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

Correlation

The correlation between SE and AMZN is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

SE vs. AMZN - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
685.73%
284.55%
SE
AMZN

Key characteristics

Sharpe Ratio

SE:

2.44

AMZN:

0.16

Sortino Ratio

SE:

3.05

AMZN:

0.46

Omega Ratio

SE:

1.40

AMZN:

1.06

Calmar Ratio

SE:

1.27

AMZN:

0.17

Martin Ratio

SE:

12.93

AMZN:

0.49

Ulcer Index

SE:

8.20%

AMZN:

10.67%

Daily Std Dev

SE:

43.45%

AMZN:

33.81%

Max Drawdown

SE:

-90.51%

AMZN:

-94.40%

Current Drawdown

SE:

-65.19%

AMZN:

-21.92%

Fundamentals

Market Cap

SE:

$73.55B

AMZN:

$2.01T

EPS

SE:

$0.74

AMZN:

$5.52

PE Ratio

SE:

172.65

AMZN:

34.24

PEG Ratio

SE:

0.81

AMZN:

1.42

PS Ratio

SE:

4.37

AMZN:

3.14

PB Ratio

SE:

8.78

AMZN:

7.01

Total Revenue (TTM)

SE:

$18.03B

AMZN:

$494.65B

Gross Profit (TTM)

SE:

$7.85B

AMZN:

$240.99B

EBITDA (TTM)

SE:

$1.28B

AMZN:

$97.44B

Returns By Period

In the year-to-date period, SE achieves a 20.41% return, which is significantly higher than AMZN's -13.86% return.


SE

YTD

20.41%

1M

-4.35%

6M

28.86%

1Y

103.25%

5Y*

18.28%

10Y*

N/A

AMZN

YTD

-13.86%

1M

-6.14%

6M

0.62%

1Y

5.22%

5Y*

9.76%

10Y*

24.37%

*Annualized

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Risk-Adjusted Performance

SE vs. AMZN — Risk-Adjusted Performance Rank

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

SE
The Risk-Adjusted Performance Rank of SE is 9494
Overall Rank
The Sharpe Ratio Rank of SE is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SE is 9595
Sortino Ratio Rank
The Omega Ratio Rank of SE is 9494
Omega Ratio Rank
The Calmar Ratio Rank of SE is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SE is 9797
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 5656
Overall Rank
The Sharpe Ratio Rank of AMZN is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5151
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 6262
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 5959
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.

SE vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sea Limited (SE) and Amazon.com, Inc. (AMZN). 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 SE, currently valued at 2.44, compared to the broader market-2.00-1.000.001.002.003.00
SE: 2.44
AMZN: 0.16
The chart of Sortino ratio for SE, currently valued at 3.05, compared to the broader market-6.00-4.00-2.000.002.004.00
SE: 3.05
AMZN: 0.46
The chart of Omega ratio for SE, currently valued at 1.40, compared to the broader market0.501.001.502.00
SE: 1.40
AMZN: 1.06
The chart of Calmar ratio for SE, currently valued at 1.27, compared to the broader market0.001.002.003.004.005.00
SE: 1.27
AMZN: 0.17
The chart of Martin ratio for SE, currently valued at 12.93, compared to the broader market-5.000.005.0010.0015.0020.00
SE: 12.93
AMZN: 0.49

The current SE Sharpe Ratio is 2.44, which is higher than the AMZN Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of SE and AMZN, 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 Ratio0.001.002.003.004.005.006.00NovemberDecember2025FebruaryMarchApril
2.44
0.16
SE
AMZN

Dividends

SE vs. AMZN - Dividend Comparison

Neither SE nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SE vs. AMZN - Drawdown Comparison

The maximum SE drawdown since its inception was -90.51%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for SE and AMZN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-65.19%
-21.92%
SE
AMZN

Volatility

SE vs. AMZN - Volatility Comparison

Sea Limited (SE) has a higher volatility of 23.05% compared to Amazon.com, Inc. (AMZN) at 19.69%. This indicates that SE's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
23.05%
19.69%
SE
AMZN

Financials

SE vs. AMZN - Financials Comparison

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