DK vs. IMO

Last updated Apr 1, 2026

Compare and contrast key facts about Delek US Holdings, Inc. (DK) and Imperial Oil Limited (IMO).

Performance

DK vs. IMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delek US Holdings, Inc. (DK) and Imperial Oil Limited (IMO). The values are adjusted to include any dividend payments, if applicable.

DK vs. IMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DK Delek US Holdings, Inc.	52.98%	68.73%	-24.98%	-0.78%	84.03%	-6.72%	-49.56%	6.57%	-4.90%	48.75%
IMO Imperial Oil Limited	52.38%	43.85%	10.47%	20.89%	38.00%	95.29%	-25.37%	7.16%	-17.21%	-8.36%

Fundamentals

Market Cap DK : $2.79B IMO : $64.15B
EPS DK : -$0.37 IMO : $6.51
PS Ratio DK : 0.26 IMO : 1.44
PB Ratio DK : 5.10 IMO : 2.88
Total Revenue (TTM) DK : $10.72B IMO : $45.60B
Gross Profit (TTM) DK : $469.70M IMO : $6.60B
EBITDA (TTM) DK : $776.80M IMO : $6.84B

Returns By Period

The year-to-date returns for both stocks are quite close, with DK having a 52.98% return and IMO slightly lower at 52.38%. Over the past 10 years, DK has underperformed IMO with an annualized return of 15.67%, while IMO has yielded a comparatively higher 17.86% annualized return.

DK

• 1D: -1.44%
• 1M: 19.06%
• YTD: 52.98%
• 6M: 41.48%
• 1Y: 211.91%
• 3Y*: 30.84%
• 5Y*: 17.79%
• 10Y*: 15.67%

IMO

• 1D: 0.91%
• 1M: 12.12%
• YTD: 52.38%
• 6M: 45.75%
• 1Y: 85.28%
• 3Y*: 40.78%
• 5Y*: 42.67%
• 10Y*: 17.86%

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

Return for Risk

DK vs. IMO — Risk / Return Rank

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

DK

DK Risk / Return Rank: 95
DK Sharpe Ratio Rank: 98
DK Sortino Ratio Rank: 95
DK Omega Ratio Rank: 93
DK Calmar Ratio Rank: 95
DK Martin Ratio Rank: 93

IMO

IMO Risk / Return Rank: 94
IMO Sharpe Ratio Rank: 96
IMO Sortino Ratio Rank: 94
IMO Omega Ratio Rank: 94
IMO Calmar Ratio Rank: 94
IMO Martin Ratio Rank: 94

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.

DK vs. IMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delek US Holdings, Inc. (DK) and Imperial Oil Limited (IMO). 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.

	DK	IMO	Difference
Sharpe ratio Return per unit of total volatility	3.48	2.92	+0.56
Sortino ratio Return per unit of downside risk	3.55	3.38	+0.17
Omega ratio Gain probability vs. loss probability	1.45	1.46	-0.01
Calmar ratio Return relative to maximum drawdown	5.56	4.93	+0.64
Martin ratio Return relative to average drawdown	13.94	14.78	-0.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DK vs. IMO - Sharpe Ratio Comparison

The current DK Sharpe Ratio is 3.48, which is comparable to the IMO Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of DK and IMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DK	IMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.48	2.92	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	1.32	-0.97
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.51	-0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.44	-0.29

Correlation

The correlation between DK and IMO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DK vs. IMO - Dividend Comparison

DK's dividend yield for the trailing twelve months is around 2.26%, more than IMO's 1.69% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DK Delek US Holdings, Inc.	2.26%	3.44%	5.43%	3.59%	2.26%	0.00%	5.79%	3.40%	2.95%	1.72%	2.49%	2.85%
IMO Imperial Oil Limited	1.69%	2.40%	2.84%	2.73%	2.30%	2.28%	3.50%	2.41%	2.36%	2.02%	1.70%	1.66%

Drawdowns

DK vs. IMO - Drawdown Comparison

The maximum DK drawdown since its inception was -86.89%, roughly equal to the maximum IMO drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for DK and IMO.

Drawdown Indicators

	DK	IMO	Difference
Max Drawdown Largest peak-to-trough decline	-86.89%	-84.82%	-2.07%
Max Drawdown (1Y) Largest decline over 1 year	-36.02%	-18.10%	-17.92%
Max Drawdown (5Y) Largest decline over 5 years	-63.60%	-29.72%	-33.88%
Max Drawdown (10Y) Largest decline over 10 years	-84.25%	-76.96%	-7.29%
Current Drawdown Current decline from peak	-4.98%	0.00%	-4.98%
Average Drawdown Average peak-to-trough decline	-43.79%	-21.27%	-22.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.38%	6.03%	+8.35%

Volatility

DK vs. IMO - Volatility Comparison

Delek US Holdings, Inc. (DK) has a higher volatility of 17.97% compared to Imperial Oil Limited (IMO) at 5.44%. This indicates that DK's price experiences larger fluctuations and is considered to be riskier than IMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DK	IMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.97%	5.44%	+12.53%
Volatility (6M) Calculated over the trailing 6-month period	36.84%	20.14%	+16.70%
Volatility (1Y) Calculated over the trailing 1-year period	61.42%	29.43%	+31.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.43%	32.67%	+19.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.23%	35.47%	+20.76%

Financials

DK vs. IMO - Profitability Comparison

The chart below illustrates the profitability comparison between Delek US Holdings, Inc. and Imperial Oil Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

DK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Delek US Holdings, Inc. reported a gross profit of 0.00 and revenue of 2.43B. Therefore, the gross margin over that period was 0.0%.

IMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Imperial Oil Limited reported a gross profit of 1.92B and revenue of 11.27B. Therefore, the gross margin over that period was 17.0%.

DK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Delek US Holdings, Inc. reported an operating income of -144.90M and revenue of 2.43B, resulting in an operating margin of -6.0%.

IMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Imperial Oil Limited reported an operating income of 624.49M and revenue of 11.27B, resulting in an operating margin of 5.5%.

DK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Delek US Holdings, Inc. reported a net income of 78.30M and revenue of 2.43B, resulting in a net margin of 3.2%.

IMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Imperial Oil Limited reported a net income of 491.60M and revenue of 11.27B, resulting in a net margin of 4.4%.