PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
BURL vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BURL vs. IYW

Last updated Jun 4, 2026

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 18.05%/yr vs 26.11%/yr for IYW. At a 0.35 correlation, their price movements are largely independent.

Performance

BURL vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Burlington Stores, Inc. (BURL) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BURL achieves a 13.80% return, which is significantly lower than IYW's 29.03% return. Over the past 10 years, BURL has underperformed IYW with an annualized return of 18.05%, while IYW has yielded a comparatively higher 26.11% annualized return.

BURL

1D
2.38%
1M
6.28%
YTD
13.80%
6M
32.09%
1Y
38.21%
3Y*
29.61%
5Y*
1.55%
10Y*
18.05%

IYW

1D
-0.92%
1M
16.53%
YTD
29.03%
6M
28.22%
1Y
59.52%
3Y*
35.24%
5Y*
22.87%
10Y*
26.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BURL vs. IYW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BURL
Burlington Stores, Inc.		13.80%1.33%46.58%-4.08%-30.44%11.45%14.70%40.18%32.22%45.17%
IYW
iShares U.S. Technology ETF		29.03%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 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2013

0.35

The correlation between BURL and IYW shifts across timeframes, from 0.30 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Burlington Stores, Inc.

iShares U.S. Technology ETF

Often compared with BURL:
BURL vs. TJXBURL vs. SPYBURL vs. DECKBURL vs. VOOBURL vs. THCBURL vs. ROSTBURL vs. BOOT
Often compared with IYW:
IYW vs. VGTIYW vs. QQQIYW vs. XLKIYW vs. IGMIYW vs. SMHIYW vs. IWFIYW vs. SOXX

Return for Risk

BURL vs. IYW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BURL
BURL Risk / Return Rank: 7070
Overall Rank
BURL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BURL Sortino Ratio Rank: 6565
Sortino Ratio Rank
BURL Omega Ratio Rank: 6565
Omega Ratio Rank
BURL Calmar Ratio Rank: 7474
Calmar Ratio Rank
BURL Martin Ratio Rank: 7474
Martin Ratio Rank
IYW
IYW Risk / Return Rank: 7575
Overall Rank
IYW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 8181
Sortino Ratio Rank
IYW Omega Ratio Rank: 8080
Omega Ratio Rank
IYW Calmar Ratio Rank: 6666
Calmar Ratio Rank
IYW Martin Ratio Rank: 6060
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.

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.

BURLIYWDifference
Sharpe ratioReturn per unit of total volatility
1.01
2.98

-1.97

Sortino ratioReturn per unit of downside risk
1.55
3.70

-2.15

Omega ratioGain probability vs. loss probability

1.19

1.48

-0.29

Calmar ratioReturn relative to maximum drawdown

1.96

3.36

-1.40

Martin ratioReturn relative to average drawdown

4.92

11.00

-6.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BURL vs. IYW - Sharpe Ratio Comparison

The current BURL Sharpe Ratio is 1.01, which is lower than the IYW Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of BURL and IYW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

BURLIYWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

2.98

-1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.89

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

1.04

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.35

+0.20

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.

Loading charts...

Drawdown Indicators

BURLIYWDifference

Max Drawdown

Largest 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

-35.38%

-26.47%

-8.91%

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 Drawdown

Current decline from peak

-6.79%

-0.92%

-5.87%

Average Drawdown

Average peak-to-trough decline

-18.56%

-34.66%

+16.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.79%

5.43%

+2.36%

Volatility

BURL vs. IYW - Volatility Comparison

Burlington Stores, Inc. (BURL) has a higher volatility of 16.49% compared to iShares U.S. Technology ETF (IYW) at 6.30%. 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.

Loading charts...

Volatility by Period

BURLIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.49%

6.30%

+10.19%

Volatility (6M)

Calculated over the trailing 6-month period

26.87%

15.85%

+11.02%

Volatility (1Y)

Calculated over the trailing 1-year period

37.94%

20.09%

+17.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.11%

25.87%

+18.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.76%

25.09%

+16.67%

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%.

PositionTTM20252024202320222021202020192018201720162015
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 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BURL has higher volatility (16.49%) compared to IYW (6.30%). In terms of maximum drawdown, BURL dropped -68.87% vs IYW's -81.90%.

IYW currently has the higher Sharpe Ratio (2.98 vs 1.01), 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.

Portfolio Optimizer

Find the right allocation for BURL and IYW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer