WB vs. MOMO

In the year-to-date period, WB achieves a -5.17% return, which is significantly higher than MOMO's -22.10% return. Over the past 10 years, WB has underperformed MOMO with an annualized return of -4.44%, while MOMO has yielded a comparatively higher -2.10% annualized return.

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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.

The current WB Sharpe Ratio is 0.23, which is higher than the MOMO Sharpe Ratio of 0.11. 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.

WB's dividend yield for the trailing twelve months is around 10.11%, more than MOMO's 5.28% yield.

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.

Weibo Corporation (WB) has a higher volatility of 16.73% compared to Momo Inc. (MOMO) at 12.09%. 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.

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.