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CRSR vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRSR vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corsair Gaming, Inc. (CRSR) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRSR achieves a 94.11% return, which is significantly higher than QQQ's 21.62% return.


CRSR

1D
0.44%
1M
65.66%
YTD
94.11%
6M
78.48%
1Y
28.25%
3Y*
-16.61%
5Y*
-19.45%
10Y*

QQQ

1D
0.46%
1M
10.68%
YTD
21.62%
6M
20.27%
1Y
43.30%
3Y*
28.89%
5Y*
18.43%
10Y*
21.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRSR vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CRSR
Corsair Gaming, Inc.
94.11%-10.14%-53.12%3.91%-35.41%-41.99%154.18%
QQQ
Invesco QQQ ETF
21.62%20.77%25.58%54.86%-32.58%27.42%18.98%

Correlation

The correlation between CRSR and QQQ is 0.51, 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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.53

The correlation between CRSR and QQQ has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.

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Return for Risk

CRSR vs. QQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRSR
CRSR Risk / Return Rank: 5656
Overall Rank
CRSR Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CRSR Sortino Ratio Rank: 6060
Sortino Ratio Rank
CRSR Omega Ratio Rank: 6060
Omega Ratio Rank
CRSR Calmar Ratio Rank: 5353
Calmar Ratio Rank
CRSR Martin Ratio Rank: 5252
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 7777
Overall Rank
QQQ Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7878
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7777
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7373
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRSR vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corsair Gaming, Inc. (CRSR) and Invesco QQQ ETF (QQQ). 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.


CRSRQQQDifference

Sharpe ratio

Return per unit of total volatility

0.36

2.73

-2.37

Sortino ratio

Return per unit of downside risk

1.30

3.55

-2.25

Omega ratio

Gain probability vs. loss probability

1.17

1.47

-0.30

Calmar ratio

Return relative to maximum drawdown

0.59

3.71

-3.13

Martin ratio

Return relative to average drawdown

1.05

14.30

-13.24

CRSR vs. QQQ - Sharpe Ratio Comparison

The current CRSR Sharpe Ratio is 0.36, which is lower than the QQQ Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of CRSR and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CRSRQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

2.73

-2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

0.83

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.41

-0.47

Drawdowns

CRSR vs. QQQ - Drawdown Comparison

The maximum CRSR drawdown since its inception was -91.07%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for CRSR and QQQ.


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Drawdown Indicators


CRSRQQQDifference

Max Drawdown

Largest peak-to-trough decline

-91.07%

-82.97%

-8.10%

Max Drawdown (1Y)

Largest decline over 1 year

-53.07%

-11.96%

-41.11%

Max Drawdown (3Y)

Largest decline over 3 years

-76.96%

-22.77%

-54.19%

Max Drawdown (5Y)

Largest decline over 5 years

-87.28%

-35.12%

-52.16%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-77.51%

0.00%

-77.51%

Average Drawdown

Average peak-to-trough decline

-67.01%

-32.79%

-34.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.59%

3.11%

+26.48%

Volatility

CRSR vs. QQQ - Volatility Comparison

Corsair Gaming, Inc. (CRSR) has a higher volatility of 33.57% compared to Invesco QQQ ETF (QQQ) at 4.48%. This indicates that CRSR's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRSRQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.57%

4.48%

+29.09%

Volatility (6M)

Calculated over the trailing 6-month period

63.24%

12.11%

+51.13%

Volatility (1Y)

Calculated over the trailing 1-year period

78.70%

15.95%

+62.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.03%

22.39%

+36.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.34%

22.30%

+39.04%

Dividends

CRSR vs. QQQ - Dividend Comparison

CRSR has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.38%.


PositionTTM20252024202320222021202020192018201720162015
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%
QQQ
Invesco QQQ ETF
0.38%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions


CRSR and QQQ have a correlation of 0.51, 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 QQQ (4.48%). In terms of maximum drawdown, CRSR dropped -91.07% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (2.73 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.

Portfolio Optimizer

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