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

Key characteristics


WBMOMO
YTD Return-17.55%6.12%
1Y Return-26.06%2.01%
3Y Return (Ann)-39.88%-12.94%
5Y Return (Ann)-26.15%-23.84%
Sharpe Ratio-0.430.10
Sortino Ratio-0.330.47
Omega Ratio0.961.07
Calmar Ratio-0.240.06
Martin Ratio-0.900.38
Ulcer Index24.71%12.75%
Daily Std Dev51.67%47.63%
Max Drawdown-94.02%-90.31%
Current Drawdown-93.13%-81.42%

Fundamentals


WBMOMO
Market Cap$2.11B$1.20B
EPS$1.29$1.00
PE Ratio6.416.83
PEG Ratio4.850.92
Total Revenue (TTM)$1.30B$7.94B
Gross Profit (TTM)$1.02B$3.25B
EBITDA (TTM)$397.19M$1.12B

Correlation

-0.50.00.51.00.6

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.

Performance

WB vs. MOMO - Performance Comparison

In the year-to-date period, WB achieves a -17.55% return, which is significantly lower than MOMO's 6.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-18.33%
10.71%
WB
MOMO

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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.


WB
Sharpe ratio
The chart of Sharpe ratio for WB, currently valued at -0.43, compared to the broader market-4.00-2.000.002.004.00-0.43
Sortino ratio
The chart of Sortino ratio for WB, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.006.00-0.33
Omega ratio
The chart of Omega ratio for WB, currently valued at 0.96, compared to the broader market0.501.001.502.000.96
Calmar ratio
The chart of Calmar ratio for WB, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.24
Martin ratio
The chart of Martin ratio for WB, currently valued at -0.90, compared to the broader market0.0010.0020.0030.00-0.90
MOMO
Sharpe ratio
The chart of Sharpe ratio for MOMO, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.10
Sortino ratio
The chart of Sortino ratio for MOMO, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.006.000.47
Omega ratio
The chart of Omega ratio for MOMO, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for MOMO, currently valued at 0.06, compared to the broader market0.002.004.006.000.06
Martin ratio
The chart of Martin ratio for MOMO, currently valued at 0.38, compared to the broader market0.0010.0020.0030.000.38

WB vs. MOMO - Sharpe Ratio Comparison

The current WB Sharpe Ratio is -0.43, which is lower than the MOMO Sharpe Ratio of 0.10. 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.43
0.10
WB
MOMO

Dividends

WB vs. MOMO - Dividend Comparison

WB's dividend yield for the trailing twelve months is around 10.00%, more than MOMO's 8.04% yield.


TTM20232022202120202019
WB
Weibo Corporation
10.00%7.76%0.00%0.00%0.00%0.00%
MOMO
Momo Inc.
8.04%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%JuneJulyAugustSeptemberOctoberNovember
-93.13%
-81.42%
WB
MOMO

Volatility

WB vs. MOMO - Volatility Comparison

Weibo Corporation (WB) has a higher volatility of 13.95% compared to Momo Inc. (MOMO) at 13.07%. 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.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
13.95%
13.07%
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