BUR vs. QQQM
BUR (Burford Capital Ltd) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, BUR returned -16.24%/yr vs 16.03%/yr for QQQM. At a 0.37 correlation, their price movements are largely independent.
Performance
BUR vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, BUR achieves a -53.30% return, which is significantly lower than QQQM's 15.99% return.
BUR
- 1D
- -1.20%
- 1M
- -9.27%
- YTD
- -53.30%
- 6M
- -53.72%
- 1Y
- -63.02%
- 3Y*
- -29.80%
- 5Y*
- -16.24%
- 10Y*
- 0.02%
QQQM
- 1D
- -0.42%
- 1M
- -0.84%
- YTD
- 15.99%
- 6M
- 14.21%
- 1Y
- 32.39%
- 3Y*
- 25.97%
- 5Y*
- 16.03%
- 10Y*
- —
BUR vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BUR Burford Capital Ltd | -53.30% | -29.24% | -17.52% | 93.24% | -21.63% | 10.98% | -1.33% |
QQQM Invesco NASDAQ 100 ETF | 15.99% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between BUR and QQQM is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.37 |
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Return for Risk
BUR vs. QQQM — Risk / Return Rank
BUR
QQQM
BUR vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Burford Capital Ltd (BUR) and Invesco NASDAQ 100 ETF (QQQM). 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.
| BUR | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -3.60 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.33 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 2.72 | -3.59 |
| Martin ratioReturn relative to average drawdown | -1.47 | 10.03 | -11.51 |
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Drawdowns
BUR vs. QQQM - Drawdown Comparison
The maximum BUR drawdown since its inception was -86.92%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for BUR and QQQM.
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Drawdown Indicators
| BUR | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.92% | -35.04% | -51.88% |
Max Drawdown (1Y)Largest decline over 1 year | -72.66% | -11.96% | -60.70% |
Max Drawdown (3Y)Largest decline over 3 years | -74.95% | -22.70% | -52.25% |
Max Drawdown (5Y)Largest decline over 5 years | -74.95% | -35.04% | -39.91% |
Max Drawdown (10Y)Largest decline over 10 years | -86.92% | — | — |
Current DrawdownCurrent decline from peak | -83.44% | -4.64% | -78.80% |
Average DrawdownAverage peak-to-trough decline | -39.85% | -8.20% | -31.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.81% | 3.24% | +39.57% |
Volatility
BUR vs. QQQM - Volatility Comparison
Burford Capital Ltd (BUR) has a higher volatility of 12.43% compared to Invesco NASDAQ 100 ETF (QQQM) at 9.00%. This indicates that BUR's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BUR | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.43% | 9.00% | +3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 74.91% | 14.39% | +60.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.74% | 17.83% | +52.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.20% | 22.53% | +28.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.44% | 22.29% | +36.15% |
Dividends
BUR vs. QQQM - Dividend Comparison
BUR's dividend yield for the trailing twelve months is around 3.04%, more than QQQM's 0.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BUR Burford Capital Ltd | 3.04% | 1.40% | 0.98% | 0.80% | 1.53% | 1.78% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.45% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
Frequently Asked Questions
BUR and QQQM have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUR has higher volatility (12.43%) compared to QQQM (9.00%). In terms of maximum drawdown, BUR dropped -86.92% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (1.83 vs -0.89), 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.
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