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BUR vs. UPWK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BUR vs. UPWK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Burford Capital Ltd (BUR) and Upwork Inc. (UPWK). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUR vs. UPWK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

EPS

BUR:

$0.39

UPWK:

$0.79

PE Ratio

BUR:

11.11

UPWK:

10.88

PEG Ratio

BUR:

0.03

UPWK:

0.07

PS Ratio

BUR:

2.57

UPWK:

2.00

Total Revenue (TTM)

BUR:

$371.23M

UPWK:

$595.10M

Gross Profit (TTM)

BUR:

$262.56M

UPWK:

$612.97M

EBITDA (TTM)

BUR:

$153.92M

UPWK:

$152.42M

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Return for Risk

BUR vs. UPWK — Risk / Return Rank

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

BUR
BUR Risk / Return Rank: 55
Overall Rank
BUR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BUR Sortino Ratio Rank: 88
Sortino Ratio Rank
BUR Omega Ratio Rank: 44
Omega Ratio Rank
BUR Calmar Ratio Rank: 66
Calmar Ratio Rank
BUR Martin Ratio Rank: 33
Martin Ratio Rank

UPWK
UPWK Risk / Return Rank: 1212
Overall Rank
UPWK Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UPWK Sortino Ratio Rank: 1313
Sortino Ratio Rank
UPWK Omega Ratio Rank: 1313
Omega Ratio Rank
UPWK Calmar Ratio Rank: 1616
Calmar Ratio Rank
UPWK Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


BURUPWKDifference
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

BUR vs. UPWK - Sharpe Ratio Comparison

The current BUR Sharpe Ratio is -0.92, which is comparable to the UPWK Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of BUR and UPWK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BURUPWKDifference

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


BURUPWKDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-82.63%

-85.90%

+3.27%

Average Drawdown

Average peak-to-trough decline

-39.65%

-56.05%

+16.40%

Ulcer Index

Depth 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


BURUPWKDifference

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.


PositionTTM20252024202320222021
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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M200.00M202120222023202420252026
69.80M
23.00K
(BUR) Total Revenue
(UPWK) Total Revenue
Values in USD except per share items

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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