Burford Capital Ltd

10-Year Study

BUR.US · Financial Services · US · Common Stock

Executive Summary: Burford Capital Ltd has compounded at 0.9% annually over the last 10 years, with a maximum drawdown of 81.4% and an annualized volatility of 50.9%.

1Y CAGR
-66.6%
3Y CAGR
-29.5%
5Y CAGR
-16.6%
10Y CAGR
+0.9%

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 →
81.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +130.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -52.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.6-12.9-46.43.3————————-47.6%
202510.111.1-15.32.8-4.910.9-9.98.9-14.6-16.3-3.8-6.8-29.2%
2024-3.60.65.6-4.3-5.1-9.68.1-4.3-1.91.81.4-6.5-17.5%
202312.0-10.735.720.40.0-8.110.72.21.7-11.112.212.393.2%
2022-10.83.6-5.8-7.95.214.35.6-12.4-19.77.914.7-11.5-21.6%
2021-12.20.85.143.0-5.8-13.43.911.0-8.3-4.5-0.31.411.0%
2020-13.1-11.7-29.726.5-12.71.425.26.35.311.315.1-5.13.1%
201922.9-8.9-2.0-1.8-1.2-8.5-4.4-53.415.613.0-4.4-12.3-52.5%
201814.7-13.035.42.53.6-8.626.67.4-1.8-20.1-5.22.735.9%
201727.4-2.120.44.717.3-5.028.8-3.45.78.60.4-8.4130.3%
2016————11.1-9.023.22.7-1.311.62.47.554.8%

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 50.9%. The dominant macroeconomic risk driver is QUAL.US, accounting for 25.4% of variance. Idiosyncratic stock-specific factors contribute 59.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0111105.78176320317
2016-06-0110102.705802617173
2016-07-0112443.30326885981
2016-08-0112777.748813930451
2016-09-0112610.395704082164
2016-10-0114067.566863041551
2016-11-0114403.576455867786
2016-12-0115483.812105729628
2017-01-0119733.069183045725
2017-02-0119324.852718836348
2017-03-0123261.82159428601
2017-04-0124366.299984359524
2017-05-0128580.365987174813
2017-06-0127156.300505708776
2017-07-0134977.32130754392
2017-08-0133794.37985506491
2017-09-0135725.45748396851
2017-10-0138798.811323705755
2017-11-0138944.00709034983
2017-12-0135654.2933110891
2018-01-0140878.994838642415
2018-02-0135557.58302486836
2018-03-0148135.65507533497
2018-04-0149345.18533965904
2018-05-0151134.19529742975
2018-06-0146711.85026849487
2018-07-0159122.30853448725
2018-08-0163492.77931286169
2018-09-0162327.30306032011
2018-10-0149774.5164485689
2018-11-0147185.23538918721
2018-12-0148449.767999582924
2019-01-0159565.19472394558
2019-02-0154238.569417652885
2019-03-0153143.99666336479
2019-04-0152171.15895938689
2019-05-0151541.369063135404
2019-06-0147144.30947291591
2019-07-0145068.03607736823
2019-08-0121007.246754600907
2019-09-0124280.538032427925
2019-10-0127431.572910692877
2019-11-0126232.469631406082
2019-12-0122996.194150461397
2020-01-0119980.71007768104
2020-02-0117651.84296960534
2020-03-0112405.244773473749
2020-04-0115690.527084093635
2020-05-0113704.70778374433
2020-06-0113900.735102445129
2020-07-0117406.54814660341
2020-08-0118509.72316354726
2020-09-0119490.381106303113
2020-10-0121696.991814816745
2020-11-0124982.013450810704
2020-12-0123707.31453000365
2021-01-0120814.34753141129
2021-02-0120985.871435274486
2021-03-0122064.80371200667
2021-04-0131552.57807205047
2021-05-0129734.11188154945
2021-06-0125744.747406287475
2021-07-0126760.59642354413
2021-08-0129709.347792085922
2021-09-0127231.6354726031
2021-10-0126017.413065012253
2021-11-0125937.64662947709
2021-12-0126311.193368437518
2022-01-0123470.882644283403
2022-02-0124318.07517856212
2022-03-0122897.919816485068
2022-04-0121078.932276732183
2022-05-0122169.33423700537
2022-06-0125332.88149731505
2022-07-0126763.985193681252
2022-08-0123449.76799958292
2022-09-0118830.09227881758
2022-10-0120311.506177988635
2022-11-0123300.662113549868
2022-12-0120618.84156196236
2023-01-0123098.117929200773
2023-02-0120618.84156196236
2023-03-0127981.075022157343
2023-04-0133698.7122673479
2023-05-0133705.48980762213
2023-06-0130960.064647307227
2023-07-0134264.63688024608
2023-08-0135001.82472238153
2023-09-0135586.25723372087
2023-10-0131621.13549867056
2023-11-0135472.0817475627
2023-12-0139839.16375580001
2024-01-0138408.84208331162
2024-02-0138638.757103383556
2024-03-0140783.84860017726
2024-04-0139047.49491684479
2024-05-0137041.60367029873
2024-06-0133476.09613680204
2024-07-0136195.19315989781
2024-08-0134656.17016839581
2024-09-0134014.64991397737
2024-10-0134630.36338042855
2024-11-0135127.20921745477
2024-12-0132859.33997184714
2025-01-0136183.984150982746
2025-02-0140204.36890673062
2025-03-0134044.88817058548
2025-04-0134998.435952244414
2025-05-0133300.922788175805
2025-06-0136926.12481101089
2025-07-0133274.85532558261
2025-08-0136252.80225222877
2025-09-0130970.23095771858
2025-10-0125937.12528022522
2025-11-0124946.561701683957
2025-12-0123252.17663312653
2026-01-0125259.37125280225
2026-02-0122000.938428653357
2026-03-0111782.493092122413
2026-04-0112173.505031020282
Annual Return Matrix
YearAnnual Return
20171.3026818633310326
20180.35887612683419
2019-0.5253600770459963
20200.03092339431861979
20210.10983440723066451
2022-0.21634715410908012
20230.9321727477306632
2024-0.17520005757994128
2025-0.29237237713696396
2026-0.476457399103139
Total Factor Risk
0.5085194201879415
VTI.US Exposure
0.036001880302184465
VEA.US Exposure
-0.04540382480512822
VWO.US Exposure
0.014926874076781478
QQQ.US Exposure
-0.06305275474673162
VTV.US Exposure
-0.021877543196084988
IJR.US Exposure
-0.017794502839060575
QUAL.US Exposure
0.25433868030207774
SHV.US Exposure
0.01719327219101408
TLT.US Exposure
-0.0001688488657843789
LQD.US Exposure
-0.002977999448346159
HYG.US Exposure
0.1574948139598369
GLD.US Exposure
0.0007919922489426371
USO.US Exposure
0.00015070548243793577
VNQ.US Exposure
-0.0004834388300514673
BTC-USD.CC Exposure
0.0067688796888792264
CPER.US Exposure
-0.008328712394863512
VIX.INDX Exposure
0.04264033328742029
UUP.US Exposure
0.02801067673515139
TIP.US Exposure
0.0035407968135114302
Idiosyncratic Exposure
0.5982287200378135
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.9%

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 →14.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.94%
Market Cap$906.2M
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 →
-37.4%
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 →
-54.6%
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 →
68.3% 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 Ltd a high-risk investment?

Burford Capital Ltd (BUR.US) has an annualized volatility of 50.9% and experienced a maximum drawdown of 81.4% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, BUR.US has generated a Compound Annual Growth Rate (CAGR) of 0.9%. It has had a positive return in 50% 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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