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

Correlation

The correlation between SE and ETSY is 0.46, 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.


Performance

SE vs. ETSY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SE:

3.18

ETSY:

-0.66

Sortino Ratio

SE:

3.85

ETSY:

-0.64

Omega Ratio

SE:

1.53

ETSY:

0.92

Calmar Ratio

SE:

1.86

ETSY:

-0.29

Martin Ratio

SE:

18.77

ETSY:

-1.20

Ulcer Index

SE:

8.28%

ETSY:

20.63%

Daily Std Dev

SE:

44.51%

ETSY:

41.77%

Max Drawdown

SE:

-90.51%

ETSY:

-86.26%

Current Drawdown

SE:

-55.14%

ETSY:

-84.17%

Fundamentals

Market Cap

SE:

$96.61B

ETSY:

$4.90B

EPS

SE:

$0.74

ETSY:

$1.38

PE Ratio

SE:

220.51

ETSY:

34.03

PEG Ratio

SE:

1.06

ETSY:

1.15

PS Ratio

SE:

5.39

ETSY:

1.74

PB Ratio

SE:

10.78

ETSY:

21.42

Total Revenue (TTM)

SE:

$18.03B

ETSY:

$2.81B

Gross Profit (TTM)

SE:

$7.85B

ETSY:

$2.03B

EBITDA (TTM)

SE:

$1.28B

ETSY:

$544.39M

Returns By Period

In the year-to-date period, SE achieves a 55.16% return, which is significantly higher than ETSY's -11.14% return.


SE

YTD

55.16%

1M

37.48%

6M

59.32%

1Y

139.85%

5Y*

21.66%

10Y*

N/A

ETSY

YTD

-11.14%

1M

8.05%

6M

-7.92%

1Y

-27.21%

5Y*

-11.34%

10Y*

8.64%

*Annualized

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Risk-Adjusted Performance

SE vs. ETSY — 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 9797
Overall Rank
The Sharpe Ratio Rank of SE is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SE is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SE is 9797
Omega Ratio Rank
The Calmar Ratio Rank of SE is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SE is 9999
Martin Ratio Rank

ETSY
The Risk-Adjusted Performance Rank of ETSY is 2020
Overall Rank
The Sharpe Ratio Rank of ETSY is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of ETSY is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ETSY is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ETSY is 3232
Calmar Ratio Rank
The Martin Ratio Rank of ETSY is 1717
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. ETSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sea Limited (SE) and Etsy, Inc. (ETSY). 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 current SE Sharpe Ratio is 3.18, which is higher than the ETSY Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of SE and ETSY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SE vs. ETSY - Dividend Comparison

Neither SE nor ETSY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SE vs. ETSY - Drawdown Comparison

The maximum SE drawdown since its inception was -90.51%, roughly equal to the maximum ETSY drawdown of -86.26%. Use the drawdown chart below to compare losses from any high point for SE and ETSY. For additional features, visit the drawdowns tool.


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Volatility

SE vs. ETSY - Volatility Comparison

Sea Limited (SE) has a higher volatility of 12.48% compared to Etsy, Inc. (ETSY) at 11.09%. This indicates that SE's price experiences larger fluctuations and is considered to be riskier than ETSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SE vs. ETSY - Financials Comparison

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


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
4.95B
651.18M
(SE) Total Revenue
(ETSY) Total Revenue
Values in USD except per share items

SE vs. ETSY - Profitability Comparison

The chart below illustrates the profitability comparison between Sea Limited and Etsy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%20212022202320242025
44.6%
70.5%
(SE) Gross Margin
(ETSY) Gross Margin
SE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sea Limited reported a gross profit of 2.21B and revenue of 4.95B. Therefore, the gross margin over that period was 44.6%.

ETSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Etsy, Inc. reported a gross profit of 459.12M and revenue of 651.18M. Therefore, the gross margin over that period was 70.5%.

SE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sea Limited reported an operating income of 305.75M and revenue of 4.95B, resulting in an operating margin of 6.2%.

ETSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Etsy, Inc. reported an operating income of -22.33M and revenue of 651.18M, resulting in an operating margin of -3.4%.

SE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sea Limited reported a net income of 237.31M and revenue of 4.95B, resulting in a net margin of 4.8%.

ETSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Etsy, Inc. reported a net income of -52.10M and revenue of 651.18M, resulting in a net margin of -8.0%.