A hollow object is not stronger than a solid. A larger section is stiffer than a smaller one.
If we have limited material, we can maximise stiffness by increasing the size of the section.
structural steel & oil field suppliers,channels, sections, angles, sheets, bars & gratings, beams, flange beams, columns, is of interest.
Have a look at some of the smaller tubes and compare to the larger tubes. In particular pay attention to the kg/m and the moment of inertia
For example, 100x100x10mm tube weighs 27.4kg/m, with a moment of inertia of 462cm4. 150x150x6mm weighs 26.8kg, with a moment of inertia of 1174cm4. That's 2.5 times stiffer for the same amount of material.
The hole doesn't make it stiffer, it's having more material in places that oppose the force.