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LOGI vs. CRSR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


LOGICRSR
YTD Return-15.12%-51.13%
1Y Return-5.40%-47.52%
3Y Return (Ann)1.55%-36.11%
Sharpe Ratio-0.13-1.01
Sortino Ratio0.03-1.43
Omega Ratio1.000.82
Calmar Ratio-0.09-0.53
Martin Ratio-0.35-1.36
Ulcer Index10.84%34.85%
Daily Std Dev29.93%47.17%
Max Drawdown-81.61%-88.86%
Current Drawdown-38.97%-86.56%

Fundamentals


LOGICRSR
Market Cap$11.81B$742.32M
EPS$4.48-$0.38
Total Revenue (TTM)$4.45B$1.32B
Gross Profit (TTM)$1.89B$322.06M
EBITDA (TTM)$749.46M-$5.88M

Correlation

-0.50.00.51.00.4

The correlation between LOGI and CRSR is 0.43, 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

LOGI vs. CRSR - Performance Comparison

In the year-to-date period, LOGI achieves a -15.12% return, which is significantly higher than CRSR's -51.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-9.57%
-38.43%
LOGI
CRSR

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Risk-Adjusted Performance

LOGI vs. CRSR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Logitech International SA (LOGI) and Corsair Gaming, Inc. (CRSR). 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.


LOGI
Sharpe ratio
The chart of Sharpe ratio for LOGI, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.00-0.13
Sortino ratio
The chart of Sortino ratio for LOGI, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.006.000.03
Omega ratio
The chart of Omega ratio for LOGI, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for LOGI, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09
Martin ratio
The chart of Martin ratio for LOGI, currently valued at -0.35, compared to the broader market0.0010.0020.0030.00-0.35
CRSR
Sharpe ratio
The chart of Sharpe ratio for CRSR, currently valued at -1.01, compared to the broader market-4.00-2.000.002.004.00-1.01
Sortino ratio
The chart of Sortino ratio for CRSR, currently valued at -1.43, compared to the broader market-4.00-2.000.002.004.006.00-1.43
Omega ratio
The chart of Omega ratio for CRSR, currently valued at 0.82, compared to the broader market0.501.001.502.000.82
Calmar ratio
The chart of Calmar ratio for CRSR, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.53
Martin ratio
The chart of Martin ratio for CRSR, currently valued at -1.36, compared to the broader market0.0010.0020.0030.00-1.36

LOGI vs. CRSR - Sharpe Ratio Comparison

The current LOGI Sharpe Ratio is -0.13, which is higher than the CRSR Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of LOGI and CRSR, 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-2.00-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-0.13
-1.01
LOGI
CRSR

Dividends

LOGI vs. CRSR - Dividend Comparison

LOGI's dividend yield for the trailing twelve months is around 3.39%, while CRSR has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
LOGI
Logitech International SA
3.39%1.23%1.57%1.14%0.90%1.56%2.21%1.87%2.32%3.38%3.65%1.53%
CRSR
Corsair Gaming, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LOGI vs. CRSR - Drawdown Comparison

The maximum LOGI drawdown since its inception was -81.61%, smaller than the maximum CRSR drawdown of -88.86%. Use the drawdown chart below to compare losses from any high point for LOGI and CRSR. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-38.97%
-86.56%
LOGI
CRSR

Volatility

LOGI vs. CRSR - Volatility Comparison

Logitech International SA (LOGI) and Corsair Gaming, Inc. (CRSR) have volatilities of 14.33% and 14.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
14.33%
14.64%
LOGI
CRSR

Financials

LOGI vs. CRSR - Financials Comparison

This section allows you to compare key financial metrics between Logitech International SA and Corsair Gaming, 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