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

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.


-0.50.00.51.0
Correlation: 0.3

Performance

LOGI vs. MSFT - Performance Comparison

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

4,500.00%5,000.00%5,500.00%6,000.00%6,500.00%7,000.00%NovemberDecember2025FebruaryMarchApril
4,937.63%
5,009.19%
LOGI
MSFT

Key characteristics

Sharpe Ratio

LOGI:

-0.20

MSFT:

-0.43

Sortino Ratio

LOGI:

-0.04

MSFT:

-0.46

Omega Ratio

LOGI:

0.99

MSFT:

0.94

Calmar Ratio

LOGI:

-0.15

MSFT:

-0.45

Martin Ratio

LOGI:

-0.53

MSFT:

-1.04

Ulcer Index

LOGI:

13.69%

MSFT:

10.16%

Daily Std Dev

LOGI:

35.74%

MSFT:

24.52%

Max Drawdown

LOGI:

-81.60%

MSFT:

-69.39%

Current Drawdown

LOGI:

-44.12%

MSFT:

-20.88%

Fundamentals

Market Cap

LOGI:

$10.80B

MSFT:

$2.76T

EPS

LOGI:

$4.25

MSFT:

$12.39

PE Ratio

LOGI:

16.85

MSFT:

29.68

PEG Ratio

LOGI:

1.74

MSFT:

1.70

PS Ratio

LOGI:

2.37

MSFT:

10.55

PB Ratio

LOGI:

4.98

MSFT:

9.13

Total Revenue (TTM)

LOGI:

$3.55B

MSFT:

$199.94B

Gross Profit (TTM)

LOGI:

$1.51B

MSFT:

$138.36B

EBITDA (TTM)

LOGI:

$590.00M

MSFT:

$109.35B

Returns By Period

The year-to-date returns for both investments are quite close, with LOGI having a -13.02% return and MSFT slightly higher at -12.57%. Over the past 10 years, LOGI has underperformed MSFT with an annualized return of 19.78%, while MSFT has yielded a comparatively higher 25.95% annualized return.


LOGI

YTD

-13.02%

1M

-21.63%

6M

-19.18%

1Y

-5.39%

5Y*

11.11%

10Y*

19.78%

MSFT

YTD

-12.57%

1M

-5.17%

6M

-11.70%

1Y

-8.33%

5Y*

16.60%

10Y*

25.95%

*Annualized

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Risk-Adjusted Performance

LOGI vs. MSFT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LOGI
The Risk-Adjusted Performance Rank of LOGI is 4242
Overall Rank
The Sharpe Ratio Rank of LOGI is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of LOGI is 3939
Sortino Ratio Rank
The Omega Ratio Rank of LOGI is 3838
Omega Ratio Rank
The Calmar Ratio Rank of LOGI is 4545
Calmar Ratio Rank
The Martin Ratio Rank of LOGI is 4444
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 2828
Overall Rank
The Sharpe Ratio Rank of MSFT is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 2626
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 2727
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 2525
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for LOGI, currently valued at -0.20, compared to the broader market-2.00-1.000.001.002.003.00
LOGI: -0.20
MSFT: -0.43
The chart of Sortino ratio for LOGI, currently valued at -0.04, compared to the broader market-6.00-4.00-2.000.002.004.00
LOGI: -0.04
MSFT: -0.46
The chart of Omega ratio for LOGI, currently valued at 0.99, compared to the broader market0.501.001.502.00
LOGI: 0.99
MSFT: 0.94
The chart of Calmar ratio for LOGI, currently valued at -0.15, compared to the broader market0.001.002.003.004.00
LOGI: -0.15
MSFT: -0.45
The chart of Martin ratio for LOGI, currently valued at -0.53, compared to the broader market-5.000.005.0010.0015.0020.00
LOGI: -0.53
MSFT: -1.04

The current LOGI Sharpe Ratio is -0.20, which is higher than the MSFT Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of LOGI and MSFT, 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.20
-0.43
LOGI
MSFT

Dividends

LOGI vs. MSFT - Dividend Comparison

LOGI's dividend yield for the trailing twelve months is around 3.71%, more than MSFT's 0.86% yield.


TTM20242023202220212020201920182017201620152014
LOGI
Logitech International SA
3.71%3.22%1.23%1.57%1.14%0.90%1.56%2.21%1.87%2.32%3.38%3.65%
MSFT
Microsoft Corporation
0.86%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

LOGI vs. MSFT - Drawdown Comparison

The maximum LOGI drawdown since its inception was -81.60%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for LOGI and MSFT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-44.12%
-20.88%
LOGI
MSFT

Volatility

LOGI vs. MSFT - Volatility Comparison

Logitech International SA (LOGI) has a higher volatility of 24.42% compared to Microsoft Corporation (MSFT) at 12.68%. 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.42%
12.68%
LOGI
MSFT

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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