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LONN.SW vs. LOGN.SW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

LONN.SW vs. LOGN.SW - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-1.21%
-11.44%
LONN.SW
LOGN.SW

Returns By Period

In the year-to-date period, LONN.SW achieves a 44.67% return, which is significantly higher than LOGN.SW's -11.13% return. Over the past 10 years, LONN.SW has underperformed LOGN.SW with an annualized return of 18.85%, while LOGN.SW has yielded a comparatively higher 19.93% annualized return.


LONN.SW

YTD

44.67%

1M

-8.01%

6M

-4.04%

1Y

44.14%

5Y (annualized)

9.31%

10Y (annualized)

18.85%

LOGN.SW

YTD

-11.13%

1M

-8.36%

6M

-13.98%

1Y

-6.17%

5Y (annualized)

12.06%

10Y (annualized)

19.93%

Fundamentals


LONN.SWLOGN.SW
Market CapCHF 40.30BCHF 10.35B
EPSCHF 7.97CHF 3.93
PE Ratio70.1117.37
PEG Ratio1.233.67
Total Revenue (TTM)CHF 6.70BCHF 4.47B
Gross Profit (TTM)CHF 1.96BCHF 1.92B
EBITDA (TTM)CHF 1.85BCHF 756.95M

Key characteristics


LONN.SWLOGN.SW
Sharpe Ratio1.50-0.22
Sortino Ratio2.43-0.12
Omega Ratio1.300.98
Calmar Ratio0.77-0.14
Martin Ratio6.62-0.49
Ulcer Index6.77%12.06%
Daily Std Dev29.94%26.68%
Max Drawdown-76.67%-85.57%
Current Drawdown-34.03%-40.31%

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Correlation

-0.50.00.51.00.4

The correlation between LONN.SW and LOGN.SW is 0.38, 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

LONN.SW vs. LOGN.SW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lonza Group AG (LONN.SW) and Logitech International SA (LOGN.SW). 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 LONN.SW, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.49-0.20
The chart of Sortino ratio for LONN.SW, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.002.41-0.08
The chart of Omega ratio for LONN.SW, currently valued at 1.30, compared to the broader market0.501.001.502.001.300.99
The chart of Calmar ratio for LONN.SW, currently valued at 0.81, compared to the broader market0.002.004.006.000.81-0.13
The chart of Martin ratio for LONN.SW, currently valued at 7.72, compared to the broader market-10.000.0010.0020.0030.007.72-0.48
LONN.SW
LOGN.SW

The current LONN.SW Sharpe Ratio is 1.50, which is higher than the LOGN.SW Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of LONN.SW and LOGN.SW, 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
1.49
-0.20
LONN.SW
LOGN.SW

Dividends

LONN.SW vs. LOGN.SW - Dividend Comparison

LONN.SW's dividend yield for the trailing twelve months is around 0.79%, less than LOGN.SW's 1.66% yield.


TTM20232022202120202019201820172016201520142013
LONN.SW
Lonza Group AG
0.79%0.99%0.66%0.39%0.48%0.78%1.08%1.04%1.42%1.53%1.92%2.54%
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%

Drawdowns

LONN.SW vs. LOGN.SW - Drawdown Comparison

The maximum LONN.SW drawdown since its inception was -76.67%, smaller than the maximum LOGN.SW drawdown of -85.57%. Use the drawdown chart below to compare losses from any high point for LONN.SW and LOGN.SW. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-31.64%
-39.45%
LONN.SW
LOGN.SW

Volatility

LONN.SW vs. LOGN.SW - Volatility Comparison

The current volatility for Lonza Group AG (LONN.SW) is 10.35%, while Logitech International SA (LOGN.SW) has a volatility of 12.36%. This indicates that LONN.SW experiences smaller price fluctuations and is considered to be less risky than LOGN.SW 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
10.35%
12.36%
LONN.SW
LOGN.SW

Financials

LONN.SW vs. LOGN.SW - Financials Comparison

This section allows you to compare key financial metrics between Lonza Group AG and Logitech International SA. 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