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

Performance

SE vs. VOXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sea Limited (SE) and Vox Royalty Corp (VOXR). 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 -33.77% return, which is significantly lower than VOXR's 7.93% return.


SE

1D
-2.39%
1M
-2.58%
YTD
-33.77%
6M
-34.14%
1Y
-48.98%
3Y*
10.06%
5Y*
-20.32%
10Y*

VOXR

1D
1.19%
1M
-14.29%
YTD
7.93%
6M
-3.22%
1Y
52.35%
3Y*
26.39%
5Y*
21.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SE vs. VOXR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SE
Sea Limited
-33.77%20.24%161.98%-22.16%-76.74%12.39%71.59%
VOXR
Vox Royalty Corp
7.93%105.38%15.84%-9.91%-15.03%17.52%12.39%

Correlation

The correlation between SE and VOXR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.16

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2020

0.13

Fundamentals

Market Cap

SE:

$53.75B

VOXR:

$363.89M

EPS

SE:

$2.57

VOXR:

$0.53

PE Ratio

SE:

32.82

VOXR:

9.60

PEG Ratio

SE:

0.15

VOXR:

0.01

PS Ratio

SE:

2.10

VOXR:

9.84

PB Ratio

SE:

4.18

VOXR:

2.72

Total Revenue (TTM)

SE:

$25.19B

VOXR:

$29.98M

Gross Profit (TTM)

SE:

$11.15B

VOXR:

$19.72M

EBITDA (TTM)

SE:

$2.33B

VOXR:

$25.00M

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Return for Risk

SE vs. VOXR — Risk / Return Rank

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

SE
SE Risk / Return Rank: 88
Overall Rank
SE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SE Sortino Ratio Rank: 66
Sortino Ratio Rank
SE Omega Ratio Rank: 77
Omega Ratio Rank
SE Calmar Ratio Rank: 1111
Calmar Ratio Rank
SE Martin Ratio Rank: 99
Martin Ratio Rank

VOXR
VOXR Risk / Return Rank: 7272
Overall Rank
VOXR Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VOXR Sortino Ratio Rank: 6868
Sortino Ratio Rank
VOXR Omega Ratio Rank: 6666
Omega Ratio Rank
VOXR Calmar Ratio Rank: 7575
Calmar Ratio Rank
VOXR Martin Ratio Rank: 7777
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. VOXR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sea Limited (SE) and Vox Royalty Corp (VOXR). 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.


SEVOXRDifference
Sharpe ratioReturn per unit of total volatility

-1.95

Sortino ratioReturn per unit of downside risk

-3.05

Omega ratioGain probability vs. loss probability

0.82

1.19

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.82

1.91

-2.73

Martin ratioReturn relative to average drawdown

-1.37

5.07

-6.44

SE vs. VOXR - Sharpe Ratio Comparison

The current SE Sharpe Ratio is -0.97, which is lower than the VOXR Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SE and VOXR, 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


SEVOXRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.97

0.98

-1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.43

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.35

-0.01

Drawdowns

SE vs. VOXR - Drawdown Comparison

The maximum SE drawdown since its inception was -90.51%, which is greater than VOXR's maximum drawdown of -46.36%. Use the drawdown chart below to compare losses from any high point for SE and VOXR.


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Drawdown Indicators


SEVOXRDifference

Max Drawdown

Largest peak-to-trough decline

-90.51%

-46.36%

-44.15%

Max Drawdown (1Y)

Largest decline over 1 year

-60.22%

-27.53%

-32.69%

Max Drawdown (3Y)

Largest decline over 3 years

-60.22%

-35.60%

-24.62%

Max Drawdown (5Y)

Largest decline over 5 years

-90.51%

-46.36%

-44.15%

Current Drawdown

Current decline from peak

-76.98%

-20.44%

-56.54%

Average Drawdown

Average peak-to-trough decline

-44.06%

-18.87%

-25.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.90%

10.35%

+25.55%

Volatility

SE vs. VOXR - Volatility Comparison

Sea Limited (SE) has a higher volatility of 19.06% compared to Vox Royalty Corp (VOXR) at 17.24%. This indicates that SE's price experiences larger fluctuations and is considered to be riskier than VOXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEVOXRDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.06%

17.24%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

37.96%

40.54%

-2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

50.73%

53.76%

-3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.12%

50.01%

+14.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.63%

51.00%

+11.63%

Dividends

SE vs. VOXR - Dividend Comparison

SE has not paid dividends to shareholders, while VOXR's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM2025202420232022
SE
Sea Limited
0.00%0.00%0.00%0.00%0.00%
VOXR
Vox Royalty Corp
1.03%1.05%2.05%2.14%0.58%

Financials

SE vs. VOXR - Financials Comparison

This section allows you to compare key financial metrics between Sea Limited and Vox Royalty Corp. 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
16.04M
(SE) Total Revenue
(VOXR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SE and VOXR have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SE has higher volatility (19.06%) compared to VOXR (17.24%). In terms of maximum drawdown, SE dropped -90.51% vs VOXR's -46.36%.

VOXR currently has the higher Sharpe Ratio (0.98 vs -0.97), 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 VOXR

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

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