PortfoliosLab logo
LX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LX and SPY is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

LX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LexinFintech Holdings Ltd. (LX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
-8.25%
148.68%
LX
SPY

Key characteristics

Sharpe Ratio

LX:

5.36

SPY:

1.46

Sortino Ratio

LX:

4.65

SPY:

1.99

Omega Ratio

LX:

1.69

SPY:

1.27

Calmar Ratio

LX:

4.51

SPY:

2.23

Martin Ratio

LX:

32.22

SPY:

9.00

Ulcer Index

LX:

12.73%

SPY:

2.08%

Daily Std Dev

LX:

76.72%

SPY:

12.83%

Max Drawdown

LX:

-93.19%

SPY:

-55.19%

Current Drawdown

LX:

-48.58%

SPY:

-3.06%

Returns By Period

In the year-to-date period, LX achieves a 48.10% return, which is significantly higher than SPY's 1.38% return.


LX

YTD

48.10%

1M

9.43%

6M

418.09%

1Y

407.41%

5Y*

-3.36%

10Y*

N/A

SPY

YTD

1.38%

1M

-1.27%

6M

6.09%

1Y

18.45%

5Y*

16.73%

10Y*

12.88%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

LX vs. SPY — Risk-Adjusted Performance Rank

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

LX
The Risk-Adjusted Performance Rank of LX is 9999
Overall Rank
The Sharpe Ratio Rank of LX is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of LX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of LX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of LX is 9898
Calmar Ratio Rank
The Martin Ratio Rank of LX is 9999
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7373
Overall Rank
The Sharpe Ratio Rank of SPY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LexinFintech Holdings Ltd. (LX) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for LX, currently valued at 5.36, compared to the broader market-3.00-2.00-1.000.001.002.003.005.361.46
The chart of Sortino ratio for LX, currently valued at 4.65, compared to the broader market-4.00-2.000.002.004.004.651.99
The chart of Omega ratio for LX, currently valued at 1.69, compared to the broader market0.501.001.502.001.691.27
The chart of Calmar ratio for LX, currently valued at 4.51, compared to the broader market0.002.004.006.004.512.23
The chart of Martin ratio for LX, currently valued at 32.22, compared to the broader market-10.000.0010.0020.0032.229.00
LX
SPY

The current LX Sharpe Ratio is 5.36, which is higher than the SPY Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of LX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.00SeptemberOctoberNovemberDecember2025February
5.36
1.46
LX
SPY

Dividends

LX vs. SPY - Dividend Comparison

LX's dividend yield for the trailing twelve months is around 1.61%, more than SPY's 1.19% yield.


TTM20242023202220212020201920182017201620152014
LX
LexinFintech Holdings Ltd.
1.61%2.38%6.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.19%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

LX vs. SPY - Drawdown Comparison

The maximum LX drawdown since its inception was -93.19%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LX and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-48.58%
-3.06%
LX
SPY

Volatility

LX vs. SPY - Volatility Comparison

LexinFintech Holdings Ltd. (LX) has a higher volatility of 27.40% compared to SPDR S&P 500 ETF (SPY) at 3.69%. This indicates that LX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
27.40%
3.69%
LX
SPY