DELKY vs. VYMI
DELKY (Delek Group Ltd) is a stock, while VYMI (Vanguard International High Dividend Yield ETF) is Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 5 years, DELKY returned 52.63%/yr vs 14.02%/yr for VYMI. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
DELKY vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, DELKY achieves a 13.66% return, which is significantly lower than VYMI's 17.41% return.
DELKY
- 1D
- 0.00%
- 1M
- 2.39%
- 6M
- 4.51%
- YTD
- 13.66%
- 1Y
- 50.32%
- 3Y*
- 41.04%
- 5Y*
- 52.63%
- 10Y*
- —
- ALL TIME*
- 62.46%
VYMI
- 1D
- -0.51%
- 1M
- 4.32%
- 6M
- 11.07%
- YTD
- 17.41%
- 1Y
- 34.68%
- 3Y*
- 21.98%
- 5Y*
- 14.02%
- 10Y*
- 11.09%
- ALL TIME*
- 11.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DELKY Delek Group Ltd | $6.85K | $7.30K | $24.21K |
| $78.22M | $82.35M | $92.64M |
DELKY vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DELKY Delek Group Ltd | 13.66% | 121.25% | 15.07% | 43.97% | 33.76% | 154.77% |
VYMI Vanguard International High Dividend Yield ETF | 17.41% | 38.05% | 7.06% | 17.07% | -7.02% | 9.96% |
Correlation
The correlation between DELKY and VYMI is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2021 | 0.12 |
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Return for Risk
DELKY vs. VYMI — Risk / Return Rank
DELKY
VYMI
DELKY vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delek Group Ltd (DELKY) and Vanguard International High Dividend Yield ETF (VYMI). 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 | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.48 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 3.43 | -2.30 |
| Martin ratioReturn relative to average drawdown | 2.89 | 13.55 | -10.66 |
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Drawdowns
DELKY vs. VYMI - Drawdown Comparison
The maximum DELKY drawdown since its inception was -52.02%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DELKY and VYMI.
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Drawdown Indicators
| DELKY | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.02% | -40.00% | -12.02% |
Max Drawdown (1Y)Largest decline over 1 year | -43.47% | -10.14% | -33.33% |
Max Drawdown (3Y)Largest decline over 3 years | -43.47% | -12.84% | -30.63% |
Max Drawdown (5Y)Largest decline over 5 years | -52.02% | -24.05% | -27.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -36.79% | -0.51% | -36.28% |
Average DrawdownAverage peak-to-trough decline | -16.51% | -6.23% | -10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.96% | 2.56% | +14.40% |
Volatility
DELKY vs. VYMI - Volatility Comparison
Delek Group Ltd (DELKY) has a higher volatility of 18.88% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.62%. This indicates that DELKY's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DELKY | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.88% | 3.62% | +15.26% |
Volatility (6M)Calculated over the trailing 6-month period | 61.58% | 11.39% | +50.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.80% | 13.24% | +54.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.50% | 14.85% | +41.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.31% | 16.55% | +47.76% |
Dividends
DELKY vs. VYMI - Dividend Comparison
DELKY's dividend yield for the trailing twelve months is around 6.13%, more than VYMI's 3.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DELKY Delek Group Ltd | 6.13% | 6.24% | 12.56% | 17.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.48% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
DELKY and VYMI have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DELKY has higher volatility (18.88%) compared to VYMI (3.62%). In terms of maximum drawdown, DELKY dropped -52.02% vs VYMI's -40.00%.
VYMI currently has the higher Sharpe Ratio (2.63 vs 0.72), 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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