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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.


-0.50.00.51.00.3

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
18.72%
-2.91%
LOGI
MSFT

Key characteristics

Sharpe Ratio

LOGI:

0.92

MSFT:

0.06

Sortino Ratio

LOGI:

1.31

MSFT:

0.22

Omega Ratio

LOGI:

1.18

MSFT:

1.03

Calmar Ratio

LOGI:

0.65

MSFT:

0.08

Martin Ratio

LOGI:

2.22

MSFT:

0.17

Ulcer Index

LOGI:

12.08%

MSFT:

7.56%

Daily Std Dev

LOGI:

29.09%

MSFT:

21.07%

Max Drawdown

LOGI:

-81.60%

MSFT:

-69.39%

Current Drawdown

LOGI:

-18.04%

MSFT:

-12.31%

Fundamentals

Market Cap

LOGI:

$15.67B

MSFT:

$3.04T

EPS

LOGI:

$4.25

MSFT:

$12.33

PE Ratio

LOGI:

24.72

MSFT:

33.12

PEG Ratio

LOGI:

4.91

MSFT:

2.14

Total Revenue (TTM)

LOGI:

$4.53B

MSFT:

$261.80B

Gross Profit (TTM)

LOGI:

$1.93B

MSFT:

$181.72B

EBITDA (TTM)

LOGI:

$744.56M

MSFT:

$142.93B

Returns By Period

In the year-to-date period, LOGI achieves a 27.58% return, which is significantly higher than MSFT's -3.10% return. Over the past 10 years, LOGI has underperformed MSFT with an annualized return of 24.21%, while MSFT has yielded a comparatively higher 26.92% annualized return.


LOGI

YTD

27.58%

1M

20.45%

6M

18.72%

1Y

26.13%

5Y*

21.84%

10Y*

24.21%

MSFT

YTD

-3.10%

1M

-4.80%

6M

-2.91%

1Y

1.65%

5Y*

17.93%

10Y*

26.92%

*Annualized

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. 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 6868
Overall Rank
The Sharpe Ratio Rank of LOGI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of LOGI is 6565
Sortino Ratio Rank
The Omega Ratio Rank of LOGI is 6464
Omega Ratio Rank
The Calmar Ratio Rank of LOGI is 7070
Calmar Ratio Rank
The Martin Ratio Rank of LOGI is 6666
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4343
Overall Rank
The Sharpe Ratio Rank of MSFT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3636
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4747
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 0.92, compared to the broader market-2.000.002.004.000.920.06
The chart of Sortino ratio for LOGI, currently valued at 1.31, compared to the broader market-6.00-4.00-2.000.002.004.006.001.310.22
The chart of Omega ratio for LOGI, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.03
The chart of Calmar ratio for LOGI, currently valued at 0.65, compared to the broader market0.002.004.006.000.650.08
The chart of Martin ratio for LOGI, currently valued at 2.22, compared to the broader market-10.000.0010.0020.0030.002.220.17
LOGI
MSFT

The current LOGI Sharpe Ratio is 0.92, which is higher than the MSFT Sharpe Ratio of 0.06. 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.92
0.06
LOGI
MSFT

Dividends

LOGI vs. MSFT - Dividend Comparison

LOGI's dividend yield for the trailing twelve months is around 2.53%, more than MSFT's 0.57% yield.


TTM20242023202220212020201920182017201620152014
LOGI
Logitech International SA
2.53%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
0.57%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.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-18.04%
-12.31%
LOGI
MSFT

Volatility

LOGI vs. MSFT - Volatility Comparison

Logitech International SA (LOGI) and Microsoft Corporation (MSFT) have volatilities of 9.02% and 8.98%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
9.02%
8.98%
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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