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

Correlation

The correlation between WB and MOMO 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

WB vs. MOMO - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-27.51%
-34.45%
WB
MOMO

Key characteristics

Sharpe Ratio

WB:

0.05

MOMO:

0.48

Sortino Ratio

WB:

0.46

MOMO:

0.92

Omega Ratio

WB:

1.05

MOMO:

1.13

Calmar Ratio

WB:

0.03

MOMO:

0.26

Martin Ratio

WB:

0.15

MOMO:

1.80

Ulcer Index

WB:

18.85%

MOMO:

12.70%

Daily Std Dev

WB:

51.13%

MOMO:

47.42%

Max Drawdown

WB:

-94.02%

MOMO:

-90.31%

Current Drawdown

WB:

-91.80%

MOMO:

-79.29%

Fundamentals

Market Cap

WB:

$2.35B

MOMO:

$1.29B

EPS

WB:

$1.46

MOMO:

$0.94

PE Ratio

WB:

6.70

MOMO:

7.97

PEG Ratio

WB:

4.85

MOMO:

0.92

Total Revenue (TTM)

WB:

$1.76B

MOMO:

$10.62B

Gross Profit (TTM)

WB:

$1.39B

MOMO:

$4.30B

EBITDA (TTM)

WB:

$543.01M

MOMO:

$2.11B

Returns By Period

In the year-to-date period, WB achieves a -1.67% return, which is significantly lower than MOMO's 18.27% return. Over the past 10 years, WB has underperformed MOMO with an annualized return of -2.23%, while MOMO has yielded a comparatively higher -0.62% annualized return.


WB

YTD

-1.67%

1M

3.38%

6M

27.34%

1Y

-0.85%

5Y*

-24.66%

10Y*

-2.23%

MOMO

YTD

18.27%

1M

12.80%

6M

22.39%

1Y

20.00%

5Y*

-20.49%

10Y*

-0.62%

*Annualized

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Risk-Adjusted Performance

WB vs. MOMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Weibo Corporation (WB) and Momo Inc. (MOMO). 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 WB, currently valued at 0.05, compared to the broader market-4.00-2.000.002.000.050.48
The chart of Sortino ratio for WB, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.460.92
The chart of Omega ratio for WB, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.13
The chart of Calmar ratio for WB, currently valued at 0.03, compared to the broader market0.002.004.006.000.030.26
The chart of Martin ratio for WB, currently valued at 0.15, compared to the broader market0.005.0010.0015.0020.0025.000.151.80
WB
MOMO

The current WB Sharpe Ratio is 0.05, which is lower than the MOMO Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of WB and MOMO, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
0.05
0.48
WB
MOMO

Dividends

WB vs. MOMO - Dividend Comparison

WB's dividend yield for the trailing twelve months is around 8.38%, more than MOMO's 7.21% yield.


TTM20232022202120202019
WB
Weibo Corporation
8.38%7.76%0.00%0.00%0.00%0.00%
MOMO
Momo Inc.
7.21%10.36%7.13%7.13%5.44%1.85%

Drawdowns

WB vs. MOMO - Drawdown Comparison

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


-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-91.80%
-79.29%
WB
MOMO

Volatility

WB vs. MOMO - Volatility Comparison

Weibo Corporation (WB) and Momo Inc. (MOMO) have volatilities of 12.72% and 12.50%, 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.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.72%
12.50%
WB
MOMO

Financials

WB vs. MOMO - Financials Comparison

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


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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