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ETSY vs. SE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ETSY and SE is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

ETSY vs. SE - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-5.58%
46.70%
ETSY
SE

Key characteristics

Sharpe Ratio

ETSY:

-0.76

SE:

5.45

Sortino Ratio

ETSY:

-0.92

SE:

5.80

Omega Ratio

ETSY:

0.88

SE:

1.71

Calmar Ratio

ETSY:

-0.38

SE:

2.38

Martin Ratio

ETSY:

-1.10

SE:

34.62

Ulcer Index

ETSY:

29.01%

SE:

6.21%

Daily Std Dev

ETSY:

42.33%

SE:

39.47%

Max Drawdown

ETSY:

-84.01%

SE:

-90.51%

Current Drawdown

ETSY:

-80.87%

SE:

-69.85%

Fundamentals

Market Cap

ETSY:

$6.93B

SE:

$66.50B

EPS

ETSY:

$1.96

SE:

$0.15

PE Ratio

ETSY:

31.43

SE:

771.93

PEG Ratio

ETSY:

1.50

SE:

0.62

Total Revenue (TTM)

ETSY:

$2.80B

SE:

$15.49B

Gross Profit (TTM)

ETSY:

$1.99B

SE:

$6.53B

EBITDA (TTM)

ETSY:

$473.02M

SE:

$701.01M

Returns By Period

In the year-to-date period, ETSY achieves a -29.91% return, which is significantly lower than SE's 173.19% return.


ETSY

YTD

-29.91%

1M

11.70%

6M

-5.58%

1Y

-33.35%

5Y*

5.22%

10Y*

N/A

SE

YTD

173.19%

1M

-3.34%

6M

46.70%

1Y

191.39%

5Y*

23.22%

10Y*

N/A

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Risk-Adjusted Performance

ETSY vs. SE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Etsy, Inc. (ETSY) 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.


Sharpe ratio
The chart of Sharpe ratio for ETSY, currently valued at -0.76, compared to the broader market-4.00-2.000.002.00-0.765.45
The chart of Sortino ratio for ETSY, currently valued at -0.92, compared to the broader market-4.00-2.000.002.004.00-0.925.80
The chart of Omega ratio for ETSY, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.71
The chart of Calmar ratio for ETSY, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.382.38
The chart of Martin ratio for ETSY, currently valued at -1.10, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.1034.62
ETSY
SE

The current ETSY Sharpe Ratio is -0.76, which is lower than the SE Sharpe Ratio of 5.45. The chart below compares the historical Sharpe Ratios of ETSY and SE, 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 Ratio-1.000.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
-0.76
5.45
ETSY
SE

Dividends

ETSY vs. SE - Dividend Comparison

Neither ETSY nor SE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ETSY vs. SE - Drawdown Comparison

The maximum ETSY drawdown since its inception was -84.01%, smaller than the maximum SE drawdown of -90.51%. Use the drawdown chart below to compare losses from any high point for ETSY and SE. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%JulyAugustSeptemberOctoberNovemberDecember
-80.87%
-69.85%
ETSY
SE

Volatility

ETSY vs. SE - Volatility Comparison

Etsy, Inc. (ETSY) has a higher volatility of 12.84% compared to Sea Limited (SE) at 8.59%. This indicates that ETSY's price experiences larger fluctuations and is considered to be riskier than SE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
12.84%
8.59%
ETSY
SE

Financials

ETSY vs. SE - Financials Comparison

This section allows you to compare key financial metrics between Etsy, Inc. and Sea Limited. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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