CRSR vs. VEU

Last updated Jun 25, 2026

CRSR (Corsair Gaming, Inc.) is a stock, while VEU (Vanguard FTSE All-World ex-US ETF) is Foreign Large Cap Equities fund tracking the FTSE All-World ex US Index. Over the past 5 years, CRSR returned -23.87%/yr vs 8.49%/yr for VEU. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

CRSR vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corsair Gaming, Inc. (CRSR) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRSR achieves a 45.79% return, which is significantly higher than VEU's 12.88% return.

CRSR

• 1D: -0.46%
• 1M: 12.47%
• YTD: 45.79%
• 6M: 40.13%
• 1Y: -7.77%
• 3Y*: -20.45%
• 5Y*: -23.87%
• 10Y*: —

VEU

• 1D: -0.12%
• 1M: 0.57%
• YTD: 12.88%
• 6M: 12.60%
• 1Y: 27.99%
• 3Y*: 19.21%
• 5Y*: 8.49%
• 10Y*: 10.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRSR vs. VEU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CRSR Corsair Gaming, Inc.	45.79%	-10.14%	-53.12%	3.91%	-35.41%	-41.99%	139.55%
VEU Vanguard FTSE All-World ex-US ETF	12.88%	32.35%	5.56%	15.84%	-15.58%	8.27%	17.05%

Correlation

The correlation between CRSR and VEU is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (All Time) Calculated using the full available price history since Sep 23, 2020	0.50

The correlation between CRSR and VEU has been stable across timeframes, ranging from 0.45 to 0.55 - a consistent structural relationship.

Return for Risk

CRSR vs. VEU — Risk / Return Rank

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

CRSR

CRSR Risk / Return Rank: 41
CRSR Sharpe Ratio Rank: 39
CRSR Sortino Ratio Rank: 44
CRSR Omega Ratio Rank: 44
CRSR Calmar Ratio Rank: 39
CRSR Martin Ratio Rank: 39

VEU

VEU Risk / Return Rank: 56
VEU Sharpe Ratio Rank: 56
VEU Sortino Ratio Rank: 54
VEU Omega Ratio Rank: 57
VEU Calmar Ratio Rank: 56
VEU Martin Ratio Rank: 58

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. VEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corsair Gaming, Inc. (CRSR) and Vanguard FTSE All-World ex-US ETF (VEU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CRSR	VEU	Difference
Sharpe ratio: Return per unit of total volatility	-0.10	1.72	-1.81
Sortino ratio: Return per unit of downside risk	0.48	2.37	-1.88
Omega ratio: Gain probability vs. loss probability	1.06	1.32	-0.26
Calmar ratio: Return relative to maximum drawdown	-0.15	2.46	-2.61
Martin ratio: Return relative to average drawdown	-0.26	9.40	-9.65

CRSR vs. VEU - Sharpe Ratio Comparison

The current CRSR Sharpe Ratio is -0.10, which is lower than the VEU Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of CRSR and VEU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CRSR vs. VEU - Drawdown Comparison

The maximum CRSR drawdown since its inception was -91.07%, which is greater than VEU's maximum drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for CRSR and VEU.

Drawdown Indicators

	CRSR	VEU	Difference
Max Drawdown Largest peak-to-trough decline	-91.07%	-61.52%	-29.55%
Max Drawdown (1Y) Largest decline over 1 year	-53.07%	-11.43%	-41.64%
Max Drawdown (3Y) Largest decline over 3 years	-75.43%	-13.69%	-61.74%
Max Drawdown (5Y) Largest decline over 5 years	-86.48%	-29.14%	-57.34%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.98%	—
Current Drawdown Current decline from peak	-83.11%	-3.18%	-79.93%
Average Drawdown Average peak-to-trough decline	-67.13%	-13.10%	-54.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.30%	2.99%	+27.31%

Volatility

CRSR vs. VEU - Volatility Comparison

Corsair Gaming, Inc. (CRSR) has a higher volatility of 35.30% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 7.10%. This indicates that CRSR's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRSR	VEU	Difference
Volatility (1M) Calculated over the trailing 1-month period	35.30%	7.10%	+28.20%
Volatility (6M) Calculated over the trailing 6-month period	65.43%	14.46%	+50.97%
Volatility (1Y) Calculated over the trailing 1-year period	80.52%	16.43%	+64.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.23%	16.29%	+42.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.55%	17.08%	+44.47%

Dividends

CRSR vs. VEU - Dividend Comparison

CRSR has not paid dividends to shareholders, while VEU's dividend yield for the trailing twelve months is around 2.57%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VEU Vanguard FTSE All-World ex-US ETF	2.57%	3.09%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%

Frequently Asked Questions

Can I hold both CRSR and VEU in my portfolio?

CRSR and VEU have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRSR or VEU?

CRSR has higher volatility (35.30%) compared to VEU (7.10%). In terms of maximum drawdown, CRSR dropped -91.07% vs VEU's -61.52%.

Which has better risk-adjusted returns?

VEU currently has the higher Sharpe Ratio (1.72 vs -0.10), 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.