Burford Capital Limited

10-Year Study

BUR.LSE · Financial Services · GB · Common Stock

Executive Summary: Burford Capital Limited has compounded at 1.8% annually over the last 10 years, with a maximum drawdown of 83.3% and an annualized volatility of 51.6%.

1Y CAGR
-66.2%
3Y CAGR
-31.4%
5Y CAGR
-15.7%
10Y CAGR
+1.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
83.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
47.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +102.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -56.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.6-9.7-50.512.1————————-47.5%
202510.38.1-17.20.3-6.7-10.212.66.8-13.8-15.2-3.4-7.6-35.0%
2024-0.8-1.75.1-0.2-9.4-8.87.5-7.5-2.56.61.0-2.5-13.9%
20239.3-7.511.938.63.5-11.010.33.13.8-10.16.312.783.6%
2022-12.48.1-4.9-1.43.714.39.4-8.3-17.55.97.3-11.1-12.1%
2021-12.9-1.02.452.5-10.3-12.55.714.8-10.3-7.52.41.010.2%
2020-11.4-14.6-22.019.1-11.44.915.55.610.25.213.8-4.9-0.1%
201910.9-3.6-4.7-3.02.3-6.9-3.0-53.517.86.7-5.8-13.7-56.7%
20186.8-15.028.17.511.0-6.022.98.7-2.7-14.7-8.59.444.5%
201713.55.012.81.314.81.220.66.4-10.520.0-0.6-6.5102.8%
2016———2.810.20.221.40.56.116.5-2.421.9103.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 51.6%. The dominant macroeconomic risk driver is QUAL.US, accounting for 20.4% of variance. Idiosyncratic stock-specific factors contribute 60.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110279.721116984256
2016-05-0111330.947255237745
2016-06-0111348.651661178452
2016-07-0113774.182310579463
2016-08-0113845.003796559999
2016-09-0114694.82300614942
2016-10-0117120.496557605362
2016-11-0116711.17100123359
2016-12-0120377.303909414
2017-01-0123135.80407124092
2017-02-0124292.596205911817
2017-03-0127407.030626613923
2017-04-0127762.964885489106
2017-05-0131877.335193377377
2017-06-0132253.202357806662
2017-07-0138911.46870097397
2017-08-0141417.2678208518
2017-09-0137050.0188090002
2017-10-0144476.812403589385
2017-11-0144189.865077286835
2017-12-0141320.39181426131
2018-01-0144118.1282457112
2018-02-0137518.3436029702
2018-03-0148063.65012015359
2018-04-0151650.48783671779
2018-05-0157315.15232972833
2018-06-0153858.96185133088
2018-07-0166171.63849951296
2018-08-0171931.95467610283
2018-09-0169987.84946311312
2018-10-0159691.281352517726
2018-11-0154602.53531418754
2018-12-0159723.77805225271
2019-01-0166215.49011928844
2019-02-0163835.193763599826
2019-03-0160805.728132316486
2019-04-0158966.4087477686
2019-05-0160308.53712325032
2019-06-0156143.085124050565
2019-07-0154476.9012345965
2019-08-0125336.83173012676
2019-09-0129846.388015383982
2019-10-0131856.67232867781
2019-11-0130010.38936561529
2019-12-0125884.189084909307
2020-01-0122921.319673441765
2020-02-0119576.73569994585
2020-03-0115268.764005366937
2020-04-0118184.367596611442
2020-05-0116112.179658008345
2020-06-0116904.702868005617
2020-07-0119522.20504822751
2020-08-0120612.8296692474
2020-09-0122721.37266306862
2020-10-0123902.882991024973
2020-11-0127192.940175020252
2020-12-0125847.834029691185
2021-01-0122521.425652695478
2021-02-0122285.123587104208
2021-03-0122830.433966505298
2021-04-0134827.32024659487
2021-05-0131227.327816541565
2021-06-0127333.096193166497
2021-07-0128894.459494219416
2021-08-0133174.44169712025
2021-09-0129757.80419019723
2021-10-0127535.15583662201
2021-11-0128192.323765075198
2021-12-0128487.91859680996
2022-01-0124959.261327691405
2022-02-0126972.99846360979
2022-03-0125642.82365191222
2022-04-0125273.329146689342
2022-05-0126211.473412879568
2022-06-0129971.9294017502
2022-07-0132782.95958652642
2022-08-0130046.39295902264
2022-09-0124796.6503758324
2022-10-0126248.705191515786
2022-11-0128161.356503549763
2022-12-0125028.147842603816
2023-01-0127354.60488354255
2023-02-0125290.813406221103
2023-03-0128311.453870058
2023-04-0139249.54020298271
2023-05-0140604.29803034621
2023-06-0136136.69315375565
2023-07-0139850.27340639104
2023-08-0141094.413456584414
2023-09-0142640.16953590819
2023-10-0138342.22029626299
2023-11-0140753.182660496386
2023-12-0145942.01807054418
2024-01-0145563.273553927764
2024-02-0144805.77679625951
2024-03-0147078.25934482884
2024-04-0146964.636762287446
2024-05-0142533.02775466883
2024-06-0138804.728590375504
2024-07-0141734.10484994124
2024-08-0138614.51050639081
2024-09-0137644.39093985523
2024-10-0140131.04504658992
2024-11-0140551.46289219855
2024-12-0139557.745175510754
2025-01-0143647.289148017946
2025-02-0147201.7498935959
2025-03-0139060.882454949155
2025-04-0139175.543974052074
2025-05-0136535.72203773695
2025-06-0132791.916069374696
2025-07-0136919.70372155573
2025-08-0139434.7721639156
2025-09-0133982.255426995194
2025-10-0128812.144048361144
2025-11-0127827.2785346437
2025-12-0125722.369887678986
2026-01-0126900.346286439057
2026-02-0124293.34933836348
2026-03-0112034.670355857013
2026-04-0113494.588646779333
Annual Return Matrix
YearAnnual Return
20171.0277654000719854
20180.4453826653124733
2019-0.5666016128071625
2020-0.0014045274935547969
20210.10213948929284111
2022-0.12144694749982776
20230.8356139798862792
2024-0.1389637017083215
2025-0.34975136288599484
2026-0.47537537537537544
Total Factor Risk
0.5156029695447328
VTI.US Exposure
0.09415911903755829
VEA.US Exposure
-0.019049030542067538
VWO.US Exposure
0.003704003723327565
QQQ.US Exposure
-0.04744815237107615
VTV.US Exposure
-0.022548810850021646
IJR.US Exposure
-0.020865425497412892
QUAL.US Exposure
0.2036168847154648
SHV.US Exposure
0.04453935907314659
TLT.US Exposure
0.0011330015574084191
LQD.US Exposure
0.0036422958772030192
HYG.US Exposure
0.10190209732649984
GLD.US Exposure
-0.0014550998940317408
USO.US Exposure
0.0017443689352511411
VNQ.US Exposure
-0.0005107351901555541
BTC-USD.CC Exposure
0.006581559364605217
CPER.US Exposure
-0.002450789964657632
VIX.INDX Exposure
0.04558461497149275
UUP.US Exposure
0.000006631906028172002
TIP.US Exposure
-0.0002384095697635652
Idiosyncratic Exposure
0.6079525173912009
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
51.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.65%
Market Cap$689.1M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-37.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-54.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
67.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Burford Capital Limited a high-risk investment?

Burford Capital Limited (BUR.LSE) has an annualized volatility of 51.6% and experienced a maximum drawdown of 83.3% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of BUR.LSE?

Over the past 10 years, BUR.LSE has generated a Compound Annual Growth Rate (CAGR) of 1.8%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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