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DELKY vs. AMZA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DELKY vs. AMZA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delek Group Ltd (DELKY) and InfraCap MLP ETF (AMZA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DELKY achieves a 12.63% return, which is significantly lower than AMZA's 19.38% return.


DELKY

1D
-0.70%
1M
-15.08%
YTD
12.63%
6M
11.33%
1Y
53.41%
3Y*
46.43%
5Y*
50.61%
10Y*

AMZA

1D
-0.17%
1M
-5.71%
YTD
19.38%
6M
19.96%
1Y
13.76%
3Y*
21.59%
5Y*
18.45%
10Y*
4.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DELKY vs. AMZA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DELKY
Delek Group Ltd
12.63%121.25%15.07%43.97%33.76%154.77%
AMZA
InfraCap MLP ETF
19.38%0.17%30.90%23.35%33.20%31.15%

Correlation

The correlation between DELKY and AMZA is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2021

0.09

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Return for Risk

DELKY vs. AMZA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DELKY
DELKY Risk / Return Rank: 7171
Overall Rank
DELKY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DELKY Sortino Ratio Rank: 6868
Sortino Ratio Rank
DELKY Omega Ratio Rank: 7676
Omega Ratio Rank
DELKY Calmar Ratio Rank: 6969
Calmar Ratio Rank
DELKY Martin Ratio Rank: 7575
Martin Ratio Rank

AMZA
AMZA Risk / Return Rank: 2222
Overall Rank
AMZA Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AMZA Sortino Ratio Rank: 2222
Sortino Ratio Rank
AMZA Omega Ratio Rank: 2020
Omega Ratio Rank
AMZA Calmar Ratio Rank: 2424
Calmar Ratio Rank
AMZA Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DELKY vs. AMZA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delek Group Ltd (DELKY) and InfraCap MLP ETF (AMZA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DELKYAMZADifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.26

1.14

+0.13

Calmar ratioReturn relative to maximum drawdown

1.44

1.14

+0.30

Martin ratioReturn relative to average drawdown

4.67

2.79

+1.88

DELKY vs. AMZA - Sharpe Ratio Comparison

The current DELKY Sharpe Ratio is 0.81, which is comparable to the AMZA Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of DELKY and AMZA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DELKY vs. AMZA - Drawdown Comparison

The maximum DELKY drawdown since its inception was -52.02%, smaller than the maximum AMZA drawdown of -91.46%. Use the drawdown chart below to compare losses from any high point for DELKY and AMZA.


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Drawdown Indicators


DELKYAMZADifference

Max Drawdown

Largest peak-to-trough decline

-52.02%

-91.46%

+39.44%

Max Drawdown (1Y)

Largest decline over 1 year

-37.37%

-12.16%

-25.21%

Max Drawdown (3Y)

Largest decline over 3 years

-37.37%

-18.56%

-18.81%

Max Drawdown (5Y)

Largest decline over 5 years

-52.02%

-25.15%

-26.87%

Max Drawdown (10Y)

Largest decline over 10 years

-86.84%

Current Drawdown

Current decline from peak

-37.37%

-12.27%

-25.10%

Average Drawdown

Average peak-to-trough decline

-16.06%

-44.86%

+28.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.48%

4.95%

+6.53%

Volatility

DELKY vs. AMZA - Volatility Comparison

Delek Group Ltd (DELKY) has a higher volatility of 20.11% compared to InfraCap MLP ETF (AMZA) at 5.05%. This indicates that DELKY's price experiences larger fluctuations and is considered to be riskier than AMZA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DELKYAMZADifference

Volatility (1M)

Calculated over the trailing 1-month period

20.11%

5.05%

+15.06%

Volatility (6M)

Calculated over the trailing 6-month period

59.15%

13.40%

+45.75%

Volatility (1Y)

Calculated over the trailing 1-year period

66.05%

17.75%

+48.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.86%

25.64%

+31.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.42%

37.21%

+27.21%

Dividends

DELKY vs. AMZA - Dividend Comparison

DELKY's dividend yield for the trailing twelve months is around 6.19%, less than AMZA's 8.38% yield.


PositionTTM20252024202320222021202020192018201720162015
AMZA
InfraCap MLP ETF
8.38%8.81%7.29%9.40%7.65%10.24%22.13%19.47%34.46%24.16%18.36%18.21%
DELKY
Delek Group Ltd
6.19%6.24%12.56%17.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DELKY and AMZA have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DELKY has higher volatility (20.11%) compared to AMZA (5.05%). In terms of maximum drawdown, DELKY dropped -52.02% vs AMZA's -91.46%.

DELKY currently has the higher Sharpe Ratio (0.81 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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