CRSR vs. FFFHX
CRSR (Corsair Gaming, Inc.) is a stock, while FFFHX (Fidelity Freedom 2050 Fund) is Target Retirement Date fund managed by Fidelity. Over the past 5 years, CRSR returned -19.45%/yr vs 10.14%/yr for FFFHX. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
CRSR vs. FFFHX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CRSR achieves a 94.11% return, which is significantly higher than FFFHX's 12.91% return.
CRSR
- 1D
- 0.44%
- 1M
- 65.66%
- YTD
- 94.11%
- 6M
- 78.48%
- 1Y
- 28.25%
- 3Y*
- -16.61%
- 5Y*
- -19.45%
- 10Y*
- —
FFFHX
- 1D
- 0.23%
- 1M
- 3.99%
- YTD
- 12.91%
- 6M
- 15.27%
- 1Y
- 30.58%
- 3Y*
- 20.36%
- 5Y*
- 10.14%
- 10Y*
- 12.34%
CRSR vs. FFFHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CRSR Corsair Gaming, Inc. | 94.11% | -10.14% | -53.12% | 3.91% | -35.41% | -41.99% | 154.18% |
FFFHX Fidelity Freedom 2050 Fund | 12.91% | 23.72% | 14.11% | 20.45% | -18.29% | 16.59% | 18.76% |
Correlation
The correlation between CRSR and FFFHX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.58 |
The correlation between CRSR and FFFHX has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CRSR vs. FFFHX — Risk / Return Rank
CRSR
FFFHX
CRSR vs. FFFHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Corsair Gaming, Inc. (CRSR) and Fidelity Freedom 2050 Fund (FFFHX). 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.
| CRSR | FFFHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 2.48 | -2.12 |
Sortino ratioReturn per unit of downside risk | 1.30 | 3.41 | -2.11 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.46 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 3.21 | -2.62 |
Martin ratioReturn relative to average drawdown | 1.05 | 14.29 | -13.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CRSR | FFFHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 2.48 | -2.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | 0.68 | -1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.47 | -0.53 |
Drawdowns
CRSR vs. FFFHX - Drawdown Comparison
The maximum CRSR drawdown since its inception was -91.07%, which is greater than FFFHX's maximum drawdown of -56.38%. Use the drawdown chart below to compare losses from any high point for CRSR and FFFHX.
Loading charts...
Drawdown Indicators
| CRSR | FFFHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.07% | -56.38% | -34.69% |
Max Drawdown (1Y)Largest decline over 1 year | -53.07% | -9.70% | -43.37% |
Max Drawdown (3Y)Largest decline over 3 years | -76.96% | -15.36% | -61.60% |
Max Drawdown (5Y)Largest decline over 5 years | -87.28% | -27.39% | -59.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.91% | — |
Current DrawdownCurrent decline from peak | -77.51% | 0.00% | -77.51% |
Average DrawdownAverage peak-to-trough decline | -67.01% | -8.83% | -58.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.59% | 2.18% | +27.41% |
Volatility
CRSR vs. FFFHX - Volatility Comparison
Corsair Gaming, Inc. (CRSR) has a higher volatility of 33.57% compared to Fidelity Freedom 2050 Fund (FFFHX) at 4.25%. This indicates that CRSR's price experiences larger fluctuations and is considered to be riskier than FFFHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CRSR | FFFHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.57% | 4.25% | +29.32% |
Volatility (6M)Calculated over the trailing 6-month period | 63.24% | 10.45% | +52.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 78.70% | 12.73% | +65.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.03% | 14.99% | +44.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.34% | 15.38% | +45.96% |
Dividends
CRSR vs. FFFHX - Dividend Comparison
CRSR has not paid dividends to shareholders, while FFFHX's dividend yield for the trailing twelve months is around 5.30%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FFFHX Fidelity Freedom 2050 Fund | 5.30% | 4.14% | 1.86% | 1.78% | 11.83% | 11.76% | 4.93% | 6.48% | 7.69% | 3.98% | 4.12% | 4.16% |
Frequently Asked Questions
CRSR and FFFHX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRSR has higher volatility (33.57%) compared to FFFHX (4.25%). In terms of maximum drawdown, CRSR dropped -91.07% vs FFFHX's -56.38%.
FFFHX currently has the higher Sharpe Ratio (2.48 vs 0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for CRSR and FFFHX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer