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SNBR vs. VMFXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNBR vs. VMFXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sleep Number Corporation (SNBR) and Vanguard Federal Money Market Fund (VMFXX). 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 VMFXX's 1.50% 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%

VMFXX

1D
0.00%
1M
0.30%
YTD
1.50%
6M
1.82%
1Y
3.95%
3Y*
4.42%
5Y*
3.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNBR vs. VMFXX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SNBR
Sleep Number Corporation
-98.52%-44.49%2.76%-42.92%-66.08%-26.16%
VMFXX
Vanguard Federal Money Market Fund
1.50%4.24%4.83%4.64%0.00%0.00%

Correlation

The correlation between SNBR and VMFXX is -0.00, 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

-0.00

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

0.02

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

0.03

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.03

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Return for Risk

SNBR vs. VMFXX — 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

VMFXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. VMFXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sleep Number Corporation (SNBR) and Vanguard Federal Money Market Fund (VMFXX). 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.


SNBRVMFXXDifference
Sharpe ratioReturn per unit of total volatility

-4.12

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.84

Calmar ratioReturn relative to maximum drawdown

-0.99

Martin ratioReturn relative to average drawdown

-1.85

SNBR vs. VMFXX - Sharpe Ratio Comparison

The current SNBR Sharpe Ratio is -0.45, which is lower than the VMFXX Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of SNBR and VMFXX, 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. VMFXX - Drawdown Comparison

The maximum SNBR drawdown since its inception was -99.91%, which is greater than VMFXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SNBR and VMFXX.


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Drawdown Indicators


SNBRVMFXXDifference

Max Drawdown

Largest peak-to-trough decline

-99.91%

0.00%

-99.91%

Max Drawdown (1Y)

Largest decline over 1 year

-98.99%

0.00%

-98.99%

Max Drawdown (3Y)

Largest decline over 3 years

-99.68%

0.00%

-99.68%

Max Drawdown (5Y)

Largest decline over 5 years

-99.89%

0.00%

-99.89%

Max Drawdown (10Y)

Largest decline over 10 years

-99.91%

Current Drawdown

Current decline from peak

-99.91%

0.00%

-99.91%

Average Drawdown

Average peak-to-trough decline

-52.20%

0.00%

-52.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.14%

0.00%

+53.14%

Volatility

SNBR vs. VMFXX - Volatility Comparison

Sleep Number Corporation (SNBR) has a higher volatility of 185.05% compared to Vanguard Federal Money Market Fund (VMFXX) at 0.30%. This indicates that SNBR's price experiences larger fluctuations and is considered to be riskier than VMFXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNBRVMFXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

185.05%

0.30%

+184.75%

Volatility (6M)

Calculated over the trailing 6-month period

216.01%

0.72%

+215.29%

Volatility (1Y)

Calculated over the trailing 1-year period

221.00%

1.12%

+219.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

123.13%

1.08%

+122.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.44%

1.07%

+94.37%

Dividends

SNBR vs. VMFXX - Dividend Comparison

SNBR has not paid dividends to shareholders, while VMFXX's dividend yield for the trailing twelve months is around 3.87%.


PositionTTM202520242023
SNBR
Sleep Number Corporation
0.00%0.00%0.00%0.00%
VMFXX
Vanguard Federal Money Market Fund
3.87%4.14%4.70%4.53%

Frequently Asked Questions


SNBR and VMFXX have a correlation of -0.00, 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 VMFXX (0.30%). In terms of maximum drawdown, SNBR dropped -99.91% vs VMFXX's 0.00%.

VMFXX currently has the higher Sharpe Ratio (3.67 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

Find the right allocation for SNBR and VMFXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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