LOGI vs. MSFT
Compare and contrast key facts about Logitech International SA (LOGI) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LOGI or MSFT.
Key characteristics
| LOGI | MSFT | |
|---|---|---|
| YTD Return | -15.12% | 14.14% |
| 1Y Return | -5.40% | 16.11% |
| 3Y Return (Ann) | 1.55% | 9.25% |
| 5Y Return (Ann) | 14.82% | 24.47% |
| 10Y Return (Ann) | 21.28% | 26.07% |
| Sharpe Ratio | -0.13 | 0.83 |
| Sortino Ratio | 0.03 | 1.17 |
| Omega Ratio | 1.00 | 1.15 |
| Calmar Ratio | -0.09 | 1.04 |
| Martin Ratio | -0.35 | 2.54 |
| Ulcer Index | 10.84% | 6.37% |
| Daily Std Dev | 29.93% | 19.56% |
| Max Drawdown | -81.61% | -69.41% |
| Current Drawdown | -38.97% | -8.53% |
Fundamentals
| LOGI | MSFT | |
|---|---|---|
| Market Cap | $11.81B | $3.15T |
| EPS | $4.48 | $12.12 |
| PE Ratio | 17.25 | 34.90 |
| PEG Ratio | 3.70 | 2.21 |
| Total Revenue (TTM) | $4.45B | $254.19B |
| Gross Profit (TTM) | $1.89B | $176.28B |
| EBITDA (TTM) | $749.46M | $139.70B |
Correlation
The correlation between LOGI and MSFT is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
LOGI vs. MSFT - Performance Comparison
In the year-to-date period, LOGI achieves a -15.12% return, which is significantly lower than MSFT's 14.14% return. Over the past 10 years, LOGI has underperformed MSFT with an annualized return of 21.28%, while MSFT has yielded a comparatively higher 26.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LOGI vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Logitech International SA (LOGI) and Microsoft Corporation (MSFT). 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.
Dividends
LOGI vs. MSFT - Dividend Comparison
LOGI's dividend yield for the trailing twelve months is around 3.39%, more than MSFT's 0.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSFT Microsoft Corporation | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
LOGI vs. MSFT - Drawdown Comparison
The maximum LOGI drawdown since its inception was -81.61%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for LOGI and MSFT. For additional features, visit the drawdowns tool.
Volatility
LOGI vs. MSFT - Volatility Comparison
Logitech International SA (LOGI) has a higher volatility of 14.33% compared to Microsoft Corporation (MSFT) at 7.74%. This indicates that LOGI's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LOGI vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Logitech International SA and Microsoft Corporation. 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