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BUR vs. ZEB.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUR vs. ZEB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Burford Capital Ltd (BUR) and BMO Equal Weight Banks Index ETF (ZEB.TO). The values are adjusted to include any dividend payments, if applicable.

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BUR vs. ZEB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUR
Burford Capital Ltd
-49.33%-29.24%-17.52%93.24%-21.63%10.98%3.09%-52.91%35.14%128.53%
ZEB.TO
BMO Equal Weight Banks Index ETF
0.61%50.31%14.74%13.40%-16.38%40.41%5.59%21.85%-15.92%22.15%
Different Trading Currencies

BUR is traded in USD, while ZEB.TO is traded in CAD. To make them comparable, the ZEB.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BUR achieves a -49.33% return, which is significantly lower than ZEB.TO's -1.88% return. Over the past 10 years, BUR has underperformed ZEB.TO with an annualized return of 5.04%, while ZEB.TO has yielded a comparatively higher 13.52% annualized return.


BUR

1D
12.16%
1M
-46.45%
YTD
-49.33%
6M
-61.96%
1Y
-65.39%
3Y*
-25.04%
5Y*
-13.59%
10Y*
5.04%

ZEB.TO

1D
0.00%
1M
-7.99%
YTD
-1.88%
6M
11.98%
1Y
53.42%
3Y*
23.41%
5Y*
13.84%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BUR vs. ZEB.TO — 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: 55
Sharpe Ratio Rank
BUR Sortino Ratio Rank: 77
Sortino Ratio Rank
BUR Omega Ratio Rank: 33
Omega Ratio Rank
BUR Calmar Ratio Rank: 77
Calmar Ratio Rank
BUR Martin Ratio Rank: 00
Martin Ratio Rank

ZEB.TO
ZEB.TO Risk / Return Rank: 9898
Overall Rank
ZEB.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ZEB.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
ZEB.TO Omega Ratio Rank: 9898
Omega Ratio Rank
ZEB.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
ZEB.TO Martin Ratio Rank: 9898
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. ZEB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Burford Capital Ltd (BUR) and BMO Equal Weight Banks Index ETF (ZEB.TO). 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.


BURZEB.TODifference

Sharpe ratio

Return per unit of total volatility

-0.96

3.62

-4.58

Sortino ratio

Return per unit of downside risk

-1.32

4.70

-6.02

Omega ratio

Gain probability vs. loss probability

0.76

1.69

-0.93

Calmar ratio

Return relative to maximum drawdown

-0.91

5.54

-6.45

Martin ratio

Return relative to average drawdown

-2.37

23.94

-26.31

BUR vs. ZEB.TO - Sharpe Ratio Comparison

The current BUR Sharpe Ratio is -0.96, which is lower than the ZEB.TO Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of BUR and ZEB.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BURZEB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

3.62

-4.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.83

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.67

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.56

-0.42

Correlation

The correlation between BUR and ZEB.TO is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BUR vs. ZEB.TO - Dividend Comparison

BUR's dividend yield for the trailing twelve months is around 2.77%, less than ZEB.TO's 2.95% yield.


TTM20252024202320222021202020192018201720162015
BUR
Burford Capital Ltd
2.77%1.40%0.98%0.80%1.53%1.78%0.00%0.00%0.00%0.00%0.00%0.00%
ZEB.TO
BMO Equal Weight Banks Index ETF
2.95%2.95%3.98%4.75%4.29%3.13%4.15%3.65%3.64%3.02%3.19%3.70%

Drawdowns

BUR vs. ZEB.TO - Drawdown Comparison

The maximum BUR drawdown since its inception was -86.92%, which is greater than ZEB.TO's maximum drawdown of -45.16%. Use the drawdown chart below to compare losses from any high point for BUR and ZEB.TO.


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Drawdown Indicators


BURZEB.TODifference

Max Drawdown

Largest peak-to-trough decline

-86.92%

-39.69%

-47.23%

Max Drawdown (1Y)

Largest decline over 1 year

-72.66%

-8.44%

-64.22%

Max Drawdown (5Y)

Largest decline over 5 years

-74.95%

-25.97%

-48.98%

Max Drawdown (10Y)

Largest decline over 10 years

-86.92%

-39.69%

-47.23%

Current Drawdown

Current decline from peak

-82.03%

-5.86%

-76.17%

Average Drawdown

Average peak-to-trough decline

-38.96%

-5.70%

-33.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.82%

2.17%

+25.65%

Volatility

BUR vs. ZEB.TO - Volatility Comparison

Burford Capital Ltd (BUR) has a higher volatility of 66.17% compared to BMO Equal Weight Banks Index ETF (ZEB.TO) at 5.45%. This indicates that BUR's price experiences larger fluctuations and is considered to be riskier than ZEB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BURZEB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

66.17%

5.45%

+60.72%

Volatility (6M)

Calculated over the trailing 6-month period

71.49%

10.76%

+60.73%

Volatility (1Y)

Calculated over the trailing 1-year period

68.48%

14.83%

+53.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.44%

16.82%

+33.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.99%

20.20%

+38.79%