WB vs. MOMO
WB (Weibo Corporation) and MOMO (Momo Inc.) are both stocks. Both operate in the Internet Content & Information industry within the Communication Services sector. Over the past 10 years, WB returned -8.71%/yr vs -2.73%/yr for MOMO. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
WB vs. MOMO - Performance Comparison
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Returns By Period
In the year-to-date period, WB achieves a -17.15% return, which is significantly lower than MOMO's -7.88% return. Over the past 10 years, WB has underperformed MOMO with an annualized return of -8.71%, while MOMO has yielded a comparatively higher -2.73% annualized return.
WB
- 1D
- -1.49%
- 1M
- -5.27%
- YTD
- -17.15%
- 6M
- -18.03%
- 1Y
- -7.77%
- 3Y*
- -8.62%
- 5Y*
- -25.34%
- 10Y*
- -8.71%
MOMO
- 1D
- 0.00%
- 1M
- -7.54%
- YTD
- -7.88%
- 6M
- -13.06%
- 1Y
- -1.73%
- 3Y*
- -7.62%
- 5Y*
- -9.03%
- 10Y*
- -2.73%
WB vs. MOMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WB Weibo Corporation | -17.15% | 19.50% | -3.98% | -39.08% | -38.28% | -24.42% | -11.56% | -20.67% | -43.52% | 154.83% |
MOMO Momo Inc. | -7.88% | -10.17% | 21.75% | -15.26% | 12.98% | -32.96% | -56.80% | 43.24% | -2.98% | 33.19% |
Correlation
The correlation between WB and MOMO is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2014 | 0.56 |
The correlation between WB and MOMO shifts across timeframes, from 0.53 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
WB:
$2.14B
MOMO:
$925.41M
WB:
$1.44
MOMO:
$4.44
WB:
5.50
MOMO:
1.30
WB:
1.16
MOMO:
0.09
WB:
0.55
MOMO:
0.09
WB:
$1.78B
MOMO:
$10.22B
WB:
$1.33B
MOMO:
$3.89B
WB:
$445.88M
MOMO:
$1.70B
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Return for Risk
WB vs. MOMO — Risk / Return Rank
WB
MOMO
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 ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.02 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | -0.05 | -0.18 |
| Martin ratioReturn relative to average drawdown | -0.40 | -0.07 | -0.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WB | MOMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | -0.05 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | -0.15 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.17 | -0.05 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | -0.06 | -0.03 |
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.
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Drawdown Indicators
| WB | MOMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.02% | -90.31% | -3.71% |
Max Drawdown (1Y)Largest decline over 1 year | -34.59% | -37.50% | +2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -50.16% | -50.91% | +0.75% |
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 DrawdownCurrent decline from peak | -92.08% | -82.36% | -9.72% |
Average DrawdownAverage peak-to-trough decline | -57.85% | -54.26% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.30% | 23.57% | -4.27% |
Volatility
WB vs. MOMO - Volatility Comparison
The current volatility for Weibo Corporation (WB) is 8.38%, while Momo Inc. (MOMO) has a volatility of 9.67%. This indicates that WB experiences smaller price fluctuations and is considered to be less risky than MOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WB | MOMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.38% | 9.67% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 20.63% | 21.12% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.55% | 32.93% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.45% | 61.72% | -10.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.42% | 59.54% | -8.12% |
Dividends
WB vs. MOMO - Dividend Comparison
WB's dividend yield for the trailing twelve months is around 7.71%, more than MOMO's 4.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
MOMO Momo Inc. | 4.86% | 4.58% | 7.00% | 10.36% | 7.13% | 7.13% | 5.44% | 1.85% |
WB Weibo Corporation | 7.71% | 8.02% | 8.59% | 7.76% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
WB vs. MOMO - Profitability Comparison
WB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Weibo Corporation reported a gross profit of 303.58M and revenue of 421.33M. Therefore, the gross margin over that period was 72.1%.
MOMO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Momo Inc. reported a gross profit of 917.07M and revenue of 2.37B. Therefore, the gross margin over that period was 38.7%.
WB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Weibo Corporation reported an operating income of 110.92M and revenue of 421.33M, resulting in an operating margin of 26.3%.
MOMO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Momo Inc. reported an operating income of 295.46M and revenue of 2.37B, resulting in an operating margin of 12.5%.
WB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Weibo Corporation reported a net income of 34.72M and revenue of 421.33M, resulting in a net margin of 8.2%.
MOMO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Momo Inc. reported a net income of 289.29M and revenue of 2.37B, resulting in a net margin of 12.2%.
Frequently Asked Questions
WB and MOMO have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MOMO has higher volatility (9.67%) compared to WB (8.38%). In terms of maximum drawdown, WB dropped -94.02% vs MOMO's -90.31%.
MOMO currently has the higher Sharpe Ratio (-0.05 vs -0.23), 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.
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