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LOGI vs. RMS.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


LOGIRMS.PA
YTD Return-15.12%7.23%
1Y Return-5.40%6.55%
3Y Return (Ann)1.55%11.36%
5Y Return (Ann)14.82%25.71%
10Y Return (Ann)21.28%23.50%
Sharpe Ratio-0.130.24
Sortino Ratio0.030.54
Omega Ratio1.001.07
Calmar Ratio-0.090.28
Martin Ratio-0.350.60
Ulcer Index10.84%9.95%
Daily Std Dev29.93%24.88%
Max Drawdown-81.61%-47.65%
Current Drawdown-38.97%-14.78%

Fundamentals


LOGIRMS.PA
Market Cap$11.81B€209.39B
EPS$4.48€42.41
PE Ratio17.2546.66
PEG Ratio3.704.83
Total Revenue (TTM)$4.45B€14.23B
Gross Profit (TTM)$1.89B€9.86B
EBITDA (TTM)$749.46M€6.43B

Correlation

-0.50.00.51.00.2

The correlation between LOGI and RMS.PA is 0.24, 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. RMS.PA - Performance Comparison

In the year-to-date period, LOGI achieves a -15.12% return, which is significantly lower than RMS.PA's 7.23% return. Over the past 10 years, LOGI has underperformed RMS.PA with an annualized return of 21.28%, while RMS.PA has yielded a comparatively higher 23.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-9.58%
-13.18%
LOGI
RMS.PA

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Risk-Adjusted Performance

LOGI vs. RMS.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Logitech International SA (LOGI) and Hermès International Société en commandite par actions (RMS.PA). 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 -0.20, compared to the broader market-4.00-2.000.002.004.00-0.20
Sortino ratio
The chart of Sortino ratio for LOGI, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.006.00-0.07
Omega ratio
The chart of Omega ratio for LOGI, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for LOGI, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.15
Martin ratio
The chart of Martin ratio for LOGI, currently valued at -0.56, compared to the broader market0.0010.0020.0030.00-0.56
RMS.PA
Sharpe ratio
The chart of Sharpe ratio for RMS.PA, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.05
Sortino ratio
The chart of Sortino ratio for RMS.PA, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.006.000.28
Omega ratio
The chart of Omega ratio for RMS.PA, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for RMS.PA, currently valued at 0.07, compared to the broader market0.002.004.006.000.07
Martin ratio
The chart of Martin ratio for RMS.PA, currently valued at 0.14, compared to the broader market0.0010.0020.0030.000.14

LOGI vs. RMS.PA - Sharpe Ratio Comparison

The current LOGI Sharpe Ratio is -0.13, which is lower than the RMS.PA Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of LOGI and RMS.PA, 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
-0.20
0.05
LOGI
RMS.PA

Dividends

LOGI vs. RMS.PA - Dividend Comparison

LOGI's dividend yield for the trailing twelve months is around 3.39%, more than RMS.PA's 0.66% yield.


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%
RMS.PA
Hermès International Société en commandite par actions
0.66%0.68%0.55%0.30%0.52%0.68%1.34%0.84%0.86%0.95%0.92%0.95%

Drawdowns

LOGI vs. RMS.PA - Drawdown Comparison

The maximum LOGI drawdown since its inception was -81.61%, which is greater than RMS.PA's maximum drawdown of -47.65%. Use the drawdown chart below to compare losses from any high point for LOGI and RMS.PA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.97%
-17.62%
LOGI
RMS.PA

Volatility

LOGI vs. RMS.PA - Volatility Comparison

Logitech International SA (LOGI) has a higher volatility of 14.33% compared to Hermès International Société en commandite par actions (RMS.PA) at 8.68%. This indicates that LOGI's price experiences larger fluctuations and is considered to be riskier than RMS.PA 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%JuneJulyAugustSeptemberOctoberNovember
14.33%
8.68%
LOGI
RMS.PA

Financials

LOGI vs. RMS.PA - Financials Comparison

This section allows you to compare key financial metrics between Logitech International SA and Hermès International Société en commandite par actions. 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



Please note, different currencies. LOGI values in USD, RMS.PA values in EUR