

LX (LexinFintech Holdings Ltd.) is a stock, while SCHA (Schwab U.S. Small-Cap ETF) is Small Cap Blend Equities fund tracking the Dow Jones U.S. Small-Cap Total Stock Market Index. Over the past 5 years, LX returned -25.63%/yr vs 6.45%/yr for SCHA. At a 0.35 correlation, their price movements are largely independent.

Performance

LX vs. SCHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LexinFintech Holdings Ltd. (LX) and Schwab U.S. Small-Cap ETF (SCHA). 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 -31.09% return, which is significantly lower than SCHA's 17.78% return.

LX

1D
0.00%
1M
-0.96%
YTD
-31.09%
6M
-31.51%
1Y
-68.23%
3Y*
4.91%
5Y*
-25.63%
10Y*
—

SCHA

1D
0.93%
1M
0.12%
YTD
17.78%
6M
16.92%
1Y
36.31%
3Y*
17.52%
5Y*
6.45%
10Y*
10.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LX vs. SCHA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
SCHA
Schwab U.S. Small-Cap ETF		17.78%11.60%11.16%18.46%-19.81%16.45%19.34%26.50%-11.79%-0.44%

Correlation

The correlation between LX and SCHA is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.32

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

0.34

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

0.39

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2017

0.36

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.

Schwab U.S. Small-Cap ETF

Often compared with LX:
LX vs. ESLTLX vs. OPFILX vs. WRLDLX vs. DAVELX vs. SPYLX vs. RNMBYLX vs. LRN
Often compared with SCHA:
SCHA vs. VBSCHA vs. SWSSXSCHA vs. AVUVSCHA vs. IJRSCHA vs. SCHDSCHA vs. SCHBSCHA vs. SCHM

Return for Risk

LX vs. SCHA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
SCHA
SCHA Risk / Return Rank: 7171
Overall Rank
SCHA Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SCHA Sortino Ratio Rank: 6868
Sortino Ratio Rank
SCHA Omega Ratio Rank: 6161
Omega Ratio Rank
SCHA Calmar Ratio Rank: 8181
Calmar Ratio Rank
SCHA Martin Ratio Rank: 7979
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. SCHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LexinFintech Holdings Ltd. (LX) and Schwab U.S. Small-Cap ETF (SCHA). 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.

LXSCHADifference
Sharpe ratioReturn per unit of total volatility
-1.07
2.00

-3.07

Sortino ratioReturn per unit of downside risk
-2.04
2.79

-4.82

Omega ratioGain probability vs. loss probability

0.76

1.34

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.95

3.84

-4.79

Martin ratioReturn relative to average drawdown

-1.38

14.05

-15.42

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. SCHA - Sharpe Ratio Comparison

The current LX Sharpe Ratio is -1.07, which is lower than the SCHA Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of LX and SCHA, 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

LXSCHADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.07

2.00

-3.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.29

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.48

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.57

-0.53

Drawdowns

LX vs. SCHA - Drawdown Comparison

The maximum LX drawdown since its inception was -93.19%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for LX and SCHA.

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Drawdown Indicators

LXSCHADifference

Max Drawdown

Largest peak-to-trough decline

-93.19%

-42.41%

-50.78%

Max Drawdown (1Y)

Largest decline over 1 year

-72.18%

-9.50%

-62.68%

Max Drawdown (3Y)

Largest decline over 3 years

-81.04%

-27.29%

-53.75%

Max Drawdown (5Y)

Largest decline over 5 years

-90.23%

-30.79%

-59.44%

Max Drawdown (10Y)

Largest decline over 10 years

—

-42.41%

—

Current Drawdown

Current decline from peak

-85.24%

-2.50%

-82.74%

Average Drawdown

Average peak-to-trough decline

-63.32%

-7.58%

-55.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.57%

2.59%

+46.98%

Volatility

LX vs. SCHA - Volatility Comparison

LexinFintech Holdings Ltd. (LX) has a higher volatility of 22.74% compared to Schwab U.S. Small-Cap ETF (SCHA) at 5.79%. This indicates that LX's price experiences larger fluctuations and is considered to be riskier than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LXSCHADifference

Volatility (1M)

Calculated over the trailing 1-month period

22.74%

5.79%

+16.95%

Volatility (6M)

Calculated over the trailing 6-month period

36.53%

13.28%

+23.25%

Volatility (1Y)

Calculated over the trailing 1-year period

63.97%

18.31%

+45.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.71%

21.98%

+51.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

323.46%

22.74%

+300.72%

Dividends

LX vs. SCHA - Dividend Comparison

LX's dividend yield for the trailing twelve months is around 18.45%, more than SCHA's 1.02% yield.

PositionTTM20252024202320222021202020192018201720162015
LX
LexinFintech Holdings Ltd.		18.45%9.30%2.38%11.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHA
Schwab U.S. Small-Cap ETF		1.02%1.26%1.51%1.42%1.37%1.19%1.05%1.39%1.58%1.24%1.50%1.48%

Frequently Asked Questions

LX and SCHA have a correlation of 0.32, 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 SCHA (5.79%). In terms of maximum drawdown, LX dropped -93.19% vs SCHA's -42.41%.

SCHA currently has the higher Sharpe Ratio (2.00 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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