PortfoliosLab logoPortfoliosLab logo
SE vs. SMIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SE vs. SMIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sea Limited (SE) and iShares MSCI India Small-Cap ETF (SMIN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SE achieves a -34.98% return, which is significantly lower than SMIN's -4.03% return.


SE

1D
-3.21%
1M
-6.10%
YTD
-34.98%
6M
-33.66%
1Y
-46.28%
3Y*
8.08%
5Y*
-21.47%
10Y*

SMIN

1D
1.44%
1M
0.72%
YTD
-4.03%
6M
-1.54%
1Y
-8.33%
3Y*
8.94%
5Y*
6.19%
10Y*
9.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SE vs. SMIN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SE
Sea Limited
-34.98%20.24%161.98%-22.16%-76.74%12.39%394.90%255.30%-15.08%-17.97%
SMIN
iShares MSCI India Small-Cap ETF
-4.03%-6.68%16.78%35.41%-14.23%44.43%19.59%-5.21%-25.55%12.35%

Correlation

The correlation between SE and SMIN is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.20

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

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2017

0.27

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SE vs. SMIN — Risk / Return Rank

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

SE
SE Risk / Return Rank: 1010
Overall Rank
SE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SE Sortino Ratio Rank: 88
Sortino Ratio Rank
SE Omega Ratio Rank: 88
Omega Ratio Rank
SE Calmar Ratio Rank: 1313
Calmar Ratio Rank
SE Martin Ratio Rank: 1313
Martin Ratio Rank

SMIN
SMIN Risk / Return Rank: 55
Overall Rank
SMIN Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SMIN Sortino Ratio Rank: 55
Sortino Ratio Rank
SMIN Omega Ratio Rank: 55
Omega Ratio Rank
SMIN Calmar Ratio Rank: 66
Calmar Ratio Rank
SMIN Martin Ratio Rank: 66
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. SMIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sea Limited (SE) and iShares MSCI India Small-Cap ETF (SMIN). 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.


SESMINDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

0.83

0.93

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.77

-0.39

-0.38

Martin ratioReturn relative to average drawdown

-1.27

-0.87

-0.40

SE vs. SMIN - Sharpe Ratio Comparison

The current SE Sharpe Ratio is -0.92, which is lower than the SMIN Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of SE and SMIN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SE vs. SMIN - Drawdown Comparison

The maximum SE drawdown since its inception was -90.51%, which is greater than SMIN's maximum drawdown of -60.50%. Use the drawdown chart below to compare losses from any high point for SE and SMIN.


Loading charts...

Drawdown Indicators


SESMINDifference

Max Drawdown

Largest peak-to-trough decline

-90.51%

-60.50%

-30.01%

Max Drawdown (1Y)

Largest decline over 1 year

-60.22%

-24.54%

-35.68%

Max Drawdown (3Y)

Largest decline over 3 years

-60.22%

-27.58%

-32.64%

Max Drawdown (5Y)

Largest decline over 5 years

-90.51%

-27.58%

-62.93%

Max Drawdown (10Y)

Largest decline over 10 years

-60.50%

Current Drawdown

Current decline from peak

-77.40%

-16.07%

-61.33%

Average Drawdown

Average peak-to-trough decline

-44.10%

-14.62%

-29.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.57%

11.01%

+25.56%

Volatility

SE vs. SMIN - Volatility Comparison

Sea Limited (SE) has a higher volatility of 14.69% compared to iShares MSCI India Small-Cap ETF (SMIN) at 4.86%. This indicates that SE's price experiences larger fluctuations and is considered to be riskier than SMIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SESMINDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.69%

4.86%

+9.83%

Volatility (6M)

Calculated over the trailing 6-month period

38.05%

15.58%

+22.47%

Volatility (1Y)

Calculated over the trailing 1-year period

50.74%

18.67%

+32.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.13%

18.88%

+45.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.59%

22.83%

+39.76%

Dividends

SE vs. SMIN - Dividend Comparison

SE has not paid dividends to shareholders, while SMIN's dividend yield for the trailing twelve months is around 2.10%.


PositionTTM20252024202320222021202020192018201720162015
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%
SMIN
iShares MSCI India Small-Cap ETF
2.10%2.01%6.84%0.41%0.01%1.27%1.06%1.75%1.68%0.89%2.30%0.93%

Frequently Asked Questions


SE and SMIN have a correlation of 0.19, 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 SMIN (4.86%). In terms of maximum drawdown, SE dropped -90.51% vs SMIN's -60.50%.

SMIN currently has the higher Sharpe Ratio (-0.51 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.

Portfolio Optimizer

Find the right allocation for SE and SMIN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer