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

Performance

YMM vs. SE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Full Truck Alliance Co. Ltd. (YMM) 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, YMM achieves a -14.41% return, which is significantly higher than SE's -29.87% return.


YMM

1D
-4.42%
1M
5.45%
YTD
-14.41%
6M
-18.87%
1Y
-21.38%
3Y*
14.68%
5Y*
10Y*

SE

1D
-3.95%
1M
4.74%
YTD
-29.87%
6M
-33.75%
1Y
-46.03%
3Y*
14.63%
5Y*
-19.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YMM vs. SE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
YMM
Full Truck Alliance Co. Ltd.
-14.41%0.79%57.39%-12.38%-4.42%-61.07%
SE
Sea Limited
-29.87%20.24%161.98%-22.16%-76.74%-20.35%

Correlation

The correlation between YMM and SE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2021

0.42

Fundamentals

Market Cap

YMM:

$9.49B

SE:

$56.91B

EPS

YMM:

$3.93

SE:

$2.57

PE Ratio

YMM:

2.31

SE:

34.75

PEG Ratio

YMM:

0.01

SE:

0.16

PS Ratio

YMM:

0.76

SE:

2.22

PB Ratio

YMM:

0.24

SE:

4.43

Total Revenue (TTM)

YMM:

$12.58B

SE:

$25.19B

Gross Profit (TTM)

YMM:

$7.94B

SE:

$11.15B

EBITDA (TTM)

YMM:

$4.33B

SE:

$2.33B

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Return for Risk

YMM vs. SE — Risk / Return Rank

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

YMM
YMM Risk / Return Rank: 2020
Overall Rank
YMM Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
YMM Sortino Ratio Rank: 1919
Sortino Ratio Rank
YMM Omega Ratio Rank: 1919
Omega Ratio Rank
YMM Calmar Ratio Rank: 2323
Calmar Ratio Rank
YMM Martin Ratio Rank: 2323
Martin Ratio Rank

SE
SE Risk / Return Rank: 99
Overall Rank
SE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SE Sortino Ratio Rank: 66
Sortino Ratio Rank
SE Omega Ratio Rank: 88
Omega Ratio Rank
SE Calmar Ratio Rank: 1212
Calmar Ratio Rank
SE Martin Ratio Rank: 1111
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.

YMM vs. SE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Full Truck Alliance Co. Ltd. (YMM) 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.


YMMSEDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

0.93

0.83

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.51

-0.77

+0.25

Martin ratioReturn relative to average drawdown

-0.90

-1.30

+0.40

YMM vs. SE - Sharpe Ratio Comparison

The current YMM Sharpe Ratio is -0.54, which is higher than the SE Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of YMM 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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Sharpe Ratios by Period


YMMSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

-0.92

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.35

-0.56

Drawdowns

YMM vs. SE - Drawdown Comparison

The maximum YMM drawdown since its inception was -78.37%, smaller than the maximum SE drawdown of -90.51%. Use the drawdown chart below to compare losses from any high point for YMM and SE.


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Drawdown Indicators


YMMSEDifference

Max Drawdown

Largest peak-to-trough decline

-78.37%

-90.51%

+12.14%

Max Drawdown (1Y)

Largest decline over 1 year

-41.92%

-60.22%

+18.30%

Max Drawdown (3Y)

Largest decline over 3 years

-41.92%

-60.22%

+18.30%

Max Drawdown (5Y)

Largest decline over 5 years

-90.51%

Current Drawdown

Current decline from peak

-55.73%

-75.62%

+19.89%

Average Drawdown

Average peak-to-trough decline

-56.18%

-44.02%

-12.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.91%

35.47%

-11.56%

Volatility

YMM vs. SE - Volatility Comparison

The current volatility for Full Truck Alliance Co. Ltd. (YMM) is 14.07%, while Sea Limited (SE) has a volatility of 18.82%. This indicates that YMM experiences smaller price fluctuations and is considered to be less risky 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


YMMSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.07%

18.82%

-4.75%

Volatility (6M)

Calculated over the trailing 6-month period

24.23%

37.41%

-13.18%

Volatility (1Y)

Calculated over the trailing 1-year period

39.66%

50.27%

-10.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.09%

64.07%

+9.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.09%

62.63%

+10.46%

Dividends

YMM vs. SE - Dividend Comparison

YMM's dividend yield for the trailing twelve months is around 1.98%, while SE has not paid dividends to shareholders.


PositionTTM20252024
SE
Sea Limited
0.00%0.00%0.00%
YMM
Full Truck Alliance Co. Ltd.
1.98%1.79%1.33%

Financials

YMM vs. SE - Financials Comparison

This section allows you to compare key financial metrics between Full Truck Alliance Co. 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


1.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
2.83B
7.10B
(YMM) Total Revenue
(SE) Total Revenue
Values in USD except per share items

YMM vs. SE - Profitability Comparison

The chart below illustrates the profitability comparison between Full Truck Alliance Co. Ltd. and Sea Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
73.5%
44.3%
Portfolio components
YMM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Full Truck Alliance Co. Ltd. reported a gross profit of 2.08B and revenue of 2.83B. Therefore, the gross margin over that period was 73.5%.

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%.

YMM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Full Truck Alliance Co. Ltd. reported an operating income of 983.93M and revenue of 2.83B, resulting in an operating margin of 34.8%.

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%.

YMM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Full Truck Alliance Co. Ltd. reported a net income of 984.91M and revenue of 2.83B, resulting in a net margin of 34.8%.

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%.


Frequently Asked Questions


YMM and SE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SE has higher volatility (18.82%) compared to YMM (14.07%). In terms of maximum drawdown, YMM dropped -78.37% vs SE's -90.51%.

YMM currently has the higher Sharpe Ratio (-0.54 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

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