BURL vs ROST: Correlation
Measured on weekly returns over the past three years, Burlington Stores, Inc. (BURL) and Ross Stores (ROST) carry a correlation of 0.58, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BURL and ROST?
Across a 3-year window, the weekly returns of BURL and ROST correlate at 0.58, moderate. The relationship has been stable: the 1-year correlation (0.65) sits close to the 3-year figure. Stretching to 5 years gives 0.66, with an annualized covariance of 537.2 %².
In BURL's tracked universe of 14 assets, ROST sits right near the top at #1. Correlation aside, the last 12 months split them widely, with ROST ahead by 50.8 points (+3.5% versus +54.3%). One caveat on sizing: BURL is 1.6 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
BURL vs ROST: side by side
| BURL (Burlington Stores, Inc.) | ROST (Ross Stores) | |
|---|---|---|
| 1-year return | +3.5% | +54.3% |
| 5-year return | -3.9% | +105.0% |
| Volatility (ann.) | 38.7% | 24.0% |
| Beta vs S&P 500 | 0.87 | 0.66 |
| Max drawdown (3Y) | -28.4% | -21.1% |
| Market cap | $18.3B | $73.7B |
| P/E (trailing) | 32.3 | 27.8 |
| Dividend yield | 0.00% | 0.72% |
| Sector / category | US Listed | Consumer Discretionary |
Year-by-year returns
| Year | BURL | ROST |
|---|---|---|
| 2022 | -30.4% | +2.9% |
| 2023 | -4.1% | +20.6% |
| 2024 | +46.6% | +10.4% |
| 2025 | +1.3% | +20.4% |
| 2026 | +0.4% | +28.1% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BURL and ROST good diversifiers for each other?
Somewhat, no more. With 0.58 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between BURL and ROST?
Using weekly returns as of 2026-08-27: 0.58 over 3 years, with 0.65 over the last year and 0.66 over 5 years.
Is ROST a good diversifier for BURL?
Somewhat, no more. With 0.58 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.58 mean?
A reading of 0.58 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/burl-vs-rost.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/burl-vs-rost/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: BURL correlations · ROST correlations
