Consumer-grade sleep trackers represent a promising tool for large scale studies and health management. However, the potential and limitations of these devices remain less well quantified. Addressing this issue, we aim at providing a comprehensive analysis of the impact of accelerometer, autonomic nervous system (ANS)-mediated peripheral signals, and circadian features for sleep stage detection on a large dataset. Four hundred and forty nights from 106 individuals, for a total of 3444 h of combined polysomnography (PSG) and physiological data from a wearable ring, were acquired. Features were extracted to investigate the relative impact of different data streams on 2-stage (sleep and wake) and 4-stage classification accuracy (light NREM sleep, deep NREM sleep, REM sleep, and wake). Machine learning models were evaluated using a 5-fold cross-validation and a standardized framework for sleep stage classification assessment. Accuracy for 2-stage detection (sleep, wake) was 94% for a simple accelerometer-based model and 96% for a full model that included ANS-derived and circadian features. Accuracy for 4-stage detection was 57% for the accelerometer-based model and 79% when including ANS-derived and circadian features. Combining the compact form factor of a finger ring, multidimensional biometric sensory streams, and machine learning, high accuracy wake-sleep detection and sleep staging can be accomplished.