None whatsoever. Though I suppose it’s probably similarly outrageous.
I bet Mycroft is his first name, though. He doesn’t seem like the type to deliberately pick a name like that.
You know, maybe Sherlock started going by Sherlock as a kid because Mycroft had such a weird first name and Sherlock wanted one too? Or maybe he just didn’t want his brother to be alone. (I bet Mycroft got picked on for his. He may not have cared very much, but I’m sure people tried.)