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

Performance

SONO vs. CRSR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sonos, Inc. (SONO) and Corsair Gaming, Inc. (CRSR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SONO achieves a -16.51% return, which is significantly lower than CRSR's 78.62% return.


SONO

1D
1.59%
1M
7.64%
6M
2.16%
YTD
-16.51%
1Y
41.51%
3Y*
-5.35%
5Y*
-15.17%
10Y*
ALL TIME*
-1.09%

CRSR

1D
-0.19%
1M
19.21%
6M
108.04%
YTD
78.62%
1Y
23.80%
3Y*
-17.13%
5Y*
-18.32%
10Y*
ALL TIME*
-5.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$15.52M$13.87M$25.76M
$35.80M$33.15M$30.98M

SONO vs. CRSR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SONO
Sonos, Inc.
-16.51%16.76%-12.25%1.42%-43.29%27.40%55.52%
CRSR
Corsair Gaming, Inc.
78.62%-10.14%-53.12%3.91%-35.41%-41.99%139.55%

Correlation

The correlation between SONO and CRSR is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.42

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.48

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2020

0.45

The correlation between SONO and CRSR shifts across timeframes, from 0.32 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SONO:

$1.73B

CRSR:

$1.13B

EPS

SONO:

-$0.31

CRSR:

$0.04

PS Ratio

SONO:

1.21

CRSR:

0.78

PB Ratio

SONO:

4.40

CRSR:

1.77

Total Revenue (TTM)

SONO:

$1.49B

CRSR:

$1.46B

Gross Profit (TTM)

SONO:

$693.21M

CRSR:

$439.55M

EBITDA (TTM)

SONO:

$110.62M

CRSR:

$57.42M

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Return for Risk

SONO vs. CRSR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SONO
SONO Risk / Return Rank: 6666
Overall Rank
SONO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SONO Sortino Ratio Rank: 6565
Sortino Ratio Rank
SONO Omega Ratio Rank: 6666
Omega Ratio Rank
SONO Calmar Ratio Rank: 6767
Calmar Ratio Rank
SONO Martin Ratio Rank: 6565
Martin Ratio Rank

CRSR
CRSR Risk / Return Rank: 5656
Overall Rank
CRSR Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CRSR Sortino Ratio Rank: 6161
Sortino Ratio Rank
CRSR Omega Ratio Rank: 5959
Omega Ratio Rank
CRSR Calmar Ratio Rank: 5454
Calmar Ratio Rank
CRSR Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SONO vs. CRSR - Risk-Adjusted Trends Comparison

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


SONOCRSRDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratioReturn relative to maximum drawdown

1.06

0.34

+0.72

Martin ratioReturn relative to average drawdown

1.99

0.59

+1.40

SONO vs. CRSR - Sharpe Ratio Comparison

The current SONO Sharpe Ratio is 0.76, which is higher than the CRSR Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of SONO and CRSR, 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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Drawdowns

SONO vs. CRSR - Drawdown Comparison

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


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Drawdown Indicators


SONOCRSRDifference

Max Drawdown

Largest peak-to-trough decline

-82.46%

-91.07%

+8.61%

Max Drawdown (1Y)

Largest decline over 1 year

-33.72%

-51.02%

+17.30%

Max Drawdown (3Y)

Largest decline over 3 years

-60.53%

-72.23%

+11.70%

Max Drawdown (5Y)

Largest decline over 5 years

-81.36%

-84.49%

+3.13%

Current Drawdown

Current decline from peak

-66.60%

-79.30%

+12.70%

Average Drawdown

Average peak-to-trough decline

-49.86%

-67.38%

+17.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.93%

28.88%

-10.95%

Volatility

SONO vs. CRSR - Volatility Comparison

Sonos, Inc. (SONO) has a higher volatility of 26.72% compared to Corsair Gaming, Inc. (CRSR) at 18.17%. This indicates that SONO's price experiences larger fluctuations and is considered to be riskier than CRSR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SONOCRSRDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.72%

18.17%

+8.55%

Volatility (6M)

Calculated over the trailing 6-month period

38.17%

67.35%

-29.18%

Volatility (1Y)

Calculated over the trailing 1-year period

47.57%

82.46%

-34.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.35%

59.77%

-11.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.07%

61.59%

-6.52%

Dividends

SONO vs. CRSR - Dividend Comparison

Neither SONO nor CRSR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SONO vs. CRSR - Financials Comparison

This section allows you to compare key financial metrics between Sonos, Inc. and Corsair Gaming, 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


Values in USD except per share items

SONO vs. CRSR - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

SONO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sonos, Inc. reported a gross profit of 189.31M and revenue of 375.26M. Therefore, the gross margin over that period was 50.5%.

CRSR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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 - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sonos, Inc. reported an operating income of 24.95M and revenue of 375.26M, resulting in an operating margin of 6.7%.

CRSR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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 - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sonos, Inc. reported a net income of -64.91M and revenue of 375.26M, resulting in a net margin of -17.3%.

CRSR - Net Margin

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


Frequently Asked Questions


SONO and CRSR have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SONO has higher volatility (26.72%) compared to CRSR (18.17%). In terms of maximum drawdown, SONO dropped -82.46% vs CRSR's -91.07%.

SONO currently has the higher Sharpe Ratio (0.76 vs 0.21), 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.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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