BURL vs. IYW
BURL (Burlington Stores, Inc.) is a stock, while IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. Over the past 10 years, BURL returned 17.43%/yr vs 24.38%/yr for IYW. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
BURL vs. IYW - Performance Comparison
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Returns By Period
In the year-to-date period, BURL achieves a 27.57% return, which is significantly higher than IYW's 19.29% return. Over the past 10 years, BURL has underperformed IYW with an annualized return of 17.43%, while IYW has yielded a comparatively higher 24.38% annualized return.
BURL
- 1D
- -1.00%
- 1M
- 17.66%
- 6M
- 24.55%
- YTD
- 27.57%
- 1Y
- 34.89%
- 3Y*
- 28.39%
- 5Y*
- 1.94%
- 10Y*
- 17.43%
- ALL TIME*
- 24.12%
IYW
- 1D
- 0.46%
- 1M
- -2.23%
- 6M
- 20.08%
- YTD
- 19.29%
- 1Y
- 34.47%
- 3Y*
- 28.25%
- 5Y*
- 18.55%
- 10Y*
- 24.38%
- ALL TIME*
- 9.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $233.99M | $212.05M | $260.29M | |
| $125.49M | $126.55M | $189.91M |
BURL vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BURL Burlington Stores, Inc. | 27.57% | 1.33% | 46.58% | -4.08% | -30.44% | 11.45% | 14.70% | 40.18% | 32.22% | 45.17% |
IYW iShares U.S. Technology ETF | 19.29% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -0.93% | 36.60% |
Correlation
The correlation between BURL and IYW is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2013 | 0.35 |
The correlation between BURL and IYW shifts across timeframes, from 0.25 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BURL vs. IYW — Risk / Return Rank
BURL
IYW
BURL vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Burlington Stores, Inc. (BURL) and iShares U.S. Technology ETF (IYW). 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.
| BURL | IYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.77 | +0.02 |
| Martin ratioReturn relative to average drawdown | 4.43 | 5.23 | -0.80 |
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Drawdowns
BURL vs. IYW - Drawdown Comparison
The maximum BURL drawdown since its inception was -68.87%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for BURL and IYW.
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Drawdown Indicators
| BURL | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.87% | -81.90% | +13.03% |
Max Drawdown (1Y)Largest decline over 1 year | -19.55% | -17.81% | -1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -32.47% | -26.47% | -6.00% |
Max Drawdown (5Y)Largest decline over 5 years | -68.87% | -39.44% | -29.43% |
Max Drawdown (10Y)Largest decline over 10 years | -68.87% | -39.44% | -29.43% |
Current DrawdownCurrent decline from peak | -1.00% | -8.40% | +7.40% |
Average DrawdownAverage peak-to-trough decline | -18.39% | -34.48% | +16.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.92% | 6.03% | +1.89% |
Volatility
BURL vs. IYW - Volatility Comparison
Burlington Stores, Inc. (BURL) has a higher volatility of 9.05% compared to iShares U.S. Technology ETF (IYW) at 7.86%. This indicates that BURL's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BURL | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 7.86% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 27.13% | 19.90% | +7.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.48% | 23.79% | +14.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.27% | 26.47% | +17.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.83% | 25.36% | +16.47% |
Dividends
BURL vs. IYW - Dividend Comparison
BURL has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BURL Burlington Stores, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYW iShares U.S. Technology ETF | 0.11% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
Frequently Asked Questions
BURL and IYW have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BURL has higher volatility (9.05%) compared to IYW (7.86%). In terms of maximum drawdown, BURL dropped -68.87% vs IYW's -81.90%.
IYW currently has the higher Sharpe Ratio (1.33 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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