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DK vs. PARR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DK vs. PARR - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with DK having a 46.35% return and PARR slightly lower at 45.28%. Over the past 10 years, DK has outperformed PARR with an annualized return of 16.82%, while PARR has yielded a comparatively lower 12.41% annualized return.


DK

1D
3.40%
1M
-1.83%
YTD
46.35%
6M
44.35%
1Y
103.13%
3Y*
28.11%
5Y*
16.70%
10Y*
16.82%

PARR

1D
0.31%
1M
-13.22%
YTD
45.28%
6M
40.83%
1Y
83.17%
3Y*
27.81%
5Y*
24.91%
10Y*
12.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DK vs. PARR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DK
Delek US Holdings, Inc.
46.35%68.73%-24.98%-0.78%84.03%-6.72%-49.56%6.57%-4.90%48.75%
PARR
Par Pacific Holdings, Inc.
45.28%114.40%-54.94%56.43%40.99%17.95%-39.85%63.89%-26.45%32.60%

Correlation

The correlation between DK and PARR is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.69

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

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2012

0.50

Over the past year, DK and PARR have become more correlated (0.76) than their long-term average of 0.50, meaning their price movements have been converging.

Fundamentals

EPS

DK:

-$0.84

PARR:

$11.90

PS Ratio

DK:

0.24

PARR:

0.26

Total Revenue (TTM)

DK:

$10.73B

PARR:

$7.54B

Gross Profit (TTM)

DK:

$778.50M

PARR:

$1.47B

EBITDA (TTM)

DK:

$714.20M

PARR:

$744.08M

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Return for Risk

DK vs. PARR — Risk / Return Rank

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

DK
DK Risk / Return Rank: 8383
Overall Rank
DK Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DK Sortino Ratio Rank: 8383
Sortino Ratio Rank
DK Omega Ratio Rank: 8080
Omega Ratio Rank
DK Calmar Ratio Rank: 8383
Calmar Ratio Rank
DK Martin Ratio Rank: 8383
Martin Ratio Rank

PARR
PARR Risk / Return Rank: 8080
Overall Rank
PARR Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PARR Sortino Ratio Rank: 7878
Sortino Ratio Rank
PARR Omega Ratio Rank: 7575
Omega Ratio Rank
PARR Calmar Ratio Rank: 8484
Calmar Ratio Rank
PARR 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.

DK vs. PARR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delek US Holdings, Inc. (DK) and Par Pacific Holdings, Inc. (PARR). 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.


DKPARRDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

2.88

3.15

-0.27

Martin ratioReturn relative to average drawdown

7.29

6.81

+0.48

DK vs. PARR - Sharpe Ratio Comparison

The current DK Sharpe Ratio is 1.82, which is comparable to the PARR Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of DK and PARR, 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

DK vs. PARR - Drawdown Comparison

The maximum DK drawdown since its inception was -86.89%, which is greater than PARR's maximum drawdown of -78.51%. Use the drawdown chart below to compare losses from any high point for DK and PARR.


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Drawdown Indicators


DKPARRDifference

Max Drawdown

Largest peak-to-trough decline

-86.89%

-78.51%

-8.38%

Max Drawdown (1Y)

Largest decline over 1 year

-36.02%

-26.52%

-9.50%

Max Drawdown (3Y)

Largest decline over 3 years

-63.60%

-69.71%

+6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-63.60%

-69.71%

+6.11%

Max Drawdown (10Y)

Largest decline over 10 years

-84.25%

-76.37%

-7.88%

Current Drawdown

Current decline from peak

-12.56%

-26.23%

+13.67%

Average Drawdown

Average peak-to-trough decline

-43.40%

-30.96%

-12.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.21%

12.27%

+1.94%

Volatility

DK vs. PARR - Volatility Comparison

Delek US Holdings, Inc. (DK) has a higher volatility of 13.37% compared to Par Pacific Holdings, Inc. (PARR) at 12.44%. This indicates that DK's price experiences larger fluctuations and is considered to be riskier than PARR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DKPARRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.37%

12.44%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

40.06%

39.24%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

57.15%

55.59%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.61%

50.47%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.46%

52.13%

+4.33%

Dividends

DK vs. PARR - Dividend Comparison

DK's dividend yield for the trailing twelve months is around 2.38%, while PARR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DK
Delek US Holdings, Inc.
2.38%3.44%5.43%3.59%2.26%0.00%5.79%3.40%2.95%1.72%2.49%2.85%
PARR
Par Pacific Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

DK vs. PARR - Financials Comparison

This section allows you to compare key financial metrics between Delek US Holdings, Inc. and Par Pacific Holdings, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
2.65B
1.82B
(DK) Total Revenue
(PARR) Total Revenue
Values in USD except per share items

DK vs. PARR - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%202220232024202520260
14.5%
Portfolio components
DK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Delek US Holdings, Inc. reported a gross profit of 0.00 and revenue of 2.65B. Therefore, the gross margin over that period was 0.0%.

PARR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Par Pacific Holdings, Inc. reported a gross profit of 265.25M and revenue of 1.82B. Therefore, the gross margin over that period was 14.5%.

DK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Delek US Holdings, Inc. reported an operating income of -179.30M and revenue of 2.65B, resulting in an operating margin of -6.8%.

PARR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Par Pacific Holdings, Inc. reported an operating income of 65.32M and revenue of 1.82B, resulting in an operating margin of 3.6%.

DK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Delek US Holdings, Inc. reported a net income of -201.30M and revenue of 2.65B, resulting in a net margin of -7.6%.

PARR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Par Pacific Holdings, Inc. reported a net income of 54.45M and revenue of 1.82B, resulting in a net margin of 3.0%.


Frequently Asked Questions


DK and PARR have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DK has higher volatility (13.37%) compared to PARR (12.44%). In terms of maximum drawdown, DK dropped -86.89% vs PARR's -78.51%.

DK currently has the higher Sharpe Ratio (1.82 vs 1.51), 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.

Portfolio Optimizer

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