PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LOGN.SW vs. 0QNO.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

LOGN.SW vs. 0QNO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Logitech International SA (LOGN.SW) and Lonza Group AG (0QNO.L). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-12.90%
2.76%
LOGN.SW
0QNO.L

Returns By Period

In the year-to-date period, LOGN.SW achieves a -11.13% return, which is significantly lower than 0QNO.L's 45.90% return. Over the past 10 years, LOGN.SW has underperformed 0QNO.L with an annualized return of 19.93%, while 0QNO.L has yielded a comparatively higher 25.62% annualized return.


LOGN.SW

YTD

-11.13%

1M

-8.36%

6M

-13.98%

1Y

-6.17%

5Y (annualized)

12.06%

10Y (annualized)

19.93%

0QNO.L

YTD

45.90%

1M

-7.25%

6M

-3.59%

1Y

44.59%

5Y (annualized)

9.18%

10Y (annualized)

25.62%

Fundamentals


LOGN.SW0QNO.L
Market CapCHF 10.35BCHF 37.77B
EPSCHF 3.93CHF 39.52
PE Ratio17.370.13
Total Revenue (TTM)CHF 4.47BCHF 6.70B
Gross Profit (TTM)CHF 1.92BCHF 1.96B
EBITDA (TTM)CHF 756.95MCHF 1.84B

Key characteristics


LOGN.SW0QNO.L
Sharpe Ratio-0.220.60
Sortino Ratio-0.121.53
Omega Ratio0.981.37
Calmar Ratio-0.140.71
Martin Ratio-0.496.67
Ulcer Index12.06%6.67%
Daily Std Dev26.68%74.20%
Max Drawdown-85.57%-62.45%
Current Drawdown-40.31%-33.55%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between LOGN.SW and 0QNO.L is 0.34, 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.

Risk-Adjusted Performance

LOGN.SW vs. 0QNO.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Logitech International SA (LOGN.SW) and Lonza Group AG (0QNO.L). 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 LOGN.SW, currently valued at -0.23, compared to the broader market-4.00-2.000.002.004.00-0.230.61
The chart of Sortino ratio for LOGN.SW, currently valued at -0.12, compared to the broader market-4.00-2.000.002.004.00-0.121.54
The chart of Omega ratio for LOGN.SW, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.36
The chart of Calmar ratio for LOGN.SW, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.150.74
The chart of Martin ratio for LOGN.SW, currently valued at -0.54, compared to the broader market-10.000.0010.0020.0030.00-0.547.33
LOGN.SW
0QNO.L

The current LOGN.SW Sharpe Ratio is -0.22, which is lower than the 0QNO.L Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of LOGN.SW and 0QNO.L, 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
-0.23
0.61
LOGN.SW
0QNO.L

Dividends

LOGN.SW vs. 0QNO.L - Dividend Comparison

LOGN.SW's dividend yield for the trailing twelve months is around 1.66%, more than 0QNO.L's 0.39% yield.


TTM20232022202120202019201820172016201520142013
LOGN.SW
Logitech International SA
1.66%1.33%1.69%1.14%0.92%1.59%2.16%1.85%2.19%3.32%1.93%1.71%
0QNO.L
Lonza Group AG
0.39%0.50%0.33%0.20%0.24%0.78%1.08%0.96%1.42%1.54%1.93%0.00%

Drawdowns

LOGN.SW vs. 0QNO.L - Drawdown Comparison

The maximum LOGN.SW drawdown since its inception was -85.57%, which is greater than 0QNO.L's maximum drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for LOGN.SW and 0QNO.L. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-39.45%
-31.42%
LOGN.SW
0QNO.L

Volatility

LOGN.SW vs. 0QNO.L - Volatility Comparison

Logitech International SA (LOGN.SW) has a higher volatility of 12.36% compared to Lonza Group AG (0QNO.L) at 7.45%. This indicates that LOGN.SW's price experiences larger fluctuations and is considered to be riskier than 0QNO.L 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%JuneJulyAugustSeptemberOctoberNovember
12.36%
7.45%
LOGN.SW
0QNO.L

Financials

LOGN.SW vs. 0QNO.L - Financials Comparison

This section allows you to compare key financial metrics between Logitech International SA and Lonza Group AG. 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 CHF except per share items