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LOGI vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LOGI and VTI is 0.51, 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.


-0.50.00.51.00.5

Performance

LOGI vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Logitech International SA (LOGI) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-12.26%
9.67%
LOGI
VTI

Key characteristics

Sharpe Ratio

LOGI:

-0.30

VTI:

2.07

Sortino Ratio

LOGI:

-0.20

VTI:

2.76

Omega Ratio

LOGI:

0.97

VTI:

1.38

Calmar Ratio

LOGI:

-0.22

VTI:

3.09

Martin Ratio

LOGI:

-0.74

VTI:

13.22

Ulcer Index

LOGI:

12.16%

VTI:

2.00%

Daily Std Dev

LOGI:

30.18%

VTI:

12.77%

Max Drawdown

LOGI:

-81.61%

VTI:

-55.45%

Current Drawdown

LOGI:

-36.22%

VTI:

-3.35%

Returns By Period

In the year-to-date period, LOGI achieves a -11.29% return, which is significantly lower than VTI's 24.48% return. Over the past 10 years, LOGI has outperformed VTI with an annualized return of 22.06%, while VTI has yielded a comparatively lower 12.50% annualized return.


LOGI

YTD

-11.29%

1M

4.70%

6M

-12.26%

1Y

-9.55%

5Y*

14.11%

10Y*

22.06%

VTI

YTD

24.48%

1M

-0.18%

6M

9.50%

1Y

26.46%

5Y*

14.02%

10Y*

12.50%

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Risk-Adjusted Performance

LOGI vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Logitech International SA (LOGI) and Vanguard Total Stock Market ETF (VTI). 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-4.00-2.000.002.00-0.302.07
The chart of Sortino ratio for LOGI, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.202.76
The chart of Omega ratio for LOGI, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.38
The chart of Calmar ratio for LOGI, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.223.09
The chart of Martin ratio for LOGI, currently valued at -0.74, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.7413.22
LOGI
VTI

The current LOGI Sharpe Ratio is -0.30, which is lower than the VTI Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of LOGI and VTI, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.30
2.07
LOGI
VTI

Dividends

LOGI vs. VTI - Dividend Comparison

LOGI's dividend yield for the trailing twelve months is around 3.25%, more than VTI's 1.28% 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%
VTI
Vanguard Total Stock Market ETF
0.94%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

LOGI vs. VTI - Drawdown Comparison

The maximum LOGI drawdown since its inception was -81.61%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for LOGI and VTI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-36.22%
-3.35%
LOGI
VTI

Volatility

LOGI vs. VTI - Volatility Comparison

Logitech International SA (LOGI) has a higher volatility of 6.93% compared to Vanguard Total Stock Market ETF (VTI) at 3.91%. This indicates that LOGI's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.93%
3.91%
LOGI
VTI
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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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