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

Performance

SNBR vs. BUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sleep Number Corporation (SNBR) and Burford Capital Ltd (BUR). 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 BUR's -51.37% return. Over the past 10 years, SNBR has underperformed BUR with an annualized return of -40.16%, while BUR has yielded a comparatively higher 0.43% 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%

BUR

1D
-5.52%
1M
-5.52%
YTD
-51.37%
6M
-52.33%
1Y
-60.41%
3Y*
-28.85%
5Y*
-16.06%
10Y*
0.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNBR vs. BUR - 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%
BUR
Burford Capital Ltd
-51.37%-29.24%-17.52%93.24%-21.63%10.98%3.09%-52.91%35.14%128.53%

Correlation

The correlation between SNBR and BUR is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.24

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

0.27

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

0.19

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2015

0.18

Fundamentals

EPS

SNBR:

-$5.38

BUR:

$0.39

PS Ratio

SNBR:

0.00

BUR:

2.56

Total Revenue (TTM)

SNBR:

$1.02B

BUR:

$371.23M

Gross Profit (TTM)

SNBR:

$592.60M

BUR:

$262.56M

EBITDA (TTM)

SNBR:

$40.58M

BUR:

$153.92M

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Return for Risk

SNBR vs. BUR — 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

BUR
BUR Risk / Return Rank: 99
Overall Rank
BUR Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BUR Sortino Ratio Rank: 1111
Sortino Ratio Rank
BUR Omega Ratio Rank: 77
Omega Ratio Rank
BUR Calmar Ratio Rank: 1010
Calmar Ratio Rank
BUR Martin Ratio Rank: 88
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. BUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sleep Number Corporation (SNBR) and Burford Capital Ltd (BUR). 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.


SNBRBURDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

0.84

0.81

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.83

-0.16

Martin ratioReturn relative to average drawdown

-1.85

-1.43

-0.42

SNBR vs. BUR - Sharpe Ratio Comparison

The current SNBR Sharpe Ratio is -0.45, which is higher than the BUR Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of SNBR and BUR, 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. BUR - Drawdown Comparison

The maximum SNBR drawdown since its inception was -99.91%, which is greater than BUR's maximum drawdown of -86.92%. Use the drawdown chart below to compare losses from any high point for SNBR and BUR.


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Drawdown Indicators


SNBRBURDifference

Max Drawdown

Largest peak-to-trough decline

-99.91%

-86.92%

-12.99%

Max Drawdown (1Y)

Largest decline over 1 year

-98.99%

-72.66%

-26.33%

Max Drawdown (3Y)

Largest decline over 3 years

-99.68%

-74.95%

-24.73%

Max Drawdown (5Y)

Largest decline over 5 years

-99.89%

-74.95%

-24.94%

Max Drawdown (10Y)

Largest decline over 10 years

-99.91%

-86.92%

-12.99%

Current Drawdown

Current decline from peak

-99.91%

-82.76%

-17.15%

Average Drawdown

Average peak-to-trough decline

-52.20%

-39.82%

-12.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.14%

42.34%

+10.80%

Volatility

SNBR vs. BUR - Volatility Comparison

Sleep Number Corporation (SNBR) has a higher volatility of 185.05% compared to Burford Capital Ltd (BUR) at 12.35%. This indicates that SNBR's price experiences larger fluctuations and is considered to be riskier than BUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNBRBURDifference

Volatility (1M)

Calculated over the trailing 1-month period

185.05%

12.35%

+172.70%

Volatility (6M)

Calculated over the trailing 6-month period

216.01%

74.89%

+141.12%

Volatility (1Y)

Calculated over the trailing 1-year period

221.00%

70.83%

+150.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

123.13%

51.18%

+71.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.44%

58.45%

+36.99%

Dividends

SNBR vs. BUR - Dividend Comparison

SNBR has not paid dividends to shareholders, while BUR's dividend yield for the trailing twelve months is around 2.92%.


PositionTTM20252024202320222021
BUR
Burford Capital Ltd
2.92%1.40%0.98%0.80%1.53%1.78%
SNBR
Sleep Number Corporation
0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SNBR vs. BUR - Financials Comparison

This section allows you to compare key financial metrics between Sleep Number Corporation and Burford Capital Ltd. 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


0.00100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
319.00K
69.80M
(SNBR) Total Revenue
(BUR) Total Revenue
Values in USD except per share items

SNBR vs. BUR - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
57.9%
83.9%
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%.

BUR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Burford Capital Ltd reported a gross profit of 58.59M and revenue of 69.80M. Therefore, the gross margin over that period was 83.9%.

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%.

BUR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Burford Capital Ltd reported an operating income of 24.79M and revenue of 69.80M, resulting in an operating margin of 35.5%.

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%.

BUR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Burford Capital Ltd reported a net income of -20.27M and revenue of 69.80M, resulting in a net margin of -29.0%.


Frequently Asked Questions


SNBR and BUR have a correlation of 0.19, 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 BUR (12.35%). In terms of maximum drawdown, SNBR dropped -99.91% vs BUR's -86.92%.

SNBR currently has the higher Sharpe Ratio (-0.45 vs -0.86), 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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