PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LOGI vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LOGI and GOOG is 0.42, 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.


-0.50.00.51.00.4

Performance

LOGI vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Logitech International SA (LOGI) and Alphabet Inc. (GOOG). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-12.26%
7.31%
LOGI
GOOG

Key characteristics

Sharpe Ratio

LOGI:

-0.30

GOOG:

1.40

Sortino Ratio

LOGI:

-0.20

GOOG:

1.93

Omega Ratio

LOGI:

0.97

GOOG:

1.26

Calmar Ratio

LOGI:

-0.22

GOOG:

1.74

Martin Ratio

LOGI:

-0.74

GOOG:

4.26

Ulcer Index

LOGI:

12.16%

GOOG:

9.07%

Daily Std Dev

LOGI:

30.18%

GOOG:

27.64%

Max Drawdown

LOGI:

-81.61%

GOOG:

-44.60%

Current Drawdown

LOGI:

-36.22%

GOOG:

-2.62%

Fundamentals

Market Cap

LOGI:

$12.76B

GOOG:

$2.40T

EPS

LOGI:

$4.48

GOOG:

$7.55

PE Ratio

LOGI:

18.67

GOOG:

26.11

PEG Ratio

LOGI:

3.81

GOOG:

1.24

Total Revenue (TTM)

LOGI:

$4.45B

GOOG:

$339.76B

Gross Profit (TTM)

LOGI:

$1.89B

GOOG:

$196.73B

EBITDA (TTM)

LOGI:

$753.31M

GOOG:

$121.22B

Returns By Period

In the year-to-date period, LOGI achieves a -11.29% return, which is significantly lower than GOOG's 37.41% return. Both investments have delivered pretty close results over the past 10 years, with LOGI having a 22.06% annualized return and GOOG not far ahead at 22.07%.


LOGI

YTD

-11.29%

1M

4.70%

6M

-12.26%

1Y

-9.55%

5Y*

14.11%

10Y*

22.06%

GOOG

YTD

37.41%

1M

8.94%

6M

7.31%

1Y

36.57%

5Y*

23.51%

10Y*

22.07%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LOGI vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Logitech International SA (LOGI) and Alphabet Inc. (GOOG). 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.


Sharpe ratio
The chart of Sharpe ratio for LOGI, currently valued at -0.30, compared to the broader market-4.00-2.000.002.00-0.301.40
The chart of Sortino ratio for LOGI, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.201.93
The chart of Omega ratio for LOGI, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.26
The chart of Calmar ratio for LOGI, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.221.74
The chart of Martin ratio for LOGI, currently valued at -0.74, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.744.26
LOGI
GOOG

The current LOGI Sharpe Ratio is -0.30, which is lower than the GOOG Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of LOGI and GOOG, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.30
1.40
LOGI
GOOG

Dividends

LOGI vs. GOOG - Dividend Comparison

LOGI's dividend yield for the trailing twelve months is around 3.25%, more than GOOG's 0.31% yield.


TTM20232022202120202019201820172016201520142013
LOGI
Logitech International SA
3.25%1.23%1.57%1.14%0.90%1.56%2.21%1.87%2.32%3.38%3.65%1.53%
GOOG
Alphabet Inc.
0.31%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. GOOG - Drawdown Comparison

The maximum LOGI drawdown since its inception was -81.61%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for LOGI and GOOG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-36.22%
-2.62%
LOGI
GOOG

Volatility

LOGI vs. GOOG - Volatility Comparison

The current volatility for Logitech International SA (LOGI) is 6.93%, while Alphabet Inc. (GOOG) has a volatility of 11.21%. This indicates that LOGI experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.93%
11.21%
LOGI
GOOG

Financials

LOGI vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Logitech International SA and Alphabet 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab