SE vs. SFM
SE (Sea Limited) and SFM (Sprouts Farmers Market, Inc.) are both stocks. SE operates in Electronic Gaming & Multimedia (Communication Services), while SFM operates in Grocery Stores (Consumer Defensive). Over the past 5 years, SE returned -21.47%/yr vs 24.38%/yr for SFM. At a 0.10 correlation, their price movements are largely independent.
Performance
SE vs. SFM - Performance Comparison
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Returns By Period
In the year-to-date period, SE achieves a -34.98% return, which is significantly lower than SFM's 8.36% return.
SE
- 1D
- -3.21%
- 1M
- -11.31%
- YTD
- -34.98%
- 6M
- -33.66%
- 1Y
- -46.36%
- 3Y*
- 8.08%
- 5Y*
- -21.47%
- 10Y*
- —
SFM
- 1D
- -2.03%
- 1M
- -2.20%
- YTD
- 8.36%
- 6M
- 8.54%
- 1Y
- -45.03%
- 3Y*
- 35.31%
- 5Y*
- 24.38%
- 10Y*
- 14.32%
SE vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SE Sea Limited | -34.98% | 20.24% | 161.98% | -22.16% | -76.74% | 12.39% | 394.90% | 255.30% | -15.08% | -17.97% |
SFM Sprouts Farmers Market, Inc. | 8.36% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.09% |
Correlation
The correlation between SE and SFM is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2017 | 0.10 |
The correlation between SE and SFM shifts across timeframes, from -0.03 (1 year) to 0.13 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SE:
$52.76B
SFM:
$8.25B
SE:
$2.57
SFM:
$5.20
SE:
32.21
SFM:
16.62
SE:
0.15
SFM:
0.60
SE:
2.06
SFM:
0.95
SE:
4.11
SFM:
5.75
SE:
$25.19B
SFM:
$8.90B
SE:
$11.15B
SFM:
$3.41B
SE:
$2.33B
SFM:
$837.54M
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Return for Risk
SE vs. SFM — Risk / Return Rank
SE
SFM
SE vs. SFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sea Limited (SE) and Sprouts Farmers Market, Inc. (SFM). 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 | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.81 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.73 | -0.05 |
| Martin ratioReturn relative to average drawdown | -1.27 | -0.99 | -0.28 |
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Drawdowns
SE vs. SFM - Drawdown Comparison
The maximum SE drawdown since its inception was -90.51%, which is greater than SFM's maximum drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for SE and SFM.
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Drawdown Indicators
| SE | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.51% | -72.88% | -17.63% |
Max Drawdown (1Y)Largest decline over 1 year | -60.22% | -62.17% | +1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -60.22% | -63.48% | +3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -90.51% | -63.48% | -27.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.48% | — |
Current DrawdownCurrent decline from peak | -77.40% | -51.91% | -25.49% |
Average DrawdownAverage peak-to-trough decline | -44.10% | -40.28% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.57% | 45.41% | -8.84% |
Volatility
SE vs. SFM - Volatility Comparison
Sea Limited (SE) has a higher volatility of 14.69% compared to Sprouts Farmers Market, Inc. (SFM) at 12.50%. This indicates that SE's price experiences larger fluctuations and is considered to be riskier than SFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SE | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.69% | 12.50% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 38.05% | 30.32% | +7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.74% | 46.09% | +4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.13% | 39.23% | +24.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.59% | 37.82% | +24.77% |
Dividends
SE vs. SFM - Dividend Comparison
Neither SE nor SFM has paid dividends to shareholders.
Financials
SE vs. SFM - Financials Comparison
This section allows you to compare key financial metrics between Sea Limited and Sprouts Farmers Market, 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.
Total Revenue: Total amount of money received from sales and other business activities
SE vs. SFM - Profitability Comparison
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%.
SFM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported a gross profit of 917.28M and revenue of 2.33B. Therefore, the gross margin over that period was 39.4%.
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%.
SFM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported an operating income of 215.31M and revenue of 2.33B, resulting in an operating margin of 9.2%.
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%.
SFM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported a net income of 163.72M and revenue of 2.33B, resulting in a net margin of 7.0%.
Frequently Asked Questions
SE and SFM have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SE has higher volatility (14.69%) compared to SFM (12.50%). In terms of maximum drawdown, SE dropped -90.51% vs SFM's -72.88%.
SE currently has the higher Sharpe Ratio (-0.92 vs -0.98), 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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