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SGI vs. LEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SGI vs. LEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Somnigroup International Inc. (SGI) and Leggett & Platt, Incorporated (LEG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGI achieves a -26.49% return, which is significantly lower than LEG's -10.05% return. Over the past 10 years, SGI has outperformed LEG with an annualized return of 13.74%, while LEG has yielded a comparatively lower -12.01% annualized return.


SGI

1D
-2.30%
1M
-16.70%
6M
-25.29%
YTD
-26.49%
1Y
-8.76%
3Y*
15.11%
5Y*
9.72%
10Y*
13.74%
ALL TIME*
14.25%

LEG

1D
-2.20%
1M
-17.92%
6M
-15.21%
YTD
-10.05%
1Y
23.64%
3Y*
-29.16%
5Y*
-24.27%
10Y*
-12.01%
ALL TIME*
6.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$18.50M$23.27M$28.03M
$170.41M$154.58M$209.28M

SGI vs. LEG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGI
Somnigroup International Inc.
-26.49%58.81%12.34%50.08%-25.99%75.59%24.05%110.29%-33.96%-8.19%
LEG
Leggett & Platt, Incorporated
-10.05%17.02%-61.93%-13.45%-17.78%-3.76%-9.05%47.13%-22.25%0.58%

Correlation

The correlation between SGI and LEG is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.72

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

0.57

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

0.62

Correlation (10Y)
Provides a long-term view across more market conditions.

0.59

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2003

0.53

The correlation between SGI and LEG shifts across timeframes, from 0.53 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SGI:

$13.74B

LEG:

$1.34B

EPS

SGI:

$2.45

LEG:

$1.60

PE Ratio

SGI:

26.65

LEG:

6.13

PS Ratio

SGI:

1.81

LEG:

0.45

PB Ratio

SGI:

4.41

LEG:

1.33

Total Revenue (TTM)

SGI:

$7.67B

LEG:

$3.03B

Gross Profit (TTM)

SGI:

$3.40B

LEG:

$717.40M

EBITDA (TTM)

SGI:

$1.14B

LEG:

$433.10M

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Return for Risk

SGI vs. LEG — Risk / Return Rank

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

SGI
SGI Risk / Return Rank: 3333
Overall Rank
SGI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SGI Sortino Ratio Rank: 3131
Sortino Ratio Rank
SGI Omega Ratio Rank: 3131
Omega Ratio Rank
SGI Calmar Ratio Rank: 3636
Calmar Ratio Rank
SGI Martin Ratio Rank: 3434
Martin Ratio Rank

LEG
LEG Risk / Return Rank: 4848
Overall Rank
LEG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LEG Sortino Ratio Rank: 4747
Sortino Ratio Rank
LEG Omega Ratio Rank: 4646
Omega Ratio Rank
LEG Calmar Ratio Rank: 4949
Calmar Ratio Rank
LEG Martin Ratio Rank: 4949
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.

SGI vs. LEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Somnigroup International Inc. (SGI) and Leggett & Platt, Incorporated (LEG). 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.


SGILEGDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

0.99

1.06

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.24

0.16

-0.41

Martin ratioReturn relative to average drawdown

-0.55

0.34

-0.89

SGI vs. LEG - Sharpe Ratio Comparison

The current SGI Sharpe Ratio is -0.23, which is lower than the LEG Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of SGI and LEG, 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

SGI vs. LEG - Drawdown Comparison

The maximum SGI drawdown since its inception was -89.24%, roughly equal to the maximum LEG drawdown of -86.41%. Use the drawdown chart below to compare losses from any high point for SGI and LEG.


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Drawdown Indicators


SGILEGDifference

Max Drawdown

Largest peak-to-trough decline

-89.24%

-86.41%

-2.83%

Max Drawdown (1Y)

Largest decline over 1 year

-37.12%

-28.51%

-8.61%

Max Drawdown (3Y)

Largest decline over 3 years

-37.12%

-76.49%

+39.37%

Max Drawdown (5Y)

Largest decline over 5 years

-58.53%

-84.29%

+25.76%

Max Drawdown (10Y)

Largest decline over 10 years

-74.91%

-86.41%

+11.50%

Current Drawdown

Current decline from peak

-33.02%

-79.20%

+46.18%

Average Drawdown

Average peak-to-trough decline

-27.77%

-19.84%

-7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.48%

13.72%

+2.76%

Volatility

SGI vs. LEG - Volatility Comparison

Somnigroup International Inc. (SGI) and Leggett & Platt, Incorporated (LEG) have volatilities of 11.47% and 11.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGILEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.47%

11.32%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

33.18%

32.38%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

39.21%

49.36%

-10.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.00%

42.74%

-3.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.46%

39.96%

+6.50%

Dividends

SGI vs. LEG - Dividend Comparison

SGI's dividend yield for the trailing twelve months is around 0.98%, less than LEG's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
LEG
Leggett & Platt, Incorporated
2.04%1.82%6.35%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%
SGI
Somnigroup International Inc.
0.98%0.67%0.92%0.86%1.17%0.68%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SGI vs. LEG - Financials Comparison

This section allows you to compare key financial metrics between Somnigroup International Inc. and Leggett & Platt, Incorporated. 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

Frequently Asked Questions


SGI and LEG have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGI has higher volatility (11.47%) compared to LEG (11.32%). In terms of maximum drawdown, SGI dropped -89.24% vs LEG's -86.41%.

LEG currently has the higher Sharpe Ratio (0.09 vs -0.23), 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

Find the right allocation for SGI and LEG

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