BURL vs. M
BURL (Burlington Stores, Inc.) and M (Macy's, Inc.) are both stocks. Both are in the Consumer Cyclical sector — BURL in Apparel Retail, M in Department Stores. Over the past 10 years, BURL returned 18.05%/yr vs -0.13%/yr for M. At a 0.45 correlation, their price movements are largely independent.
Performance
BURL vs. M - Performance Comparison
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Returns By Period
In the year-to-date period, BURL achieves a 13.80% return, which is significantly higher than M's -0.02% return. Over the past 10 years, BURL has outperformed M with an annualized return of 18.05%, while M has yielded a comparatively lower -0.13% 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%
M
- 1D
- 0.60%
- 1M
- 14.02%
- YTD
- -0.02%
- 6M
- -1.10%
- 1Y
- 98.48%
- 3Y*
- 17.28%
- 5Y*
- 7.89%
- 10Y*
- -0.13%
BURL vs. M - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BURL Burlington Stores, Inc. | 13.80% | 1.33% | 46.58% | -4.08% | -30.44% | 11.45% | 14.70% | 40.18% | 32.22% | 45.17% |
M Macy's, Inc. | -0.02% | 36.55% | -12.41% | 1.64% | -18.66% | 135.80% | -31.08% | -38.20% | 23.64% | -25.29% |
Correlation
The correlation between BURL and M is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2013 | 0.45 |
The correlation between BURL and M shifts across timeframes, from 0.40 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BURL:
$21.08B
M:
$5.94B
BURL:
$9.74
M:
-$166.77
BURL:
5.54
M:
0.36
BURL:
$11.92B
M:
-$526.20B
BURL:
$5.24B
M:
-$146.61B
BURL:
$1.33B
M:
-$17.82B
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Return for Risk
BURL vs. M — Risk / Return Rank
BURL
M
BURL vs. M - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Burlington Stores, Inc. (BURL) and Macy's, Inc. (M). 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.
| BURL | M | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 3.46 | -1.50 |
| Martin ratioReturn relative to average drawdown | 4.92 | 8.35 | -3.43 |
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
| BURL | M | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 2.19 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.15 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | -0.00 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.11 | +0.45 |
Drawdowns
BURL vs. M - Drawdown Comparison
The maximum BURL drawdown since its inception was -68.87%, smaller than the maximum M drawdown of -91.95%. Use the drawdown chart below to compare losses from any high point for BURL and M.
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Drawdown Indicators
| BURL | M | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.87% | -91.95% | +23.08% |
Max Drawdown (1Y)Largest decline over 1 year | -19.55% | -28.61% | +9.06% |
Max Drawdown (3Y)Largest decline over 3 years | -35.38% | -51.33% | +15.95% |
Max Drawdown (5Y)Largest decline over 5 years | -68.87% | -69.65% | +0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -68.87% | -87.79% | +18.92% |
Current DrawdownCurrent decline from peak | -6.79% | -52.32% | +45.53% |
Average DrawdownAverage peak-to-trough decline | -18.56% | -34.50% | +15.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.79% | 11.84% | -4.05% |
Volatility
BURL vs. M - Volatility Comparison
Burlington Stores, Inc. (BURL) has a higher volatility of 16.49% compared to Macy's, Inc. (M) at 12.73%. This indicates that BURL's price experiences larger fluctuations and is considered to be riskier than M based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BURL | M | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.49% | 12.73% | +3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 26.87% | 27.84% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.94% | 45.33% | -7.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.11% | 54.04% | -9.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.76% | 56.08% | -14.32% |
Dividends
BURL vs. M - Dividend Comparison
BURL has not paid dividends to shareholders, while M's dividend yield for the trailing twelve months is around 3.39%.
| 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% |
M Macy's, Inc. | 3.39% | 3.31% | 4.10% | 3.29% | 3.05% | 1.15% | 3.36% | 8.88% | 5.07% | 5.99% | 4.17% | 3.98% |
Financials
BURL vs. M - Financials Comparison
This section allows you to compare key financial metrics between Burlington Stores, Inc. and Macy's, 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
BURL vs. M - Profitability Comparison
BURL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Burlington Stores, Inc. reported a gross profit of 1.26B and revenue of 2.86B. Therefore, the gross margin over that period was 44.2%.
M - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Macy's, Inc. reported a gross profit of -152.87B and revenue of -544.02B. Therefore, the gross margin over that period was 28.1%.
BURL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Burlington Stores, Inc. reported an operating income of 142.67M and revenue of 2.86B, resulting in an operating margin of 5.0%.
M - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Macy's, Inc. reported an operating income of -89.28B and revenue of -544.02B, resulting in an operating margin of 16.4%.
BURL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Burlington Stores, Inc. reported a net income of 114.74M and revenue of 2.86B, resulting in a net margin of 4.0%.
M - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Macy's, Inc. reported a net income of -46.55B and revenue of -544.02B, resulting in a net margin of 8.6%.
Frequently Asked Questions
BURL and M have a correlation of 0.40, 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 M (12.73%). In terms of maximum drawdown, BURL dropped -68.87% vs M's -91.95%.
M currently has the higher Sharpe Ratio (2.19 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.
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