BUR vs. UPWK
BUR (Burford Capital Ltd) and UPWK (Upwork Inc.) are both stocks. BUR operates in Asset Management (Financial Services), while UPWK operates in Staffing & Employment Services (Industrials). Over the past 5 years, BUR returned -17.20%/yr vs -28.67%/yr for UPWK. At a 0.24 correlation, their price movements are largely independent.
Performance
BUR vs. UPWK - Performance Comparison
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Returns By Period
In the year-to-date period, BUR achieves a -51.03% return, which is significantly higher than UPWK's -56.81% return.
BUR
- 1D
- -5.48%
- 1M
- -16.96%
- YTD
- -51.03%
- 6M
- -54.21%
- 1Y
- -65.86%
- 3Y*
- -30.61%
- 5Y*
- -17.20%
- 10Y*
- -0.33%
UPWK
- 1D
- -4.68%
- 1M
- -18.63%
- YTD
- -56.81%
- 6M
- -56.61%
- 1Y
- -43.31%
- 3Y*
- -0.84%
- 5Y*
- -28.67%
- 10Y*
- —
BUR vs. UPWK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BUR Burford Capital Ltd | -51.03% | -29.24% | -17.52% | 93.24% | -21.63% | 10.98% | 3.09% | -52.91% | -17.86% |
UPWK Upwork Inc. | -56.81% | 21.22% | 9.95% | 42.43% | -69.44% | -1.04% | 223.52% | -41.08% | -14.49% |
Correlation
The correlation between BUR and UPWK is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.24 |
Fundamentals
BUR:
$0.39
UPWK:
$0.79
BUR:
11.11
UPWK:
10.88
BUR:
0.03
UPWK:
0.07
BUR:
2.57
UPWK:
2.00
BUR:
$371.23M
UPWK:
$595.10M
BUR:
$262.56M
UPWK:
$612.97M
BUR:
$153.92M
UPWK:
$152.42M
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Return for Risk
BUR vs. UPWK — Risk / Return Rank
BUR
UPWK
BUR vs. UPWK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Burford Capital Ltd (BUR) and Upwork Inc. (UPWK). 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.
| BUR | UPWK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 0.89 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | -0.68 | -0.22 |
| Martin ratioReturn relative to average drawdown | -1.66 | -1.45 | -0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BUR | UPWK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.92 | -0.74 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | -0.45 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | -0.17 | +0.30 |
Drawdowns
BUR vs. UPWK - Drawdown Comparison
The maximum BUR drawdown since its inception was -86.92%, roughly equal to the maximum UPWK drawdown of -87.48%. Use the drawdown chart below to compare losses from any high point for BUR and UPWK.
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Drawdown Indicators
| BUR | UPWK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.92% | -87.48% | +0.56% |
Max Drawdown (1Y)Largest decline over 1 year | -72.66% | -63.46% | -9.20% |
Max Drawdown (3Y)Largest decline over 3 years | -74.95% | -63.46% | -11.49% |
Max Drawdown (5Y)Largest decline over 5 years | -74.95% | -87.48% | +12.53% |
Max Drawdown (10Y)Largest decline over 10 years | -86.92% | — | — |
Current DrawdownCurrent decline from peak | -82.63% | -85.90% | +3.27% |
Average DrawdownAverage peak-to-trough decline | -39.65% | -56.05% | +16.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.60% | 29.89% | +9.71% |
Volatility
BUR vs. UPWK - Volatility Comparison
The current volatility for Burford Capital Ltd (BUR) is 17.99%, while Upwork Inc. (UPWK) has a volatility of 24.70%. This indicates that BUR experiences smaller price fluctuations and is considered to be less risky than UPWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BUR | UPWK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.99% | 24.70% | -6.71% |
Volatility (6M)Calculated over the trailing 6-month period | 74.52% | 47.18% | +27.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.47% | 59.17% | +12.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.03% | 63.46% | -12.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.39% | 64.82% | -6.43% |
Dividends
BUR vs. UPWK - Dividend Comparison
BUR's dividend yield for the trailing twelve months is around 2.90%, while UPWK has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BUR Burford Capital Ltd | 2.90% | 1.40% | 0.98% | 0.80% | 1.53% | 1.78% |
UPWK Upwork Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
BUR vs. UPWK - Financials Comparison
This section allows you to compare key financial metrics between Burford Capital Ltd and Upwork Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BUR and UPWK have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UPWK has higher volatility (24.70%) compared to BUR (17.99%). In terms of maximum drawdown, BUR dropped -86.92% vs UPWK's -87.48%.
UPWK currently has the higher Sharpe Ratio (-0.74 vs -0.92), 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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