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SNBR vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNBR and SPY is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

SNBR vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sleep Number Corporation (SNBR) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
15.00%
10.91%
SNBR
SPY

Key characteristics

Sharpe Ratio

SNBR:

0.40

SPY:

1.87

Sortino Ratio

SNBR:

1.31

SPY:

2.52

Omega Ratio

SNBR:

1.15

SPY:

1.35

Calmar Ratio

SNBR:

0.37

SPY:

2.81

Martin Ratio

SNBR:

1.52

SPY:

11.69

Ulcer Index

SNBR:

23.15%

SPY:

2.02%

Daily Std Dev

SNBR:

88.48%

SPY:

12.65%

Max Drawdown

SNBR:

-99.31%

SPY:

-55.19%

Current Drawdown

SNBR:

-89.54%

SPY:

0.00%

Returns By Period

In the year-to-date period, SNBR achieves a 0.85% return, which is significantly lower than SPY's 4.58% return. Over the past 10 years, SNBR has underperformed SPY with an annualized return of -6.89%, while SPY has yielded a comparatively higher 13.23% annualized return.


SNBR

YTD

0.85%

1M

-5.99%

6M

11.70%

1Y

33.94%

5Y*

-22.94%

10Y*

-6.89%

SPY

YTD

4.58%

1M

2.57%

6M

10.04%

1Y

24.97%

5Y*

14.73%

10Y*

13.23%

*Annualized

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Risk-Adjusted Performance

SNBR vs. SPY — Risk-Adjusted Performance Rank

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

SNBR
The Risk-Adjusted Performance Rank of SNBR is 6262
Overall Rank
The Sharpe Ratio Rank of SNBR is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SNBR is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SNBR is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SNBR is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SNBR is 6363
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7777
Overall Rank
The Sharpe Ratio Rank of SPY is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNBR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sleep Number Corporation (SNBR) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for SNBR, currently valued at 0.40, compared to the broader market-2.000.002.000.401.87
The chart of Sortino ratio for SNBR, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.006.001.312.52
The chart of Omega ratio for SNBR, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.35
The chart of Calmar ratio for SNBR, currently valued at 0.37, compared to the broader market0.002.004.006.000.372.81
The chart of Martin ratio for SNBR, currently valued at 1.52, compared to the broader market0.0010.0020.0030.001.5211.69
SNBR
SPY

The current SNBR Sharpe Ratio is 0.40, which is lower than the SPY Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of SNBR and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.40
1.87
SNBR
SPY

Dividends

SNBR vs. SPY - Dividend Comparison

SNBR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.15%.


TTM20242023202220212020201920182017201620152014
SNBR
Sleep Number Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.15%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SNBR vs. SPY - Drawdown Comparison

The maximum SNBR drawdown since its inception was -99.31%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SNBR and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-89.54%
0
SNBR
SPY

Volatility

SNBR vs. SPY - Volatility Comparison

Sleep Number Corporation (SNBR) has a higher volatility of 24.75% compared to SPDR S&P 500 ETF (SPY) at 3.00%. This indicates that SNBR's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
24.75%
3.00%
SNBR
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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