EOL.AX vs. SE

Last updated Jun 5, 2026

EOL.AX (Energy One Limited) and SE (Sea Limited) are both stocks. EOL.AX operates in Software - Application (Technology), while SE operates in Electronic Gaming & Multimedia (Communication Services). Over the past 5 years, EOL.AX returned 16.10%/yr vs -18.02%/yr for SE. At a 0.03 correlation, their price movements are largely independent.

Performance

EOL.AX vs. SE - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Energy One Limited (EOL.AX) and Sea Limited (SE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EOL.AX is traded in AUD, while SE is traded in USD. To make them comparable, the SE values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EOL.AX achieves a -24.90% return, which is significantly higher than SE's -35.75% return.

EOL.AX

• 1D: -0.69%
• 1M: -8.24%
• YTD: -24.90%
• 6M: -26.96%
• 1Y: -12.60%
• 3Y*: 66.20%
• 5Y*: 16.10%
• 10Y*: 46.56%

SE

• 1D: -4.85%
• 1M: -1.23%
• YTD: -35.75%
• 6M: -39.14%
• 1Y: -53.12%
• 3Y*: 10.16%
• 5Y*: -18.02%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EOL.AX vs. SE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EOL.AX Energy One Limited	-24.90%	162.76%	61.71%	-8.28%	-25.08%	-2.11%	130.01%	166.41%	42.18%	24.99%
SE Sea Limited	-35.75%	11.51%	188.34%	-22.10%	-75.21%	18.98%	351.44%	256.95%	-5.97%	-17.94%

Correlation

The correlation between EOL.AX and SE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (All Time) Calculated using the full available price history since Oct 23, 2017	0.03

The correlation between EOL.AX and SE shifts across timeframes, from 0.03 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

EOL.AX vs. SE — Risk / Return Rank

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

EOL.AX

EOL.AX Risk / Return Rank: 29
EOL.AX Sharpe Ratio Rank: 29
EOL.AX Sortino Ratio Rank: 27
EOL.AX Omega Ratio Rank: 28
EOL.AX Calmar Ratio Rank: 31
EOL.AX Martin Ratio Rank: 29

SE

SE Risk / Return Rank: 7
SE Sharpe Ratio Rank: 5
SE Sortino Ratio Rank: 6
SE Omega Ratio Rank: 7
SE Calmar Ratio Rank: 10
SE Martin Ratio Rank: 9

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.

EOL.AX vs. SE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy One Limited (EOL.AX) and Sea Limited (SE). 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.

	EOL.AX	SE	Difference
Sharpe ratio: Return per unit of total volatility	-0.29	-1.07	+0.78
Sortino ratio: Return per unit of downside risk	-0.13	-1.79	+1.66
Omega ratio: Gain probability vs. loss probability	0.98	0.79	+0.20
Calmar ratio: Return relative to maximum drawdown	-0.31	-0.86	+0.55
Martin ratio: Return relative to average drawdown	-0.65	-1.43	+0.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EOL.AX vs. SE - Sharpe Ratio Comparison

The current EOL.AX Sharpe Ratio is -0.29, which is higher than the SE Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of EOL.AX and SE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EOL.AX	SE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.29	-1.07	+0.78
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	0.99	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.38	-0.20

Drawdowns

EOL.AX vs. SE - Drawdown Comparison

The maximum EOL.AX drawdown since its inception was -95.70%, which is greater than SE's maximum drawdown of -89.37%. Use the drawdown chart below to compare losses from any high point for EOL.AX and SE.

Drawdown Indicators

	EOL.AX	SE	Difference
Max Drawdown Largest peak-to-trough decline	-95.70%	-89.37%	-6.33%
Max Drawdown (1Y) Largest decline over 1 year	-41.35%	-62.05%	+20.70%
Max Drawdown (3Y) Largest decline over 3 years	-41.35%	-62.05%	+20.70%
Max Drawdown (5Y) Largest decline over 5 years	-62.93%	-89.37%	+26.44%
Max Drawdown (10Y) Largest decline over 10 years	-62.93%	—	—
Current Drawdown Current decline from peak	-34.29%	-74.98%	+40.69%
Average Drawdown Average peak-to-trough decline	-54.00%	-42.12%	-11.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.66%	37.21%	-17.55%

Volatility

EOL.AX vs. SE - Volatility Comparison

The current volatility for Energy One Limited (EOL.AX) is 13.22%, while Sea Limited (SE) has a volatility of 18.72%. This indicates that EOL.AX experiences smaller price fluctuations and is considered to be less risky than SE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EOL.AX	SE	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.22%	18.72%	-5.50%
Volatility (6M) Calculated over the trailing 6-month period	34.40%	36.96%	-2.56%
Volatility (1Y) Calculated over the trailing 1-year period	44.05%	49.95%	-5.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.26%	61.99%	-15.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.71%	60.90%	-14.19%

Dividends

EOL.AX vs. SE - Dividend Comparison

EOL.AX's dividend yield for the trailing twelve months is around 0.58%, while SE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EOL.AX Energy One Limited	0.58%	0.43%	0.00%	0.00%	1.34%	0.99%	0.56%	1.09%	1.91%	1.33%	2.63%
SE Sea Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both EOL.AX and SE in my portfolio?

EOL.AX and SE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.