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SE vs. FSLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SE vs. FSLY - Performance Comparison

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

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Returns By Period

In the year-to-date period, SE achieves a -29.87% return, which is significantly lower than FSLY's 104.62% return.


SE

1D
-3.95%
1M
4.74%
YTD
-29.87%
6M
-33.75%
1Y
-46.03%
3Y*
14.63%
5Y*
-19.02%
10Y*

FSLY

1D
0.29%
1M
-24.23%
YTD
104.62%
6M
77.43%
1Y
169.82%
3Y*
8.10%
5Y*
-15.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SE vs. FSLY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SE
Sea Limited
-29.87%20.24%161.98%-22.16%-76.74%12.39%394.90%50.81%
FSLY
Fastly, Inc.
104.62%7.84%-46.97%117.34%-76.90%-59.43%335.33%-16.34%

Correlation

The correlation between SE and FSLY is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since May 20, 2019

0.40

Over the past year, the correlation between SE and FSLY has dropped to 0.10 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

SE:

$56.91B

FSLY:

$3.20B

EPS

SE:

$2.57

FSLY:

-$0.69

PS Ratio

SE:

2.22

FSLY:

4.77

PB Ratio

SE:

4.43

FSLY:

3.27

Total Revenue (TTM)

SE:

$25.19B

FSLY:

$652.57M

Gross Profit (TTM)

SE:

$11.15B

FSLY:

$382.79M

EBITDA (TTM)

SE:

$2.33B

FSLY:

-$22.82M

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Return for Risk

SE vs. FSLY — Risk / Return Rank

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

SE
SE Risk / Return Rank: 99
Overall Rank
SE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SE Sortino Ratio Rank: 66
Sortino Ratio Rank
SE Omega Ratio Rank: 88
Omega Ratio Rank
SE Calmar Ratio Rank: 1212
Calmar Ratio Rank
SE Martin Ratio Rank: 1111
Martin Ratio Rank

FSLY
FSLY Risk / Return Rank: 8484
Overall Rank
FSLY Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FSLY Sortino Ratio Rank: 8484
Sortino Ratio Rank
FSLY Omega Ratio Rank: 8686
Omega Ratio Rank
FSLY Calmar Ratio Rank: 8484
Calmar Ratio Rank
FSLY Martin Ratio Rank: 8585
Martin Ratio Rank
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.

SE vs. FSLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sea Limited (SE) and Fastly, Inc. (FSLY). 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.


SEFSLYDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-4.03

Omega ratioGain probability vs. loss probability

0.83

1.37

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.77

3.33

-4.10

Martin ratioReturn relative to average drawdown

-1.30

8.93

-10.23

SE vs. FSLY - Sharpe Ratio Comparison

The current SE Sharpe Ratio is -0.92, which is lower than the FSLY Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SE and FSLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SEFSLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.92

1.46

-2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

-0.17

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

-0.02

+0.37

Drawdowns

SE vs. FSLY - Drawdown Comparison

The maximum SE drawdown since its inception was -90.51%, smaller than the maximum FSLY drawdown of -96.12%. Use the drawdown chart below to compare losses from any high point for SE and FSLY.


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Drawdown Indicators


SEFSLYDifference

Max Drawdown

Largest peak-to-trough decline

-90.51%

-96.12%

+5.61%

Max Drawdown (1Y)

Largest decline over 1 year

-60.22%

-51.28%

-8.94%

Max Drawdown (3Y)

Largest decline over 3 years

-60.22%

-79.99%

+19.77%

Max Drawdown (5Y)

Largest decline over 5 years

-90.51%

-91.81%

+1.30%

Current Drawdown

Current decline from peak

-75.62%

-83.83%

+8.21%

Average Drawdown

Average peak-to-trough decline

-44.02%

-70.15%

+26.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.47%

19.09%

+16.38%

Volatility

SE vs. FSLY - Volatility Comparison

The current volatility for Sea Limited (SE) is 18.82%, while Fastly, Inc. (FSLY) has a volatility of 55.45%. This indicates that SE experiences smaller price fluctuations and is considered to be less risky than FSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEFSLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.82%

55.45%

-36.63%

Volatility (6M)

Calculated over the trailing 6-month period

37.41%

97.48%

-60.07%

Volatility (1Y)

Calculated over the trailing 1-year period

50.27%

117.34%

-67.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.07%

87.34%

-23.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.63%

89.31%

-26.68%

Dividends

SE vs. FSLY - Dividend Comparison

Neither SE nor FSLY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SE vs. FSLY - Financials Comparison

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


0.002.00B4.00B6.00B8.00B20222023202420252026
7.10B
173.02M
(SE) Total Revenue
(FSLY) Total Revenue
Values in USD except per share items

SE vs. FSLY - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%20222023202420252026
44.3%
62.5%
Portfolio components
SE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sea Limited reported a gross profit of 3.15B and revenue of 7.10B. Therefore, the gross margin over that period was 44.3%.

FSLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fastly, Inc. reported a gross profit of 108.18M and revenue of 173.02M. Therefore, the gross margin over that period was 62.5%.

SE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sea Limited reported an operating income of 565.39M and revenue of 7.10B, resulting in an operating margin of 8.0%.

FSLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fastly, Inc. reported an operating income of -23.90M and revenue of 173.02M, resulting in an operating margin of -13.8%.

SE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sea Limited reported a net income of 427.94M and revenue of 7.10B, resulting in a net margin of 6.0%.

FSLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fastly, Inc. reported a net income of -20.52M and revenue of 173.02M, resulting in a net margin of -11.9%.


Frequently Asked Questions


SE and FSLY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSLY has higher volatility (55.45%) compared to SE (18.82%). In terms of maximum drawdown, SE dropped -90.51% vs FSLY's -96.12%.

FSLY currently has the higher Sharpe Ratio (1.46 vs -0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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