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DELKY vs. TDVI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DELKY vs. TDVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delek Group Ltd (DELKY) and FT Vest Technology Dividend Target Income ETF (TDVI). 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 49.06% return, which is significantly higher than TDVI's 28.41% return.


DELKY

1D
0.00%
1M
8.86%
YTD
49.06%
6M
47.53%
1Y
124.33%
3Y*
65.33%
5Y*
63.37%
10Y*

TDVI

1D
-1.35%
1M
12.36%
YTD
28.41%
6M
26.06%
1Y
49.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DELKY vs. TDVI - Yearly Performance Comparison


2026 (YTD)202520242023
DELKY
Delek Group Ltd
49.06%121.25%15.07%-8.14%
TDVI
FT Vest Technology Dividend Target Income ETF
28.41%24.75%22.84%10.79%

Correlation

The correlation between DELKY and TDVI is 0.03, 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

0.03

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2023

0.09

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Return for Risk

DELKY vs. TDVI — Risk / Return Rank

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

DELKY
DELKY Risk / Return Rank: 8888
Overall Rank
DELKY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DELKY Sortino Ratio Rank: 8585
Sortino Ratio Rank
DELKY Omega Ratio Rank: 9191
Omega Ratio Rank
DELKY Calmar Ratio Rank: 8989
Calmar Ratio Rank
DELKY Martin Ratio Rank: 9191
Martin Ratio Rank

TDVI
TDVI Risk / Return Rank: 8484
Overall Rank
TDVI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TDVI Sortino Ratio Rank: 8484
Sortino Ratio Rank
TDVI Omega Ratio Rank: 8282
Omega Ratio Rank
TDVI Calmar Ratio Rank: 8888
Calmar Ratio Rank
TDVI Martin Ratio Rank: 8282
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. TDVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delek Group Ltd (DELKY) and FT Vest Technology Dividend Target Income ETF (TDVI). 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.


DELKYTDVIDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.46

1.48

-0.03

Calmar ratioReturn relative to maximum drawdown

4.23

5.10

-0.87

Martin ratioReturn relative to average drawdown

12.75

16.15

-3.40

DELKY vs. TDVI - Sharpe Ratio Comparison

The current DELKY Sharpe Ratio is 1.93, which is lower than the TDVI Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of DELKY and TDVI, 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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Sharpe Ratios by Period


DELKYTDVIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.83

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

1.63

-0.48

Drawdowns

DELKY vs. TDVI - Drawdown Comparison

The maximum DELKY drawdown since its inception was -52.02%, which is greater than TDVI's maximum drawdown of -22.08%. Use the drawdown chart below to compare losses from any high point for DELKY and TDVI.


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Drawdown Indicators


DELKYTDVIDifference

Max Drawdown

Largest peak-to-trough decline

-52.02%

-22.08%

-29.94%

Max Drawdown (1Y)

Largest decline over 1 year

-29.59%

-9.83%

-19.76%

Max Drawdown (3Y)

Largest decline over 3 years

-33.07%

Max Drawdown (5Y)

Largest decline over 5 years

-52.02%

Current Drawdown

Current decline from peak

-17.11%

-3.09%

-14.02%

Average Drawdown

Average peak-to-trough decline

-15.98%

-2.98%

-13.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.79%

3.10%

+6.69%

Volatility

DELKY vs. TDVI - Volatility Comparison

Delek Group Ltd (DELKY) has a higher volatility of 22.51% compared to FT Vest Technology Dividend Target Income ETF (TDVI) at 6.85%. This indicates that DELKY's price experiences larger fluctuations and is considered to be riskier than TDVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DELKYTDVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.51%

6.85%

+15.66%

Volatility (6M)

Calculated over the trailing 6-month period

57.27%

13.32%

+43.95%

Volatility (1Y)

Calculated over the trailing 1-year period

64.78%

17.71%

+47.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.06%

19.66%

+37.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.31%

19.66%

+44.65%

Dividends

DELKY vs. TDVI - Dividend Comparison

DELKY's dividend yield for the trailing twelve months is around 4.68%, less than TDVI's 6.50% yield.


PositionTTM202520242023
DELKY
Delek Group Ltd
4.68%6.24%12.56%17.80%
TDVI
FT Vest Technology Dividend Target Income ETF
6.50%7.53%7.90%3.04%

Frequently Asked Questions


DELKY and TDVI have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DELKY has higher volatility (22.51%) compared to TDVI (6.85%). In terms of maximum drawdown, DELKY dropped -52.02% vs TDVI's -22.08%.

TDVI currently has the higher Sharpe Ratio (2.83 vs 1.93), 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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