LOGN.SW vs. SPY
Compare and contrast key facts about Logitech International SA (LOGN.SW) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LOGN.SW or SPY.
Key characteristics
| LOGN.SW | SPY | |
|---|---|---|
| YTD Return | -2.01% | 9.93% |
| 1Y Return | 40.22% | 28.39% |
| 3Y Return (Ann) | -4.46% | 9.37% |
| 5Y Return (Ann) | 16.99% | 14.68% |
| 10Y Return (Ann) | 23.86% | 12.76% |
| Sharpe Ratio | 1.29 | 2.46 |
| Daily Std Dev | 30.70% | 11.52% |
| Max Drawdown | -85.57% | -55.19% |
| Current Drawdown | -34.18% | -0.43% |
Correlation
The correlation between LOGN.SW and SPY is 0.22, 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
LOGN.SW vs. SPY - Performance Comparison
In the year-to-date period, LOGN.SW achieves a -2.01% return, which is significantly lower than SPY's 9.93% return. Over the past 10 years, LOGN.SW has outperformed SPY with an annualized return of 23.86%, while SPY has yielded a comparatively lower 12.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LOGN.SW vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Logitech International SA (LOGN.SW) and SPDR S&P 500 ETF (SPY). 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.
Dividends
LOGN.SW vs. SPY - Dividend Comparison
LOGN.SW's dividend yield for the trailing twelve months is around 1.36%, more than SPY's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOGN.SW Logitech International SA | 1.36% | 1.33% | 1.69% | 1.14% | 0.92% | 1.59% | 2.16% | 1.85% | 2.19% | 3.32% | 1.93% | 1.71% |
SPY SPDR S&P 500 ETF | 1.29% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
LOGN.SW vs. SPY - Drawdown Comparison
The maximum LOGN.SW drawdown since its inception was -85.57%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LOGN.SW and SPY. For additional features, visit the drawdowns tool.
Volatility
LOGN.SW vs. SPY - Volatility Comparison
Logitech International SA (LOGN.SW) has a higher volatility of 9.17% compared to SPDR S&P 500 ETF (SPY) at 3.62%. This indicates that LOGN.SW's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.