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

Performance

SNBR vs. MUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sleep Number Corporation (SNBR) and Murphy USA Inc. (MUSA). 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 MUSA's 37.00% return. Over the past 10 years, SNBR has underperformed MUSA with an annualized return of -40.16%, while MUSA has yielded a comparatively higher 22.80% 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%

MUSA

1D
0.01%
1M
1.58%
YTD
37.00%
6M
34.68%
1Y
36.51%
3Y*
24.12%
5Y*
33.97%
10Y*
22.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNBR vs. MUSA - 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%
MUSA
Murphy USA Inc.
37.00%-19.15%41.27%28.20%41.02%53.33%12.06%52.66%-4.63%30.73%

Correlation

The correlation between SNBR and MUSA is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.06

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

0.11

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

0.18

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2013

0.21

The correlation between SNBR and MUSA shifts across timeframes, from 0.03 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SNBR:

$2.88M

MUSA:

$10.31B

EPS

SNBR:

-$5.38

MUSA:

$28.85

PS Ratio

SNBR:

0.00

MUSA:

0.54

Total Revenue (TTM)

SNBR:

$1.02B

MUSA:

$19.68B

Gross Profit (TTM)

SNBR:

$592.60M

MUSA:

$487.10M

EBITDA (TTM)

SNBR:

$40.58M

MUSA:

$1.06B

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Return for Risk

SNBR vs. MUSA — 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

MUSA
MUSA Risk / Return Rank: 7070
Overall Rank
MUSA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MUSA Sortino Ratio Rank: 6565
Sortino Ratio Rank
MUSA Omega Ratio Rank: 6767
Omega Ratio Rank
MUSA Calmar Ratio Rank: 7474
Calmar Ratio Rank
MUSA Martin Ratio Rank: 7171
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. MUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sleep Number Corporation (SNBR) and Murphy USA Inc. (MUSA). 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.


SNBRMUSADifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-2.59

Omega ratioGain probability vs. loss probability

0.84

1.20

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.99

1.86

-2.85

Martin ratioReturn relative to average drawdown

-1.85

3.79

-5.64

SNBR vs. MUSA - Sharpe Ratio Comparison

The current SNBR Sharpe Ratio is -0.45, which is lower than the MUSA Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SNBR and MUSA, 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. MUSA - Drawdown Comparison

The maximum SNBR drawdown since its inception was -99.91%, which is greater than MUSA's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for SNBR and MUSA.


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Drawdown Indicators


SNBRMUSADifference

Max Drawdown

Largest peak-to-trough decline

-99.91%

-35.54%

-64.37%

Max Drawdown (1Y)

Largest decline over 1 year

-98.99%

-19.72%

-79.27%

Max Drawdown (3Y)

Largest decline over 3 years

-99.68%

-35.54%

-64.14%

Max Drawdown (5Y)

Largest decline over 5 years

-99.89%

-35.54%

-64.35%

Max Drawdown (10Y)

Largest decline over 10 years

-99.91%

-35.54%

-64.37%

Current Drawdown

Current decline from peak

-99.91%

-11.44%

-88.47%

Average Drawdown

Average peak-to-trough decline

-52.20%

-9.97%

-42.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.14%

9.66%

+43.48%

Volatility

SNBR vs. MUSA - Volatility Comparison

Sleep Number Corporation (SNBR) has a higher volatility of 185.05% compared to Murphy USA Inc. (MUSA) at 14.19%. This indicates that SNBR's price experiences larger fluctuations and is considered to be riskier than MUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNBRMUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

185.05%

14.19%

+170.86%

Volatility (6M)

Calculated over the trailing 6-month period

216.01%

31.10%

+184.91%

Volatility (1Y)

Calculated over the trailing 1-year period

221.00%

39.52%

+181.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

123.13%

30.58%

+92.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.44%

31.43%

+64.01%

Dividends

SNBR vs. MUSA - Dividend Comparison

SNBR has not paid dividends to shareholders, while MUSA's dividend yield for the trailing twelve months is around 0.44%.


PositionTTM202520242023202220212020
MUSA
Murphy USA Inc.
0.44%0.53%0.36%0.43%0.45%0.52%0.19%
SNBR
Sleep Number Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SNBR vs. MUSA - Financials Comparison

This section allows you to compare key financial metrics between Sleep Number Corporation and Murphy USA 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
4.82B
(SNBR) Total Revenue
(MUSA) Total Revenue
Values in USD except per share items

SNBR vs. MUSA - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
57.9%
0
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%.

MUSA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Murphy USA Inc. reported a gross profit of 0.00 and revenue of 4.82B. Therefore, the gross margin over that period was 0.0%.

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%.

MUSA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Murphy USA Inc. reported an operating income of 205.20M and revenue of 4.82B, resulting in an operating margin of 4.3%.

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%.

MUSA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Murphy USA Inc. reported a net income of 136.30M and revenue of 4.82B, resulting in a net margin of 2.8%.


Frequently Asked Questions


SNBR and MUSA have a correlation of 0.03, 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 MUSA (14.19%). In terms of maximum drawdown, SNBR dropped -99.91% vs MUSA's -35.54%.

MUSA currently has the higher Sharpe Ratio (0.93 vs -0.45), 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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