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CRSR vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRSR and QQQ is 0.51, 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.


-0.50.00.51.00.5

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 (QQQ). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
84.53%
12.26%
CRSR
QQQ

Key characteristics

Sharpe Ratio

CRSR:

-0.13

QQQ:

1.40

Sortino Ratio

CRSR:

0.23

QQQ:

1.90

Omega Ratio

CRSR:

1.03

QQQ:

1.25

Calmar Ratio

CRSR:

-0.08

QQQ:

1.88

Martin Ratio

CRSR:

-0.20

QQQ:

6.51

Ulcer Index

CRSR:

37.03%

QQQ:

3.92%

Daily Std Dev

CRSR:

57.97%

QQQ:

18.23%

Max Drawdown

CRSR:

-88.86%

QQQ:

-82.98%

Current Drawdown

CRSR:

-75.56%

QQQ:

-0.42%

Returns By Period

In the year-to-date period, CRSR achieves a 89.56% return, which is significantly higher than QQQ's 5.09% return.


CRSR

YTD

89.56%

1M

43.36%

6M

93.96%

1Y

-6.49%

5Y*

N/A

10Y*

N/A

QQQ

YTD

5.09%

1M

2.37%

6M

13.48%

1Y

26.98%

5Y*

19.29%

10Y*

18.32%

*Annualized

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Risk-Adjusted Performance

CRSR vs. QQQ — Risk-Adjusted Performance Rank

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

CRSR
The Risk-Adjusted Performance Rank of CRSR is 4040
Overall Rank
The Sharpe Ratio Rank of CRSR is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of CRSR is 3838
Sortino Ratio Rank
The Omega Ratio Rank of CRSR is 3838
Omega Ratio Rank
The Calmar Ratio Rank of CRSR is 4141
Calmar Ratio Rank
The Martin Ratio Rank of CRSR is 4242
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5858
Overall Rank
The Sharpe Ratio Rank of QQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5555
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5858
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for CRSR, currently valued at -0.13, compared to the broader market-2.000.002.00-0.131.40
The chart of Sortino ratio for CRSR, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.006.000.231.90
The chart of Omega ratio for CRSR, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.25
The chart of Calmar ratio for CRSR, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.081.88
The chart of Martin ratio for CRSR, currently valued at -0.20, compared to the broader market-10.000.0010.0020.0030.00-0.206.51
CRSR
QQQ

The current CRSR Sharpe Ratio is -0.13, which is lower than the QQQ Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of CRSR and QQQ, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.13
1.40
CRSR
QQQ

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 0.53%.


TTM20242023202220212020201920182017201620152014
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
0.53%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

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.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-75.56%
-0.42%
CRSR
QQQ

Volatility

CRSR vs. QQQ - Volatility Comparison

Corsair Gaming, Inc. (CRSR) has a higher volatility of 25.51% compared to Invesco QQQ (QQQ) at 4.70%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
25.51%
4.70%
CRSR
QQQ
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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.

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