PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CRSR vs. AQN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRSR and AQN is 0.31, 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.


-0.50.00.51.00.3

Performance

CRSR vs. AQN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corsair Gaming, Inc. (CRSR) and Algonquin Power & Utilities Corp (AQN). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-43.51%
-21.59%
CRSR
AQN

Key characteristics

Sharpe Ratio

CRSR:

-1.13

AQN:

-0.85

Sortino Ratio

CRSR:

-1.81

AQN:

-1.07

Omega Ratio

CRSR:

0.78

AQN:

0.87

Calmar Ratio

CRSR:

-0.63

AQN:

-0.37

Martin Ratio

CRSR:

-1.49

AQN:

-1.63

Ulcer Index

CRSR:

37.53%

AQN:

15.97%

Daily Std Dev

CRSR:

49.71%

AQN:

30.38%

Max Drawdown

CRSR:

-88.86%

AQN:

-69.72%

Current Drawdown

CRSR:

-87.77%

AQN:

-69.16%

Fundamentals

Market Cap

CRSR:

$737.09M

AQN:

$3.46B

EPS

CRSR:

-$0.91

AQN:

$0.54

Total Revenue (TTM)

CRSR:

$1.32B

AQN:

$2.57B

Gross Profit (TTM)

CRSR:

$322.06M

AQN:

$1.56B

EBITDA (TTM)

CRSR:

$8.13M

AQN:

$951.81M

Returns By Period

In the year-to-date period, CRSR achieves a -55.53% return, which is significantly lower than AQN's -27.10% return.


CRSR

YTD

-55.53%

1M

-7.11%

6M

-43.51%

1Y

-56.91%

5Y*

N/A

10Y*

N/A

AQN

YTD

-27.10%

1M

-6.79%

6M

-21.59%

1Y

-26.78%

5Y*

-16.42%

10Y*

-1.32%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CRSR vs. AQN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corsair Gaming, Inc. (CRSR) and Algonquin Power & Utilities Corp (AQN). 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 CRSR, currently valued at -1.13, compared to the broader market-4.00-2.000.002.00-1.13-0.85
The chart of Sortino ratio for CRSR, currently valued at -1.81, compared to the broader market-4.00-2.000.002.004.00-1.81-1.07
The chart of Omega ratio for CRSR, currently valued at 0.78, compared to the broader market0.501.001.502.000.780.87
The chart of Calmar ratio for CRSR, currently valued at -0.63, compared to the broader market0.002.004.006.00-0.63-0.37
The chart of Martin ratio for CRSR, currently valued at -1.49, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.49-1.63
CRSR
AQN

The current CRSR Sharpe Ratio is -1.13, which is lower than the AQN Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of CRSR and AQN, 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-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-1.13
-0.85
CRSR
AQN

Dividends

CRSR vs. AQN - Dividend Comparison

CRSR has not paid dividends to shareholders, while AQN's dividend yield for the trailing twelve months is around 8.93%.


TTM20232022202120202019201820172016201520142013
CRSR
Corsair Gaming, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AQN
Algonquin Power & Utilities Corp
8.93%6.90%10.95%4.62%3.68%3.89%4.99%4.19%4.88%4.76%4.00%4.68%

Drawdowns

CRSR vs. AQN - Drawdown Comparison

The maximum CRSR drawdown since its inception was -88.86%, which is greater than AQN's maximum drawdown of -69.72%. Use the drawdown chart below to compare losses from any high point for CRSR and AQN. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%JulyAugustSeptemberOctoberNovemberDecember
-87.77%
-69.16%
CRSR
AQN

Volatility

CRSR vs. AQN - Volatility Comparison

Corsair Gaming, Inc. (CRSR) has a higher volatility of 18.38% compared to Algonquin Power & Utilities Corp (AQN) at 8.17%. This indicates that CRSR's price experiences larger fluctuations and is considered to be riskier than AQN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.38%
8.17%
CRSR
AQN

Financials

CRSR vs. AQN - Financials Comparison

This section allows you to compare key financial metrics between Corsair Gaming, Inc. and Algonquin Power & Utilities Corp. 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 USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab