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CRSR vs. SONO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CRSR vs. SONO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corsair Gaming, Inc. (CRSR) and Sonos, Inc. (SONO). 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 SONO's -6.21% return.


CRSR

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

SONO

1D
1.86%
1M
10.98%
YTD
-6.21%
6M
-12.30%
1Y
63.07%
3Y*
3.91%
5Y*
-13.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRSR vs. SONO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CRSR
Corsair Gaming, Inc.
94.11%-10.14%-53.12%3.91%-35.41%-41.99%154.18%
SONO
Sonos, Inc.
-6.21%16.76%-12.25%1.42%-43.29%27.40%59.01%

Correlation

The correlation between CRSR and SONO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

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

0.45

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

0.50

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

0.47

Fundamentals

EPS

CRSR:

$0.04

SONO:

-$0.45

PS Ratio

CRSR:

0.85

SONO:

1.03

Total Revenue (TTM)

CRSR:

$1.46B

SONO:

$1.46B

Gross Profit (TTM)

CRSR:

$439.55M

SONO:

$653.62M

EBITDA (TTM)

CRSR:

$57.42M

SONO:

-$2.98M

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Return for Risk

CRSR vs. SONO — 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

SONO
SONO Risk / Return Rank: 7575
Overall Rank
SONO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SONO Sortino Ratio Rank: 7878
Sortino Ratio Rank
SONO Omega Ratio Rank: 7575
Omega Ratio Rank
SONO Calmar Ratio Rank: 7171
Calmar Ratio Rank
SONO Martin Ratio Rank: 7070
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. SONO - Risk-Adjusted Trends Comparison

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


CRSRSONODifference

Sharpe ratio

Return per unit of total volatility

0.36

1.57

-1.21

Sortino ratio

Return per unit of downside risk

1.30

2.22

-0.92

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

0.59

1.79

-1.20

Martin ratio

Return relative to average drawdown

1.05

3.95

-2.90

CRSR vs. SONO - Sharpe Ratio Comparison

The current CRSR Sharpe Ratio is 0.36, which is lower than the SONO Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of CRSR and SONO, 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


CRSRSONODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

1.57

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.30

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

-0.04

-0.02

Drawdowns

CRSR vs. SONO - Drawdown Comparison

The maximum CRSR drawdown since its inception was -91.07%, which is greater than SONO's maximum drawdown of -82.46%. Use the drawdown chart below to compare losses from any high point for CRSR and SONO.


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Drawdown Indicators


CRSRSONODifference

Max Drawdown

Largest peak-to-trough decline

-91.07%

-82.46%

-8.61%

Max Drawdown (1Y)

Largest decline over 1 year

-53.07%

-33.72%

-19.35%

Max Drawdown (3Y)

Largest decline over 3 years

-76.96%

-60.53%

-16.43%

Max Drawdown (5Y)

Largest decline over 5 years

-87.28%

-81.36%

-5.92%

Current Drawdown

Current decline from peak

-77.51%

-62.47%

-15.04%

Average Drawdown

Average peak-to-trough decline

-67.01%

-49.54%

-17.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.59%

15.23%

+14.36%

Volatility

CRSR vs. SONO - Volatility Comparison

Corsair Gaming, Inc. (CRSR) has a higher volatility of 33.57% compared to Sonos, Inc. (SONO) at 12.23%. This indicates that CRSR's price experiences larger fluctuations and is considered to be riskier than SONO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRSRSONODifference

Volatility (1M)

Calculated over the trailing 1-month period

33.57%

12.23%

+21.34%

Volatility (6M)

Calculated over the trailing 6-month period

63.24%

26.99%

+36.25%

Volatility (1Y)

Calculated over the trailing 1-year period

78.70%

40.50%

+38.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.03%

47.05%

+11.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.34%

54.02%

+7.32%

Dividends

CRSR vs. SONO - Dividend Comparison

Neither CRSR nor SONO has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CRSR vs. SONO - Financials Comparison

This section allows you to compare key financial metrics between Corsair Gaming, Inc. and Sonos, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


300.00M400.00M500.00M600.00M700.00M20222023202420252026
354.51M
281.53M
(CRSR) Total Revenue
(SONO) Total Revenue
Values in USD except per share items

CRSR vs. SONO - Profitability Comparison

The chart below illustrates the profitability comparison between Corsair Gaming, Inc. and Sonos, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20222023202420252026
32.7%
44.3%
Portfolio components
CRSR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Corsair Gaming, Inc. reported a gross profit of 116.03M and revenue of 354.51M. Therefore, the gross margin over that period was 32.7%.

SONO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sonos, Inc. reported a gross profit of 124.65M and revenue of 281.53M. Therefore, the gross margin over that period was 44.3%.

CRSR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Corsair Gaming, Inc. reported an operating income of 13.80M and revenue of 354.51M, resulting in an operating margin of 3.9%.

SONO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sonos, Inc. reported an operating income of -34.09M and revenue of 281.53M, resulting in an operating margin of -12.1%.

CRSR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Corsair Gaming, Inc. reported a net income of 11.86M and revenue of 354.51M, resulting in a net margin of 3.4%.

SONO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sonos, Inc. reported a net income of -93.80M and revenue of 281.53M, resulting in a net margin of -33.3%.


Frequently Asked Questions


CRSR and SONO have a correlation of 0.42, 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 SONO (12.23%). In terms of maximum drawdown, CRSR dropped -91.07% vs SONO's -82.46%.

SONO currently has the higher Sharpe Ratio (1.57 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.

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