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

Correlation

The correlation between SE and ETSY 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

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.

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
68.37%
-15.36%
SE
ETSY

Key characteristics

Sharpe Ratio

SE:

6.02

ETSY:

-0.53

Sortino Ratio

SE:

6.35

ETSY:

-0.51

Omega Ratio

SE:

1.76

ETSY:

0.93

Calmar Ratio

SE:

2.55

ETSY:

-0.26

Martin Ratio

SE:

37.36

ETSY:

-0.89

Ulcer Index

SE:

6.17%

ETSY:

25.12%

Daily Std Dev

SE:

38.26%

ETSY:

42.36%

Max Drawdown

SE:

-90.51%

ETSY:

-84.01%

Current Drawdown

SE:

-68.64%

ETSY:

-82.11%

Fundamentals

Market Cap

SE:

$66.10B

ETSY:

$5.98B

EPS

SE:

$0.15

ETSY:

$1.98

PE Ratio

SE:

767.20

ETSY:

26.83

PEG Ratio

SE:

0.60

ETSY:

1.29

Total Revenue (TTM)

SE:

$11.77B

ETSY:

$1.96B

Gross Profit (TTM)

SE:

$4.98B

ETSY:

$1.40B

EBITDA (TTM)

SE:

$527.64M

ETSY:

$306.75M

Returns By Period

In the year-to-date period, SE achieves a 8.46% return, which is significantly higher than ETSY's 0.43% return.


SE

YTD

8.46%

1M

3.69%

6M

68.37%

1Y

221.09%

5Y*

22.82%

10Y*

N/A

ETSY

YTD

0.43%

1M

-7.04%

6M

-15.36%

1Y

-24.82%

5Y*

0.65%

10Y*

N/A

*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

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 9898
Overall Rank
The Sharpe Ratio Rank of SE is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of SE is 9999
Sortino Ratio Rank
The Omega Ratio Rank of SE is 9898
Omega Ratio Rank
The Calmar Ratio Rank of SE is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SE is 9999
Martin Ratio Rank

ETSY
The Risk-Adjusted Performance Rank of ETSY is 2323
Overall Rank
The Sharpe Ratio Rank of ETSY is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ETSY is 2020
Sortino Ratio Rank
The Omega Ratio Rank of ETSY is 1919
Omega Ratio Rank
The Calmar Ratio Rank of ETSY is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ETSY is 2626
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.


Sharpe ratio
The chart of Sharpe ratio for SE, currently valued at 6.02, compared to the broader market-2.000.002.004.006.02-0.53
The chart of Sortino ratio for SE, currently valued at 6.35, compared to the broader market-4.00-2.000.002.004.006.35-0.51
The chart of Omega ratio for SE, currently valued at 1.76, compared to the broader market0.501.001.502.001.760.93
The chart of Calmar ratio for SE, currently valued at 2.55, compared to the broader market0.002.004.006.002.55-0.26
The chart of Martin ratio for SE, currently valued at 37.36, compared to the broader market-10.000.0010.0020.0030.0037.36-0.89
SE
ETSY

The current SE Sharpe Ratio is 6.02, which is higher than the ETSY Sharpe Ratio of -0.53. 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.


Rolling 12-month Sharpe Ratio0.002.004.006.00AugustSeptemberOctoberNovemberDecember2025
6.02
-0.53
SE
ETSY

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%, which is greater than ETSY's maximum drawdown of -84.01%. Use the drawdown chart below to compare losses from any high point for SE and ETSY. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%AugustSeptemberOctoberNovemberDecember2025
-68.64%
-82.11%
SE
ETSY

Volatility

SE vs. ETSY - Volatility Comparison

The current volatility for Sea Limited (SE) is 8.75%, while Etsy, Inc. (ETSY) has a volatility of 11.55%. This indicates that SE experiences smaller price fluctuations and is considered to be less risky than ETSY 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%AugustSeptemberOctoberNovemberDecember2025
8.75%
11.55%
SE
ETSY

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


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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