Burlington Stores Inc

10-Year Study

BURL.US · Consumer Cyclical · US · Common Stock

Executive Summary: Burlington Stores Inc has compounded at 18.9% annually over the last 10 years, with a maximum drawdown of 66.6% and an annualized volatility of 87.1%.

1Y CAGR
+53.1%
3Y CAGR
+31.9%
5Y CAGR
+0.9%
10Y CAGR
+18.9%

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 →
66.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +46.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.43.76.03.7————————16.8%
2025-0.4-12.2-4.4-5.61.41.917.36.5-12.47.5-7.814.51.3%
2024-1.77.313.2-22.533.4-0.08.53.0-1.8-6.013.81.146.6%
202313.4-6.8-5.7-4.6-22.04.612.9-8.6-16.6-10.540.114.7-4.1%
2022-18.7-4.7-19.411.7-17.3-19.13.6-0.7-20.227.836.93.6-30.4%
2021-4.84.015.49.2-0.9-0.44.0-10.5-5.3-2.66.1-0.611.5%
2020-4.6-0.6-26.715.314.8-6.1-4.54.84.7-6.112.919.714.7%
20195.6-1.1-7.77.8-7.38.76.212.0-1.3-3.817.11.340.2%
2018-1.10.88.62.07.72.91.510.1-3.15.3-3.3-1.932.2%
2017-1.26.39.31.7-1.1-6.0-5.40.19.6-1.613.315.745.2%
2016———1.36.010.514.76.2-0.2-7.517.3-3.650.7%

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 87.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.1% of variance. Idiosyncratic stock-specific factors contribute 6.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110129.800853485063
2016-05-0110732.574679943102
2016-06-0111861.664295874822
2016-07-0113604.196301564723
2016-08-0114441.678520625888
2016-09-0114406.116642958747
2016-10-0113325.035561877667
2016-11-0115633.001422475105
2016-12-0115069.345661450923
2017-01-0114882.645803698435
2017-02-0115826.813655761025
2017-03-0117299.075391180653
2017-04-0117588.904694167853
2017-05-0117398.648648648646
2017-06-0116356.685633001422
2017-07-0115474.75106685633
2017-08-0115492.532005689898
2017-09-0116973.684210526313
2017-10-0116694.52347083926
2017-11-0118913.584637268847
2017-12-0121875.88904694168
2018-01-0121641.180654338546
2018-02-0121806.543385490757
2018-03-0123675.320056899003
2018-04-0124155.405405405403
2018-05-0126004.62304409673
2018-06-0126765.647226173543
2018-07-0127171.052631578947
2018-08-0129903.982930298716
2018-09-0128968.705547652913
2018-10-0130492.5320056899
2018-11-0129473.684210526313
2018-12-0128924.253200568986
2019-01-0130531.650071123753
2019-02-0130181.365576102417
2019-03-0127859.174964438123
2019-04-0130033.78378378378
2019-05-0127841.394025604553
2019-06-0130254.267425320057
2019-07-0132139.04694167852
2019-08-0136004.62304409673
2019-09-0135529.8719772404
2019-10-0134169.63015647226
2019-11-0140007.11237553342
2019-12-0140545.874822190606
2020-01-0138668.20768136557
2020-02-0138453.05832147937
2020-03-0128175.675675675677
2020-04-0132483.997155049783
2020-05-0137281.29445234708
2020-06-0135016.00284495021
2020-07-0133428.16500711237
2020-08-0135016.00284495021
2020-09-0136644.73684210526
2020-10-0134420.34139402561
2020-11-0138858.46372688478
2020-12-0146506.04551920342
2021-01-0144256.75675675675
2021-02-0146020.62588904694
2021-03-0153129.44523470839
2021-04-0158024.53769559033
2021-05-0157498.22190611664
2021-06-0157252.84495021337
2021-07-0159530.58321479374
2021-08-0153252.13371266003
2021-09-0150421.40825035561
2021-10-0149126.95590327169
2021-11-0152121.266002844946
2021-12-0151833.21479374111
2022-01-0142128.37837837838
2022-02-0140165.3627311522
2022-03-0132391.536273115216
2022-04-0136194.87908961593
2022-05-0129925.320056899007
2022-06-0124222.97297297297
2022-07-0125094.23897581792
2022-08-0124927.09815078236
2022-09-0119895.092460881933
2022-10-0125419.63015647226
2022-11-0134793.74110953058
2022-12-0136052.63157894737
2023-01-0140865.93172119488
2023-02-0138095.66145092461
2023-03-0135935.2773826458
2023-04-0134283.42816500711
2023-05-0126753.200568990043
2023-06-0127985.41963015647
2023-07-0131582.503556187763
2023-08-0128851.35135135135
2023-09-0124057.610241820767
2023-10-0121520.270270270266
2023-11-0130154.694167852063
2023-12-0134580.36984352773
2024-01-0133988.26458036985
2024-02-0136468.70554765291
2024-03-0141285.56187766714
2024-04-0131995.0213371266
2024-05-0142683.14366998577
2024-06-0142674.253200568986
2024-07-0146287.33997155049
2024-08-0147695.59032716927
2024-09-0146849.21763869133
2024-10-0144055.83214793741
2024-11-0150120.91038406828
2024-12-0150686.34423897581
2025-01-0150485.419630156466
2025-02-0144333.214793741114
2025-03-0142377.31152204837
2025-04-0140014.22475106685
2025-05-0140588.54907539118
2025-06-0141365.57610241821
2025-07-0148534.85064011379
2025-08-0151685.63300142248
2025-09-0145252.48933143669
2025-10-0148646.87055476528
2025-11-0144848.862019914646
2025-12-0151360.24182076814
2026-01-0152606.68563300143
2026-02-0154564.36699857752
2026-03-0157855.6187766714
2026-04-0159973.32859174964
Annual Return Matrix
YearAnnual Return
20170.4516814159292035
20180.3221978379257091
20190.4017950451835004
20200.14699820199096614
20210.11454788759319423
2022-0.3044492470241158
2023-0.04083645689485105
20240.4657548334018924
20250.01329544657265136
20260.16769949800934736
Total Factor Risk
0.8708167344108959
VTI.US Exposure
0.4043508535334574
VEA.US Exposure
0.0323772367291099
VWO.US Exposure
-0.0076716985888990764
QQQ.US Exposure
0.001105185053287532
VTV.US Exposure
-0.01475427754115219
IJR.US Exposure
0.0029302843000047862
QUAL.US Exposure
0.012399857277755433
SHV.US Exposure
0.4810319539707605
TLT.US Exposure
0.0053259967074785605
LQD.US Exposure
0.018199623849569187
HYG.US Exposure
-0.0035824580336646845
GLD.US Exposure
-0.0016079175600426502
USO.US Exposure
0.0008217476073069835
VNQ.US Exposure
0.0017447876210851835
BTC-USD.CC Exposure
-0.00031045852058084465
CPER.US Exposure
-0.0010444482846510036
VIX.INDX Exposure
-0.005185040772828117
UUP.US Exposure
0.005485107602586385
TIP.US Exposure
0.006260556156265198
Idiosyncratic Exposure
0.06212310889315152
Value Score
35.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
87.1%

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 →35.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$21.2B
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 →
+7.3%
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 →
+18.1%
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 →
0.6% 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 →
1.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Burlington Stores Inc a high-risk investment?

Burlington Stores Inc (BURL.US) has an annualized volatility of 87.1% and experienced a maximum drawdown of 66.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BURL.US has generated a Compound Annual Growth Rate (CAGR) of 18.9%. It has had a positive return in 80% 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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