PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TPX vs. SNBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TPX and SNBR 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

TPX vs. SNBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tempur Sealy International, Inc. (TPX) and Sleep Number Corporation (SNBR). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%SeptemberOctoberNovemberDecember2025February
1,811.62%
12.10%
TPX
SNBR

Key characteristics

Sharpe Ratio

TPX:

1.27

SNBR:

0.91

Sortino Ratio

TPX:

2.11

SNBR:

1.92

Omega Ratio

TPX:

1.23

SNBR:

1.21

Calmar Ratio

TPX:

1.91

SNBR:

0.84

Martin Ratio

TPX:

4.31

SNBR:

3.44

Ulcer Index

TPX:

8.96%

SNBR:

23.08%

Daily Std Dev

TPX:

30.45%

SNBR:

87.19%

Max Drawdown

TPX:

-89.24%

SNBR:

-99.31%

Current Drawdown

TPX:

0.00%

SNBR:

-87.48%

Fundamentals

Market Cap

TPX:

$11.94B

SNBR:

$411.63M

EPS

TPX:

$2.20

SNBR:

-$1.90

Total Revenue (TTM)

TPX:

$3.72B

SNBR:

$1.31B

Gross Profit (TTM)

TPX:

$1.66B

SNBR:

$784.87M

EBITDA (TTM)

TPX:

$620.10M

SNBR:

$82.56M

Returns By Period

The year-to-date returns for both stocks are quite close, with TPX having a 21.33% return and SNBR slightly lower at 20.73%. Over the past 10 years, TPX has outperformed SNBR with an annualized return of 18.16%, while SNBR has yielded a comparatively lower -5.26% annualized return.


TPX

YTD

21.33%

1M

15.40%

6M

35.46%

1Y

37.03%

5Y*

24.95%

10Y*

18.16%

SNBR

YTD

20.73%

1M

12.54%

6M

42.86%

1Y

60.70%

5Y*

-20.08%

10Y*

-5.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TPX vs. SNBR — Risk-Adjusted Performance Rank

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

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 8080
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

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 7575
Calmar Ratio Rank
The Martin Ratio Rank of SNBR is 7373
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.

TPX vs. SNBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tempur Sealy International, Inc. (TPX) and Sleep Number Corporation (SNBR). 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 TPX, currently valued at 1.27, compared to the broader market-2.000.002.004.001.270.91
The chart of Sortino ratio for TPX, currently valued at 2.11, compared to the broader market-6.00-4.00-2.000.002.004.006.002.111.92
The chart of Omega ratio for TPX, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.21
The chart of Calmar ratio for TPX, currently valued at 1.91, compared to the broader market0.002.004.006.001.910.84
The chart of Martin ratio for TPX, currently valued at 4.31, compared to the broader market-10.000.0010.0020.0030.004.313.44
TPX
SNBR

The current TPX Sharpe Ratio is 1.27, which is higher than the SNBR Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of TPX and SNBR, 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
1.27
0.91
TPX
SNBR

Dividends

TPX vs. SNBR - Dividend Comparison

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


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

Drawdowns

TPX vs. SNBR - Drawdown Comparison

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February0
-87.48%
TPX
SNBR

Volatility

TPX vs. SNBR - Volatility Comparison

The current volatility for Tempur Sealy International, Inc. (TPX) is 10.33%, while Sleep Number Corporation (SNBR) has a volatility of 20.46%. This indicates that TPX experiences smaller price fluctuations and is considered to be less risky than SNBR 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
10.33%
20.46%
TPX
SNBR

Financials

TPX vs. SNBR - Financials Comparison

This section allows you to compare key financial metrics between Tempur Sealy International, Inc. and Sleep Number Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab