WB vs. MOMO

Last updated Apr 2, 2026

Compare and contrast key facts about Weibo Corporation (WB) and Momo Inc. (MOMO).

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.

WB vs. MOMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WB Weibo Corporation	-14.19%	19.50%	-3.98%	-39.08%	-38.28%	-24.42%	-11.56%	-20.67%	-43.52%	154.83%
MOMO Momo Inc.	-10.53%	-10.17%	21.75%	-15.26%	12.98%	-32.96%	-56.80%	43.24%	-2.98%	33.19%

Fundamentals

Market Cap WB : $2.10B MOMO : $968.53M
EPS WB : $1.73 MOMO : $4.78
PE Ratio WB : 5.06 MOMO : 1.23
PS Ratio WB : 1.29 MOMO : 0.10
PB Ratio WB : 0.54 MOMO : 0.09
Total Revenue (TTM) WB : $1.76B MOMO : $10.29B
Gross Profit (TTM) WB : $1.34B MOMO : $3.88B
EBITDA (TTM) WB : $480.30M MOMO : $1.39B

Returns By Period

In the year-to-date period, WB achieves a -14.19% return, which is significantly lower than MOMO's -10.53% return. Over the past 10 years, WB has underperformed MOMO with an annualized return of -4.40%, while MOMO has yielded a comparatively higher -1.68% annualized return.

WB

• 1D: 0.23%
• 1M: -10.96%
• YTD: -14.19%
• 6M: -30.06%
• 1Y: 3.63%
• 3Y*: -17.00%
• 5Y*: -25.51%
• 10Y*: -4.40%

MOMO

• 1D: 1.74%
• 1M: -9.85%
• YTD: -10.53%
• 6M: -21.55%
• 1Y: -1.18%
• 3Y*: -6.47%
• 5Y*: -10.42%
• 10Y*: -1.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WB vs. MOMO — Risk / Return Rank

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

WB

WB Risk / Return Rank: 42
WB Sharpe Ratio Rank: 44
WB Sortino Ratio Rank: 40
WB Omega Ratio Rank: 39
WB Calmar Ratio Rank: 43
WB Martin Ratio Rank: 43

MOMO

MOMO Risk / Return Rank: 36
MOMO Sharpe Ratio Rank: 39
MOMO Sortino Ratio Rank: 33
MOMO Omega Ratio Rank: 32
MOMO Calmar Ratio Rank: 38
MOMO Martin Ratio Rank: 38

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.

WB vs. MOMO - Risk-Adjusted Trends 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.

	WB	MOMO	Difference
Sharpe ratio Return per unit of total volatility	0.10	-0.04	+0.13
Sortino ratio Return per unit of downside risk	0.43	0.20	+0.23
Omega ratio Gain probability vs. loss probability	1.05	1.02	+0.03
Calmar ratio Return relative to maximum drawdown	0.10	-0.05	+0.15
Martin ratio Return relative to average drawdown	0.23	-0.09	+0.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WB vs. MOMO - Sharpe Ratio Comparison

The current WB Sharpe Ratio is 0.10, which is higher than the MOMO Sharpe Ratio of -0.04. 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.

Sharpe Ratios by Period

	WB	MOMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.10	-0.04	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.50	-0.17	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.09	-0.03	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	-0.06	-0.03

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.

Dividends

WB vs. MOMO - Dividend Comparison

WB's dividend yield for the trailing twelve months is around 9.35%, more than MOMO's 5.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
WB Weibo Corporation	9.35%	8.02%	8.59%	7.76%	0.00%	0.00%	0.00%	0.00%
MOMO Momo Inc.	5.12%	4.58%	7.00%	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.

Drawdown Indicators

	WB	MOMO	Difference
Max Drawdown Largest peak-to-trough decline	-94.02%	-90.31%	-3.71%
Max Drawdown (1Y) Largest decline over 1 year	-33.20%	-37.50%	+4.30%
Max Drawdown (5Y) Largest decline over 5 years	-86.67%	-70.18%	-16.49%
Max Drawdown (10Y) Largest decline over 10 years	-94.02%	-90.31%	-3.71%
Current Drawdown Current decline from peak	-91.79%	-82.86%	-8.93%
Average Drawdown Average peak-to-trough decline	-57.37%	-53.85%	-3.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.74%	20.18%	-5.44%

Volatility

WB vs. MOMO - Volatility Comparison

Weibo Corporation (WB) has a higher volatility of 12.17% compared to Momo Inc. (MOMO) at 9.38%. This indicates that WB's price experiences larger fluctuations and is considered to be riskier than MOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WB	MOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.17%	9.38%	+2.79%
Volatility (6M) Calculated over the trailing 6-month period	22.01%	19.58%	+2.43%
Volatility (1Y) Calculated over the trailing 1-year period	36.89%	33.57%	+3.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.65%	61.74%	-10.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.86%	61.25%	-9.39%

Financials

WB vs. MOMO - Profitability Comparison

The chart below illustrates the profitability comparison between Weibo Corporation and Momo Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

WB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Weibo Corporation reported a gross profit of 351.39M and revenue of 475.32M. Therefore, the gross margin over that period was 73.9%.

MOMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Momo Inc. reported a gross profit of 944.32M and revenue of 2.54B. Therefore, the gross margin over that period was 37.2%.

WB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Weibo Corporation reported an operating income of 92.00M and revenue of 475.32M, resulting in an operating margin of 19.4%.

MOMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Momo Inc. reported an operating income of 293.25M and revenue of 2.54B, resulting in an operating margin of 11.5%.

WB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Weibo Corporation reported a net income of -4.74M and revenue of 475.32M, resulting in a net margin of -1.0%.

MOMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Momo Inc. reported a net income of 234.06M and revenue of 2.54B, resulting in a net margin of 9.2%.