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MOMO vs. WB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MOMO and WB is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

MOMO vs. WB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Momo Inc. (MOMO) and Weibo Corporation (WB). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
17.31%
12.65%
MOMO
WB

Key characteristics

Sharpe Ratio

MOMO:

0.34

WB:

-0.07

Sortino Ratio

MOMO:

0.76

WB:

0.28

Omega Ratio

MOMO:

1.11

WB:

1.03

Calmar Ratio

MOMO:

0.19

WB:

-0.04

Martin Ratio

MOMO:

1.31

WB:

-0.19

Ulcer Index

MOMO:

12.39%

WB:

17.89%

Daily Std Dev

MOMO:

47.93%

WB:

50.99%

Max Drawdown

MOMO:

-90.31%

WB:

-94.02%

Current Drawdown

MOMO:

-80.14%

WB:

-92.24%

Fundamentals

Market Cap

MOMO:

$1.33B

WB:

$2.35B

EPS

MOMO:

$0.94

WB:

$1.46

PE Ratio

MOMO:

8.20

WB:

6.54

PEG Ratio

MOMO:

0.92

WB:

4.85

Total Revenue (TTM)

MOMO:

$8.06B

WB:

$1.37B

Gross Profit (TTM)

MOMO:

$3.24B

WB:

$1.08B

EBITDA (TTM)

MOMO:

$1.63B

WB:

$452.38M

Returns By Period

In the year-to-date period, MOMO achieves a -6.87% return, which is significantly lower than WB's -3.04% return. Over the past 10 years, MOMO has outperformed WB with an annualized return of -1.28%, while WB has yielded a comparatively lower -2.90% annualized return.


MOMO

YTD

-6.87%

1M

7.81%

6M

17.32%

1Y

17.96%

5Y*

-21.87%

10Y*

-1.28%

WB

YTD

-3.04%

1M

-3.24%

6M

12.65%

1Y

-2.16%

5Y*

-26.41%

10Y*

-2.90%

*Annualized

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Risk-Adjusted Performance

MOMO vs. WB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Momo Inc. (MOMO) and Weibo Corporation (WB). 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.


Sharpe ratio
The chart of Sharpe ratio for MOMO, currently valued at 0.34, compared to the broader market-4.00-2.000.002.000.34-0.07
The chart of Sortino ratio for MOMO, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.760.28
The chart of Omega ratio for MOMO, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.03
The chart of Calmar ratio for MOMO, currently valued at 0.19, compared to the broader market0.002.004.006.000.19-0.04
The chart of Martin ratio for MOMO, currently valued at 1.31, compared to the broader market0.005.0010.0015.0020.0025.001.31-0.19
MOMO
WB

The current MOMO Sharpe Ratio is 0.34, which is higher than the WB Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of MOMO and WB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
0.34
-0.07
MOMO
WB

Dividends

MOMO vs. WB - Dividend Comparison

MOMO's dividend yield for the trailing twelve months is around 7.52%, less than WB's 8.86% yield.


TTM202420232022202120202019
MOMO
Momo Inc.
7.52%7.00%10.36%7.13%7.13%5.44%1.85%
WB
Weibo Corporation
8.86%8.59%7.76%0.00%0.00%0.00%0.00%

Drawdowns

MOMO vs. WB - Drawdown Comparison

The maximum MOMO drawdown since its inception was -90.31%, roughly equal to the maximum WB drawdown of -94.02%. Use the drawdown chart below to compare losses from any high point for MOMO and WB. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%AugustSeptemberOctoberNovemberDecember2025
-80.14%
-92.24%
MOMO
WB

Volatility

MOMO vs. WB - Volatility Comparison

Momo Inc. (MOMO) has a higher volatility of 14.28% compared to Weibo Corporation (WB) at 12.35%. This indicates that MOMO's price experiences larger fluctuations and is considered to be riskier than WB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
14.28%
12.35%
MOMO
WB

Financials

MOMO vs. WB - Financials Comparison

This section allows you to compare key financial metrics between Momo Inc. and Weibo Corporation. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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