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SNBR vs. BLDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SNBR vs. BLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sleep Number Corporation (SNBR) and Builders FirstSource, Inc. (BLDR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNBR achieves a -98.52% return, which is significantly lower than BLDR's -24.84% return. Over the past 10 years, SNBR has underperformed BLDR with an annualized return of -40.16%, while BLDR has yielded a comparatively higher 21.61% annualized return.


SNBR

1D
-39.67%
1M
-92.69%
YTD
-98.52%
6M
-98.52%
1Y
-98.26%
3Y*
-82.27%
5Y*
-74.13%
10Y*
-40.16%

BLDR

1D
-4.05%
1M
4.29%
YTD
-24.84%
6M
-25.39%
1Y
-32.65%
3Y*
-15.36%
5Y*
11.86%
10Y*
21.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNBR vs. BLDR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNBR
Sleep Number Corporation
-98.52%-44.49%2.76%-42.92%-66.08%-6.43%66.25%55.18%-15.59%66.18%
BLDR
Builders FirstSource, Inc.
-24.84%-28.01%-14.38%157.31%-24.30%110.02%60.61%132.91%-49.93%98.63%

Correlation

The correlation between SNBR and BLDR is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2005

0.36

Fundamentals

Market Cap

SNBR:

$2.88M

BLDR:

$8.50B

EPS

SNBR:

-$5.38

BLDR:

$2.63

PS Ratio

SNBR:

0.00

BLDR:

0.58

Total Revenue (TTM)

SNBR:

$1.02B

BLDR:

$14.82B

Gross Profit (TTM)

SNBR:

$592.60M

BLDR:

$4.43B

EBITDA (TTM)

SNBR:

$40.58M

BLDR:

$1.06B

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Return for Risk

SNBR vs. BLDR — Risk / Return Rank

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

SNBR
SNBR Risk / Return Rank: 99
Overall Rank
SNBR Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SNBR Sortino Ratio Rank: 1010
Sortino Ratio Rank
SNBR Omega Ratio Rank: 99
Omega Ratio Rank
SNBR Calmar Ratio Rank: 11
Calmar Ratio Rank
SNBR Martin Ratio Rank: 22
Martin Ratio Rank

BLDR
BLDR Risk / Return Rank: 1616
Overall Rank
BLDR Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BLDR Sortino Ratio Rank: 1313
Sortino Ratio Rank
BLDR Omega Ratio Rank: 1616
Omega Ratio Rank
BLDR Calmar Ratio Rank: 2020
Calmar Ratio Rank
BLDR Martin Ratio Rank: 1818
Martin Ratio Rank
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.

SNBR vs. BLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sleep Number Corporation (SNBR) and Builders FirstSource, Inc. (BLDR). 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.


SNBRBLDRDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

0.84

0.91

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.59

-0.40

Martin ratioReturn relative to average drawdown

-1.85

-1.09

-0.76

SNBR vs. BLDR - Sharpe Ratio Comparison

The current SNBR Sharpe Ratio is -0.45, which is higher than the BLDR Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of SNBR and BLDR, 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

SNBR vs. BLDR - Drawdown Comparison

The maximum SNBR drawdown since its inception was -99.91%, roughly equal to the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for SNBR and BLDR.


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Drawdown Indicators


SNBRBLDRDifference

Max Drawdown

Largest peak-to-trough decline

-99.91%

-96.78%

-3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-98.99%

-55.51%

-43.48%

Max Drawdown (3Y)

Largest decline over 3 years

-99.68%

-68.55%

-31.13%

Max Drawdown (5Y)

Largest decline over 5 years

-99.89%

-68.55%

-31.34%

Max Drawdown (10Y)

Largest decline over 10 years

-99.91%

-68.55%

-31.36%

Current Drawdown

Current decline from peak

-99.91%

-63.37%

-36.54%

Average Drawdown

Average peak-to-trough decline

-52.20%

-47.88%

-4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.14%

29.98%

+23.16%

Volatility

SNBR vs. BLDR - Volatility Comparison

Sleep Number Corporation (SNBR) has a higher volatility of 185.05% compared to Builders FirstSource, Inc. (BLDR) at 13.53%. This indicates that SNBR's price experiences larger fluctuations and is considered to be riskier than BLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNBRBLDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

185.05%

13.53%

+171.52%

Volatility (6M)

Calculated over the trailing 6-month period

216.01%

35.42%

+180.59%

Volatility (1Y)

Calculated over the trailing 1-year period

221.00%

48.37%

+172.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

123.13%

45.41%

+77.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.44%

47.78%

+47.66%

Dividends

SNBR vs. BLDR - Dividend Comparison

Neither SNBR nor BLDR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SNBR vs. BLDR - Financials Comparison

This section allows you to compare key financial metrics between Sleep Number Corporation and Builders FirstSource, 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
319.00K
3.29B
(SNBR) Total Revenue
(BLDR) Total Revenue
Values in USD except per share items

SNBR vs. BLDR - Profitability Comparison

The chart below illustrates the profitability comparison between Sleep Number Corporation and Builders FirstSource, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%20222023202420252026
57.9%
28.3%
Portfolio components
SNBR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sleep Number Corporation reported a gross profit of 184.60K and revenue of 319.00K. Therefore, the gross margin over that period was 57.9%.

BLDR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Builders FirstSource, Inc. reported a gross profit of 928.97M and revenue of 3.29B. Therefore, the gross margin over that period was 28.3%.

SNBR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sleep Number Corporation reported an operating income of -36.90K and revenue of 319.00K, resulting in an operating margin of -11.6%.

BLDR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Builders FirstSource, Inc. reported an operating income of 16.52M and revenue of 3.29B, resulting in an operating margin of 0.5%.

SNBR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sleep Number Corporation reported a net income of -50.30K and revenue of 319.00K, resulting in a net margin of -15.8%.

BLDR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Builders FirstSource, Inc. reported a net income of -47.41M and revenue of 3.29B, resulting in a net margin of -1.4%.


Frequently Asked Questions


SNBR and BLDR have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNBR has higher volatility (185.05%) compared to BLDR (13.53%). In terms of maximum drawdown, SNBR dropped -99.91% vs BLDR's -96.78%.

SNBR currently has the higher Sharpe Ratio (-0.45 vs -0.68), 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.

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