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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.


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.

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Key characteristics

Sharpe Ratio

LOGI:

-0.09

VTI:

0.52

Sortino Ratio

LOGI:

0.23

VTI:

0.89

Omega Ratio

LOGI:

1.03

VTI:

1.13

Calmar Ratio

LOGI:

-0.01

VTI:

0.56

Martin Ratio

LOGI:

-0.04

VTI:

2.11

Ulcer Index

LOGI:

15.49%

VTI:

5.12%

Daily Std Dev

LOGI:

36.99%

VTI:

20.31%

Max Drawdown

LOGI:

-81.60%

VTI:

-55.45%

Current Drawdown

LOGI:

-32.36%

VTI:

-5.06%

Returns By Period

In the year-to-date period, LOGI achieves a 5.29% return, which is significantly higher than VTI's -0.70% return. Over the past 10 years, LOGI has outperformed VTI with an annualized return of 21.48%, while VTI has yielded a comparatively lower 11.92% annualized return.


LOGI

YTD

5.29%

1M

21.97%

6M

11.02%

1Y

-3.29%

3Y*

16.56%

5Y*

10.96%

10Y*

21.48%

VTI

YTD

-0.70%

1M

13.53%

6M

-1.47%

1Y

10.46%

3Y*

15.40%

5Y*

15.66%

10Y*

11.92%

*Annualized

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Logitech International SA

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

LOGI vs. VTI — 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 4747
Overall Rank
The Sharpe Ratio Rank of LOGI is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of LOGI is 4343
Sortino Ratio Rank
The Omega Ratio Rank of LOGI is 4444
Omega Ratio Rank
The Calmar Ratio Rank of LOGI is 5050
Calmar Ratio Rank
The Martin Ratio Rank of LOGI is 5050
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5555
Overall Rank
The Sharpe Ratio Rank of VTI is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5757
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. 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.


The current LOGI Sharpe Ratio is -0.09, which is lower than the VTI Sharpe Ratio of 0.52. 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.


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Dividends

LOGI vs. VTI - Dividend Comparison

LOGI's dividend yield for the trailing twelve months is around 3.06%, more than VTI's 1.31% yield.


TTM20242023202220212020201920182017201620152014
LOGI
Logitech International SA
3.06%3.22%1.23%1.57%1.14%0.90%1.56%2.21%1.87%2.32%3.38%3.65%
VTI
Vanguard Total Stock Market ETF
1.31%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

LOGI vs. VTI - Drawdown Comparison

The maximum LOGI drawdown since its inception was -81.60%, 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.


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Volatility

LOGI vs. VTI - Volatility Comparison

Logitech International SA (LOGI) has a higher volatility of 10.45% compared to Vanguard Total Stock Market ETF (VTI) at 4.88%. 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.


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