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

Correlation

The correlation between SE and NTES is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SE vs. NTES - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SE:

2.94

NTES:

0.71

Sortino Ratio

SE:

3.34

NTES:

1.15

Omega Ratio

SE:

1.45

NTES:

1.14

Calmar Ratio

SE:

1.48

NTES:

0.63

Martin Ratio

SE:

14.97

NTES:

2.11

Ulcer Index

SE:

8.28%

NTES:

11.61%

Daily Std Dev

SE:

44.27%

NTES:

42.50%

Max Drawdown

SE:

-90.51%

NTES:

-57.34%

Current Drawdown

SE:

-55.30%

NTES:

-2.45%

Fundamentals

Market Cap

SE:

$97.13B

NTES:

$76.27B

EPS

SE:

$1.43

NTES:

$6.98

PE Ratio

SE:

114.73

NTES:

17.16

PEG Ratio

SE:

1.00

NTES:

1.07

PS Ratio

SE:

5.42

NTES:

0.71

PB Ratio

SE:

10.84

NTES:

2.78

Total Revenue (TTM)

SE:

$18.03B

NTES:

$105.19B

Gross Profit (TTM)

SE:

$7.85B

NTES:

$65.06B

EBITDA (TTM)

SE:

$1.28B

NTES:

$32.33B

Returns By Period

In the year-to-date period, SE achieves a 54.63% return, which is significantly higher than NTES's 35.84% return.


SE

YTD

54.63%

1M

32.06%

6M

45.13%

1Y

127.92%

3Y*

31.99%

5Y*

15.74%

10Y*

N/A

NTES

YTD

35.84%

1M

13.07%

6M

40.89%

1Y

36.08%

3Y*

10.38%

5Y*

11.95%

10Y*

17.24%

*Annualized

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Sea Limited

NetEase, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SE vs. NTES — 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 9595
Overall Rank
The Sharpe Ratio Rank of SE is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SE is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SE is 9595
Omega Ratio Rank
The Calmar Ratio Rank of SE is 8989
Calmar Ratio Rank
The Martin Ratio Rank of SE is 9898
Martin Ratio Rank

NTES
The Risk-Adjusted Performance Rank of NTES is 7373
Overall Rank
The Sharpe Ratio Rank of NTES is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of NTES is 7070
Sortino Ratio Rank
The Omega Ratio Rank of NTES is 6868
Omega Ratio Rank
The Calmar Ratio Rank of NTES is 7777
Calmar Ratio Rank
The Martin Ratio Rank of NTES is 7474
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. NTES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sea Limited (SE) and NetEase, Inc. (NTES). 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 2.94, which is higher than the NTES Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SE and NTES, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SE vs. NTES - Dividend Comparison

SE has not paid dividends to shareholders, while NTES's dividend yield for the trailing twelve months is around 2.16%.


TTM20242023202220212020201920182017201620152014
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%
NTES
NetEase, Inc.
2.16%2.74%1.88%2.10%0.81%0.97%3.20%0.71%1.05%1.36%0.98%2.50%

Drawdowns

SE vs. NTES - Drawdown Comparison

The maximum SE drawdown since its inception was -90.51%, which is greater than NTES's maximum drawdown of -57.34%. Use the drawdown chart below to compare losses from any high point for SE and NTES.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SE vs. NTES - Volatility Comparison

The current volatility for Sea Limited (SE) is 12.04%, while NetEase, Inc. (NTES) has a volatility of 15.29%. This indicates that SE experiences smaller price fluctuations and is considered to be less risky than NTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SE vs. NTES - Financials Comparison

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


0.005.00B10.00B15.00B20.00B25.00B20212022202320242025
4.95B
26.75B
(SE) Total Revenue
(NTES) Total Revenue
Values in USD except per share items

SE vs. NTES - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20212022202320242025
44.6%
60.8%
(SE) Gross Margin
(NTES) 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%.

NTES - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, NetEase, Inc. reported a gross profit of 16.27B and revenue of 26.75B. Therefore, the gross margin over that period was 60.8%.

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%.

NTES - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, NetEase, Inc. reported an operating income of 7.82B and revenue of 26.75B, resulting in an operating margin of 29.2%.

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%.

NTES - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, NetEase, Inc. reported a net income of 8.77B and revenue of 26.75B, resulting in a net margin of 32.8%.