DELKY vs. VEIPX

Last updated Jun 24, 2026

DELKY (Delek Group Ltd) is a stock, while VEIPX (Vanguard Equity Income Fund Investor Shares) is Large Cap Value Equities fund actively managed by Vanguard. Over the past 5 years, DELKY returned 50.66%/yr vs 11.37%/yr for VEIPX. At a 0.07 correlation, their price movements are largely independent.

Performance

DELKY vs. VEIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delek Group Ltd (DELKY) and Vanguard Equity Income Fund Investor Shares (VEIPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DELKY achieves a 12.63% return, which is significantly higher than VEIPX's 8.13% return.

DELKY

• 1D: 0.00%
• 1M: -15.08%
• YTD: 12.63%
• 6M: 11.52%
• 1Y: 50.79%
• 3Y*: 46.43%
• 5Y*: 50.66%
• 10Y*: —

VEIPX

• 1D: -0.17%
• 1M: -0.40%
• YTD: 8.13%
• 6M: 7.52%
• 1Y: 20.32%
• 3Y*: 16.81%
• 5Y*: 11.37%
• 10Y*: 11.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DELKY vs. VEIPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DELKY Delek Group Ltd	12.63%	121.25%	15.07%	43.97%	33.76%	154.77%
VEIPX Vanguard Equity Income Fund Investor Shares	8.13%	17.14%	14.80%	7.66%	-0.16%	21.27%

Correlation

The correlation between DELKY and VEIPX is 0.00, 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	0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.08
Correlation (All Time) Calculated using the full available price history since Feb 10, 2021	0.07

Return for Risk

DELKY vs. VEIPX — Risk / Return Rank

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

DELKY

DELKY Risk / Return Rank: 71
DELKY Sharpe Ratio Rank: 67
DELKY Sortino Ratio Rank: 68
DELKY Omega Ratio Rank: 76
DELKY Calmar Ratio Rank: 69
DELKY Martin Ratio Rank: 74

VEIPX

VEIPX Risk / Return Rank: 59
VEIPX Sharpe Ratio Rank: 57
VEIPX Sortino Ratio Rank: 58
VEIPX Omega Ratio Rank: 54
VEIPX Calmar Ratio Rank: 66
VEIPX Martin Ratio Rank: 59

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. VEIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delek Group Ltd (DELKY) and Vanguard Equity Income Fund Investor Shares (VEIPX). 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.

	DELKY	VEIPX	Difference
Sharpe ratio: Return per unit of total volatility	0.77	2.05	-1.28
Sortino ratio: Return per unit of downside risk	1.53	2.92	-1.39
Omega ratio: Gain probability vs. loss probability	1.26	1.37	-0.11
Calmar ratio: Return relative to maximum drawdown	1.37	2.98	-1.61
Martin ratio: Return relative to average drawdown	4.35	11.06	-6.71

DELKY vs. VEIPX - Sharpe Ratio Comparison

The current DELKY Sharpe Ratio is 0.77, which is lower than the VEIPX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of DELKY and VEIPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DELKY vs. VEIPX - Drawdown Comparison

The maximum DELKY drawdown since its inception was -52.02%, roughly equal to the maximum VEIPX drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for DELKY and VEIPX.

Drawdown Indicators

	DELKY	VEIPX	Difference
Max Drawdown Largest peak-to-trough decline	-52.02%	-54.12%	+2.10%
Max Drawdown (1Y) Largest decline over 1 year	-37.37%	-7.15%	-30.22%
Max Drawdown (3Y) Largest decline over 3 years	-37.37%	-13.39%	-23.98%
Max Drawdown (5Y) Largest decline over 5 years	-52.02%	-15.16%	-36.86%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.26%	—
Current Drawdown Current decline from peak	-37.37%	-1.43%	-35.94%
Average Drawdown Average peak-to-trough decline	-16.08%	-5.50%	-10.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.72%	1.92%	+9.80%

Volatility

DELKY vs. VEIPX - Volatility Comparison

Delek Group Ltd (DELKY) has a higher volatility of 20.11% compared to Vanguard Equity Income Fund Investor Shares (VEIPX) at 2.82%. This indicates that DELKY's price experiences larger fluctuations and is considered to be riskier than VEIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DELKY	VEIPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.11%	2.82%	+17.29%
Volatility (6M) Calculated over the trailing 6-month period	59.12%	7.60%	+51.52%
Volatility (1Y) Calculated over the trailing 1-year period	65.92%	10.39%	+55.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.86%	13.90%	+42.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.40%	16.31%	+48.09%

Dividends

DELKY vs. VEIPX - Dividend Comparison

DELKY's dividend yield for the trailing twelve months is around 6.19%, less than VEIPX's 10.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VEIPX Vanguard Equity Income Fund Investor Shares	10.17%	10.94%	9.74%	7.87%	8.69%	7.62%	2.77%	4.36%	10.87%	2.98%	3.78%	6.39%

Frequently Asked Questions

Can I hold both DELKY and VEIPX in my portfolio?

DELKY and VEIPX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DELKY or VEIPX?

DELKY has higher volatility (20.11%) compared to VEIPX (2.82%). In terms of maximum drawdown, DELKY dropped -52.02% vs VEIPX's -54.12%.

Which has better risk-adjusted returns?

VEIPX currently has the higher Sharpe Ratio (2.05 vs 0.77), 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.