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

Key characteristics


CRSRQQQ
YTD Return-17.87%4.38%
1Y Return-32.79%35.44%
3Y Return (Ann)-29.81%8.99%
Sharpe Ratio-1.012.12
Daily Std Dev32.76%16.27%
Max Drawdown-79.09%-82.98%
Current Drawdown-77.41%-4.36%

Correlation

-0.50.00.51.00.5

The correlation between CRSR and QQQ is 0.54, 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 -17.87% return, which is significantly lower than QQQ's 4.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%December2024FebruaryMarchAprilMay
-18.74%
65.22%
CRSR
QQQ

Compare stocks, funds, or ETFs

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


Corsair Gaming, Inc.

Invesco QQQ

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.


CRSR
Sharpe ratio
The chart of Sharpe ratio for CRSR, currently valued at -1.01, compared to the broader market-2.00-1.000.001.002.003.004.00-1.01
Sortino ratio
The chart of Sortino ratio for CRSR, currently valued at -1.48, compared to the broader market-4.00-2.000.002.004.006.00-1.48
Omega ratio
The chart of Omega ratio for CRSR, currently valued at 0.83, compared to the broader market0.501.001.500.83
Calmar ratio
The chart of Calmar ratio for CRSR, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.42
Martin ratio
The chart of Martin ratio for CRSR, currently valued at -1.13, compared to the broader market-10.000.0010.0020.0030.00-1.13
QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 2.12, compared to the broader market-2.00-1.000.001.002.003.004.002.12
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 2.94, compared to the broader market-4.00-2.000.002.004.006.002.94
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 1.65, compared to the broader market0.002.004.006.001.65
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 10.42, compared to the broader market-10.000.0010.0020.0030.0010.42

CRSR vs. QQQ - Sharpe Ratio Comparison

The current CRSR Sharpe Ratio is -1.01, which is lower than the QQQ Sharpe Ratio of 2.12. The chart below compares the 12-month rolling Sharpe Ratio of CRSR and QQQ.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-1.01
2.12
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 0.62%.


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%
QQQ
Invesco QQQ
0.62%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

CRSR vs. QQQ - Drawdown Comparison

The maximum CRSR drawdown since its inception was -79.09%, roughly equal to the maximum QQQ 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%December2024FebruaryMarchAprilMay
-77.41%
-4.36%
CRSR
QQQ

Volatility

CRSR vs. QQQ - Volatility Comparison

Corsair Gaming, Inc. (CRSR) has a higher volatility of 8.60% compared to Invesco QQQ (QQQ) at 5.61%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
8.60%
5.61%
CRSR
QQQ