SE vs. YY
SE (Sea Limited) and YY (YY Inc.) are both stocks. Both are in the Communication Services sector — SE in Electronic Gaming & Multimedia, YY in Internet Content & Information. Over the past 5 years, SE returned -20.32%/yr vs 3.12%/yr for YY. At a 0.36 correlation, their price movements are largely independent.
Performance
SE vs. YY - Performance Comparison
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Returns By Period
In the year-to-date period, SE achieves a -33.77% return, which is significantly lower than YY's 6.02% return.
SE
- 1D
- -2.39%
- 1M
- -2.58%
- YTD
- -33.77%
- 6M
- -34.14%
- 1Y
- -48.98%
- 3Y*
- 10.06%
- 5Y*
- -20.32%
- 10Y*
- —
YY
- 1D
- -2.85%
- 1M
- 12.25%
- YTD
- 6.02%
- 6M
- 6.94%
- 1Y
- 48.03%
- 3Y*
- 36.58%
- 5Y*
- 3.12%
- 10Y*
- 6.82%
SE vs. YY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SE Sea Limited | -33.77% | 20.24% | 161.98% | -22.16% | -76.74% | 12.39% | 394.90% | 255.30% | -15.08% | -18.02% |
YY YY Inc. | 6.02% | 63.93% | 5.42% | 30.70% | -25.95% | -41.43% | 52.97% | -11.81% | -47.05% | 21.41% |
Correlation
The correlation between SE and YY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2017 | 0.36 |
The correlation between SE and YY shifts across timeframes, from 0.24 (3 years) to 0.36 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SE:
$25.19B
YY:
$549.45M
SE:
$11.15B
YY:
$382.40M
SE:
$2.33B
YY:
$57.07M
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Return for Risk
SE vs. YY — Risk / Return Rank
SE
YY
SE vs. YY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sea Limited (SE) and YY Inc. (YY). 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.
| SE | YY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.91 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.29 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 2.33 | -3.15 |
| Martin ratioReturn relative to average drawdown | -1.37 | 5.45 | -6.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SE | YY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.97 | 1.43 | -2.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.05 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.28 | +0.06 |
Drawdowns
SE vs. YY - Drawdown Comparison
The maximum SE drawdown since its inception was -90.51%, which is greater than YY's maximum drawdown of -83.52%. Use the drawdown chart below to compare losses from any high point for SE and YY.
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Drawdown Indicators
| SE | YY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.51% | -83.52% | -6.99% |
Max Drawdown (1Y)Largest decline over 1 year | -60.22% | -20.97% | -39.25% |
Max Drawdown (3Y)Largest decline over 3 years | -60.22% | -33.72% | -26.50% |
Max Drawdown (5Y)Largest decline over 5 years | -90.51% | -67.31% | -23.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.52% | — |
Current DrawdownCurrent decline from peak | -76.98% | -43.80% | -33.18% |
Average DrawdownAverage peak-to-trough decline | -44.06% | -46.20% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.90% | 8.96% | +26.94% |
Volatility
SE vs. YY - Volatility Comparison
Sea Limited (SE) and YY Inc. (YY) have volatilities of 19.06% and 18.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SE | YY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.06% | 18.81% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 37.96% | 26.11% | +11.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.73% | 34.22% | +16.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.12% | 59.60% | +4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.63% | 57.12% | +5.51% |
Dividends
SE vs. YY - Dividend Comparison
Neither SE nor YY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SE Sea Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
YY YY Inc. | 6.42% | 4.35% | 0.00% | 3.07% | 6.46% | 4.48% | 1.02% |
Financials
SE vs. YY - Financials Comparison
This section allows you to compare key financial metrics between Sea Limited and YY 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
Frequently Asked Questions
SE and YY have a correlation of 0.24, 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 YY (18.81%). In terms of maximum drawdown, SE dropped -90.51% vs YY's -83.52%.
YY currently has the higher Sharpe Ratio (1.43 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.
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