SE vs. JXI
SE (Sea Limited) is a stock, while JXI (iShares Global Utilities ETF) is Utilities Equities fund tracking the S&P Global Utilities Index. Over the past 5 years, SE returned -16.87%/yr vs 9.98%/yr for JXI. At a 0.20 correlation, their price movements are largely independent.
Performance
SE vs. JXI - Performance Comparison
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Returns By Period
In the year-to-date period, SE achieves a -16.74% return, which is significantly lower than JXI's 9.46% return.
SE
- 1D
- -4.62%
- 1M
- 22.36%
- 6M
- -14.34%
- YTD
- -16.74%
- 1Y
- -34.15%
- 3Y*
- 19.18%
- 5Y*
- -16.87%
- 10Y*
- —
JXI
- 1D
- -0.17%
- 1M
- 1.12%
- 6M
- 7.29%
- YTD
- 9.46%
- 1Y
- 18.80%
- 3Y*
- 15.53%
- 5Y*
- 9.98%
- 10Y*
- 9.02%
SE vs. JXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SE Sea Limited | -16.74% | 20.24% | 161.98% | -22.16% | -76.74% | 12.39% | 394.90% | 255.30% | -15.08% | -17.97% |
JXI iShares Global Utilities ETF | 9.46% | 25.91% | 13.14% | 0.63% | -4.17% | 10.88% | 5.19% | 23.94% | 2.31% | -3.07% |
Correlation
The correlation between SE and JXI is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2017 | 0.20 |
The correlation between SE and JXI shifts across timeframes, from 0.05 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SE vs. JXI — Risk / Return Rank
SE
JXI
SE vs. JXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sea Limited (SE) and iShares Global Utilities ETF (JXI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SE | JXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.26 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 2.34 | -2.90 |
| Martin ratioReturn relative to average drawdown | -0.87 | 6.41 | -7.28 |
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Drawdowns
SE vs. JXI - Drawdown Comparison
The maximum SE drawdown since its inception was -90.51%, which is greater than JXI's maximum drawdown of -50.23%. Use the drawdown chart below to compare losses from any high point for SE and JXI.
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Drawdown Indicators
| SE | JXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.51% | -50.23% | -40.28% |
Max Drawdown (1Y)Largest decline over 1 year | -60.22% | -8.09% | -52.13% |
Max Drawdown (3Y)Largest decline over 3 years | -60.22% | -16.29% | -43.93% |
Max Drawdown (5Y)Largest decline over 5 years | -90.51% | -22.45% | -68.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.20% | — |
Current DrawdownCurrent decline from peak | -71.06% | -3.71% | -67.35% |
Average DrawdownAverage peak-to-trough decline | -44.39% | -12.77% | -31.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.41% | 2.94% | +36.47% |
Volatility
SE vs. JXI - Volatility Comparison
Sea Limited (SE) has a higher volatility of 12.36% compared to iShares Global Utilities ETF (JXI) at 3.80%. This indicates that SE's price experiences larger fluctuations and is considered to be riskier than JXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SE | JXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.36% | 3.80% | +8.56% |
Volatility (6M)Calculated over the trailing 6-month period | 38.84% | 10.88% | +27.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.67% | 13.08% | +38.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.34% | 15.42% | +48.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.45% | 16.97% | +45.48% |
Dividends
SE vs. JXI - Dividend Comparison
SE has not paid dividends to shareholders, while JXI's dividend yield for the trailing twelve months is around 2.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JXI iShares Global Utilities ETF | 2.41% | 2.56% | 3.02% | 3.58% | 3.13% | 2.78% | 2.65% | 3.43% | 3.16% | 3.62% | 4.77% | 3.78% |
SE Sea Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SE and JXI have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SE has higher volatility (12.36%) compared to JXI (3.80%). In terms of maximum drawdown, SE dropped -90.51% vs JXI's -50.23%.
JXI currently has the higher Sharpe Ratio (1.44 vs -0.66), 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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