BURL Burlington S...
Fundamental Data
Get detailed Fundamental insights of Burlington Stores Inc. and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | 0.1 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of BURL
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Aug 12, 2021 | May 17, 2024 | -68.87% | 1010 |
| Feb 20, 2020 | Dec 22, 2020 | -51.45% | 307 |
| Mar 25, 2015 | May 31, 2016 | -33.30% | 434 |
| May 11, 2017 | Nov 16, 2017 | -22.79% | 190 |
| Feb 5, 2019 | Apr 23, 2019 | -20.40% | 78 |
| Sep 6, 2016 | Nov 21, 2016 | -17.56% | 77 |
| Apr 25, 2019 | Jul 9, 2019 | -17.36% | 76 |
| Nov 14, 2018 | Feb 1, 2019 | -15.55% | 80 |
| Sep 5, 2018 | Oct 29, 2018 | -14.15% | 55 |
| Jan 29, 2018 | Mar 8, 2018 | -11.41% | 39 |
BURL vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between January 5, 2015 - May 17, 2024Annual Return (%)
BURL
S&P500
Metric BURL S&P500
| Cumulative Return | 302.54% | 157.73 % |
| Compound Annual Growth Rate (CAGR) | 10.81% | 7.23% |
| Sharpe | 0.57 | 0.65 |
| Sortino | 0.85 | 0.91 |
| Max Drawdown | -68.87% | -34.1% |
| Longest Drawdown Days | 1010 | 745 |
| Volatility (ann.) | 41.31% | 17.95% |
| Correlation | 49.01% | - |
| R^2 | 0.24 | - |
| Calmar | 0.16 | 0.21 |
| Skew | 0.29 | -0.55 |
| Kurtosis | 16.13 | 12.55 |
| Expected Daily | 0.06% | 0.04% |
| Expected Monthly | 1.24% | 0.84% |
| Expected Yearly | 14.94% | 9.93% |
| Kelly Criterion | 1.74% | 6.33% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -4.19% | -1.81% |
| Expected Shortfall (cVaR) | -4.19% | -1.81% |
| Max Consecutive Wins | 7 | 10 |
| Max Consecutive Losses | 7 | 8 |
| Gain/Pain Ratio | 0.12 | 0.13 |
| Gain/Pain (1M) | 0.61 | 0.74 |
| Payoff Ratio | 1.00 | 0.96 |
| Profit Factor | 1.12 | 1.13 |
| Outlier Win Ratio | 2.87 | 6.93 |
| Outlier Loss Ratio | 2.85 | 6.16 |
| MTD | 7.34% | 5.47% |
| 3M | -1.04% | 5.99% |
| 6M | 48.65% | 17.60% |
| YTD | -0.69% | 11.39% |
| 1Y | 12.89% | 29.06% |
| 3Y (ann.) | -10.61% | 5.51% |
| Best Day | 20.74% | 9.06% |
| Worst Day | -29.83% | -10.94% |
| Best Month | 40.12% | 12.70% |
| Worst Month | -26.73% | -13.00% |
| Best Year | 97.55% | 28.79% |
| Worst Year | -30.44% | -19.48% |
| Avg. Drawdown | -5.16% | -1.81% |
| Avg. Drawdown Days | 34 | 22 |
| Recovery Factor | 3.18 | 3.22 |
| Ulcer Index | 0.27 | 0.08 |
| Avg. Up Month | 9.92% | 4.05% |
| Avg. Down Month | -8.94% | -4.47% |
| Win Days | 50.91% | 54.06% |
| Win Month | 53.98% | 66.37% |
| Win Quarter | 60.53% | 76.32% |
| Win Year | 60.00% | 70.00% |