There isn't a direct Greek equivalent of the name "Margo." Greek names often have different roots and meanings. To find a Greek name that *sounds* similar or shares a similar meaning (if you know the meaning you associate with Margo), would require more information.
For example, if Margo is seen as a short form of Margaret, the Greek equivalent would be Μαργαρίτα (Margarita). But if it's seen as connected to another meaning, a different suggestion would be needed.