CRSR vs. QQQ
Compare and contrast key facts about Corsair Gaming, Inc. (CRSR) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRSR or QQQ.
Key characteristics
CRSR | QQQ | |
---|---|---|
YTD Return | -51.13% | 24.75% |
1Y Return | -47.52% | 32.82% |
3Y Return (Ann) | -36.11% | 9.58% |
Sharpe Ratio | -1.01 | 1.91 |
Sortino Ratio | -1.43 | 2.55 |
Omega Ratio | 0.82 | 1.35 |
Calmar Ratio | -0.53 | 2.43 |
Martin Ratio | -1.36 | 8.85 |
Ulcer Index | 34.85% | 3.72% |
Daily Std Dev | 47.17% | 17.21% |
Max Drawdown | -88.86% | -82.98% |
Current Drawdown | -86.56% | -1.06% |
Correlation
The correlation between CRSR and QQQ is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CRSR vs. QQQ - Performance Comparison
In the year-to-date period, CRSR achieves a -51.13% return, which is significantly lower than QQQ's 24.75% 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
CRSR vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Corsair Gaming, Inc. (CRSR) and Invesco QQQ (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.
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 0.60%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
CRSR vs. QQQ - Drawdown Comparison
The maximum CRSR drawdown since its inception was -88.86%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CRSR and QQQ. For additional features, visit the drawdowns tool.
Volatility
CRSR vs. QQQ - Volatility Comparison
Corsair Gaming, Inc. (CRSR) has a higher volatility of 14.64% compared to Invesco QQQ (QQQ) at 4.99%. 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.