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SNBR vs. TPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SNBR and TPX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SNBR vs. TPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sleep Number Corporation (SNBR) and Tempur Sealy International, Inc. (TPX). 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%60.00%SeptemberOctoberNovemberDecember2025February
42.86%
35.46%
SNBR
TPX

Key characteristics

Sharpe Ratio

SNBR:

0.91

TPX:

1.27

Sortino Ratio

SNBR:

1.92

TPX:

2.11

Omega Ratio

SNBR:

1.21

TPX:

1.23

Calmar Ratio

SNBR:

0.84

TPX:

1.91

Martin Ratio

SNBR:

3.44

TPX:

4.31

Ulcer Index

SNBR:

23.08%

TPX:

8.96%

Daily Std Dev

SNBR:

87.19%

TPX:

30.45%

Max Drawdown

SNBR:

-99.31%

TPX:

-89.24%

Current Drawdown

SNBR:

-87.48%

TPX:

0.00%

Fundamentals

Market Cap

SNBR:

$411.63M

TPX:

$11.94B

EPS

SNBR:

-$1.90

TPX:

$2.20

Total Revenue (TTM)

SNBR:

$1.31B

TPX:

$3.72B

Gross Profit (TTM)

SNBR:

$784.87M

TPX:

$1.66B

EBITDA (TTM)

SNBR:

$82.56M

TPX:

$620.10M

Returns By Period

The year-to-date returns for both investments are quite close, with SNBR having a 20.73% return and TPX slightly higher at 21.33%. Over the past 10 years, SNBR has underperformed TPX with an annualized return of -5.45%, while TPX has yielded a comparatively higher 17.70% annualized return.


SNBR

YTD

20.73%

1M

15.51%

6M

42.86%

1Y

61.83%

5Y*

-19.93%

10Y*

-5.45%

TPX

YTD

21.33%

1M

19.33%

6M

35.46%

1Y

37.33%

5Y*

24.58%

10Y*

17.70%

*Annualized

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Risk-Adjusted Performance

SNBR vs. TPX — 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 7474
Overall Rank
The Sharpe Ratio Rank of SNBR is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SNBR is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SNBR is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SNBR is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SNBR is 7474
Martin Ratio Rank

TPX
The Risk-Adjusted Performance Rank of TPX is 8080
Overall Rank
The Sharpe Ratio Rank of TPX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of TPX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of TPX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of TPX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of TPX is 7777
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. TPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sleep Number Corporation (SNBR) and Tempur Sealy International, Inc. (TPX). 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 0.91, compared to the broader market-2.000.002.004.000.911.27
The chart of Sortino ratio for SNBR, currently valued at 1.92, compared to the broader market-6.00-4.00-2.000.002.004.006.001.922.11
The chart of Omega ratio for SNBR, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.23
The chart of Calmar ratio for SNBR, currently valued at 0.84, compared to the broader market0.002.004.006.000.841.91
The chart of Martin ratio for SNBR, currently valued at 3.44, compared to the broader market-10.000.0010.0020.0030.003.444.31
SNBR
TPX

The current SNBR Sharpe Ratio is 0.91, which is comparable to the TPX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of SNBR and TPX, 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 Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.91
1.27
SNBR
TPX

Dividends

SNBR vs. TPX - Dividend Comparison

SNBR has not paid dividends to shareholders, while TPX's dividend yield for the trailing twelve months is around 0.76%.


TTM2024202320222021
SNBR
Sleep Number Corporation
0.00%0.00%0.00%0.00%0.00%
TPX
Tempur Sealy International, Inc.
0.76%0.92%0.86%1.17%0.68%

Drawdowns

SNBR vs. TPX - Drawdown Comparison

The maximum SNBR drawdown since its inception was -99.31%, which is greater than TPX's maximum drawdown of -89.24%. Use the drawdown chart below to compare losses from any high point for SNBR and TPX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-87.48%
0
SNBR
TPX

Volatility

SNBR vs. TPX - Volatility Comparison

Sleep Number Corporation (SNBR) has a higher volatility of 20.46% compared to Tempur Sealy International, Inc. (TPX) at 10.33%. This indicates that SNBR's price experiences larger fluctuations and is considered to be riskier than TPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
20.46%
10.33%
SNBR
TPX

Financials

SNBR vs. TPX - Financials Comparison

This section allows you to compare key financial metrics between Sleep Number Corporation and Tempur Sealy International, 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


Values in USD except per share items
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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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