PortfoliosLab logo
TPX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TPX and SPY is 0.52, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

TPX vs. SPY - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%December2025FebruaryMarchAprilMay
1,811.62%
673.00%
TPX
SPY

Key characteristics

Returns By Period


TPX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-3.01%

1M

0.40%

6M

-0.12%

1Y

13.65%

5Y*

16.65%

10Y*

12.45%

*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. SPY — 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 8787
Overall Rank
The Sharpe Ratio Rank of TPX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of TPX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of TPX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of TPX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of TPX is 8484
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7272
Overall Rank
The Sharpe Ratio Rank of SPY is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SPY 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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tempur Sealy International, Inc. (TPX) 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.


The chart of Sharpe ratio for TPX, currently valued at 1.37, compared to the broader market-2.00-1.000.001.002.003.00
TPX: 1.37
SPY: 0.72
The chart of Sortino ratio for TPX, currently valued at 2.32, compared to the broader market-6.00-4.00-2.000.002.004.00
TPX: 2.32
SPY: 1.13
The chart of Omega ratio for TPX, currently valued at 1.29, compared to the broader market0.501.001.502.00
TPX: 1.29
SPY: 1.17
The chart of Calmar ratio for TPX, currently valued at 1.90, compared to the broader market0.001.002.003.004.005.00
TPX: 1.90
SPY: 0.76
The chart of Martin ratio for TPX, currently valued at 6.45, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
TPX: 6.45
SPY: 3.04


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.37
0.72
TPX
SPY

Dividends

TPX vs. SPY - Dividend Comparison

TPX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.26%.


TTM20242023202220212020201920182017201620152014
TPX
Tempur Sealy International, Inc.
0.79%0.92%0.86%1.17%0.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.26%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

TPX vs. SPY - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-7.25%
TPX
SPY

Volatility

TPX vs. SPY - Volatility Comparison

The current volatility for Tempur Sealy International, Inc. (TPX) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.07%. This indicates that TPX experiences smaller price fluctuations and is considered to be less risky 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%December2025FebruaryMarchAprilMay0
15.07%
TPX
SPY