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

Performance

WVE vs. SE - Performance Comparison

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

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Returns By Period

In the year-to-date period, WVE achieves a -67.59% return, which is significantly lower than SE's -16.33% return.


WVE

1D
-4.34%
1M
-11.98%
6M
-57.42%
YTD
-67.59%
1Y
-36.15%
3Y*
8.03%
5Y*
0.00%
10Y*
-11.28%
ALL TIME*
-10.00%

SE

1D
0.47%
1M
3.33%
6M
-8.37%
YTD
-16.33%
1Y
-30.78%
3Y*
17.43%
5Y*
-17.31%
10Y*
ALL TIME*
23.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$416.43M$503.28M$427.19M
$12.78M$14.44M$20.78M

WVE vs. SE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WVE
Wave Life Sciences Ltd.
-67.59%37.43%144.95%-27.86%122.93%-60.10%-1.81%-80.93%19.77%58.11%
SE
Sea Limited
-16.33%20.24%161.98%-22.16%-76.74%12.39%394.90%255.30%-15.08%-17.97%

Correlation

The correlation between WVE and SE is 0.13, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.13

Correlation (3Y)
Balances recent behavior with more history.

0.16

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.20

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

0.19

Fundamentals

Market Cap

WVE:

$1.06B

SE:

$64.08B

EPS

WVE:

-$1.08

SE:

$2.53

PS Ratio

WVE:

15.81

SE:

2.70

PB Ratio

WVE:

2.46

SE:

5.28

Total Revenue (TTM)

WVE:

$65.37M

SE:

$25.19B

Gross Profit (TTM)

WVE:

$22.59M

SE:

$11.15B

EBITDA (TTM)

WVE:

-$200.12M

SE:

$2.33B

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Return for Risk

WVE vs. SE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WVE
WVE Risk / Return Rank: 4242
Overall Rank
WVE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
WVE Sortino Ratio Rank: 5555
Sortino Ratio Rank
WVE Omega Ratio Rank: 5959
Omega Ratio Rank
WVE Calmar Ratio Rank: 2929
Calmar Ratio Rank
WVE Martin Ratio Rank: 3131
Martin Ratio Rank

SE
SE Risk / Return Rank: 2121
Overall Rank
SE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SE Sortino Ratio Rank: 1717
Sortino Ratio Rank
SE Omega Ratio Rank: 1818
Omega Ratio Rank
SE Calmar Ratio Rank: 2525
Calmar Ratio Rank
SE Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WVE vs. SE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wave Life Sciences Ltd. (WVE) and Sea Limited (SE). 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.


WVESEDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+1.56

Omega ratioGain probability vs. loss probability

1.13

0.91

+0.22

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.53

+0.10

Martin ratioReturn relative to average drawdown

-0.68

-0.79

+0.11

WVE vs. SE - Sharpe Ratio Comparison

The current WVE Sharpe Ratio is -0.19, which is higher than the SE Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of WVE and SE, 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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Drawdowns

WVE vs. SE - Drawdown Comparison

The maximum WVE drawdown since its inception was -97.77%, which is greater than SE's maximum drawdown of -90.51%. Use the drawdown chart below to compare losses from any high point for WVE and SE.


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Drawdown Indicators


WVESEDifference

Max Drawdown

Largest peak-to-trough decline

-97.77%

-90.51%

-7.26%

Max Drawdown (1Y)

Largest decline over 1 year

-74.14%

-60.22%

-13.92%

Max Drawdown (3Y)

Largest decline over 3 years

-74.14%

-60.22%

-13.92%

Max Drawdown (5Y)

Largest decline over 5 years

-81.08%

-90.51%

+9.43%

Max Drawdown (10Y)

Largest decline over 10 years

-97.77%

Current Drawdown

Current decline from peak

-90.02%

-70.91%

-19.11%

Average Drawdown

Average peak-to-trough decline

-65.12%

-44.53%

-20.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.26%

40.54%

+6.72%

Volatility

WVE vs. SE - Volatility Comparison

Wave Life Sciences Ltd. (WVE) has a higher volatility of 12.84% compared to Sea Limited (SE) at 11.04%. This indicates that WVE's price experiences larger fluctuations and is considered to be riskier than SE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WVESEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.84%

11.04%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

77.83%

39.24%

+38.59%

Volatility (1Y)

Calculated over the trailing 1-year period

168.16%

51.46%

+116.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.49%

64.24%

+50.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.68%

62.35%

+36.33%

Dividends

WVE vs. SE - Dividend Comparison

Neither WVE nor SE has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

WVE vs. SE - Financials Comparison

This section allows you to compare key financial metrics between Wave Life Sciences Ltd. and Sea Limited. 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


Values in USD except per share items

Frequently Asked Questions


WVE and SE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WVE has higher volatility (12.84%) compared to SE (11.04%). In terms of maximum drawdown, WVE dropped -97.77% vs SE's -90.51%.

WVE currently has the higher Sharpe Ratio (-0.19 vs -0.62), 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 WVE and SE

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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