DK vs. QQQ
DK (Delek US Holdings, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, DK returned 20.81%/yr vs 21.01%/yr for QQQ. At a 0.32 correlation, their price movements are largely independent.
Performance
DK vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, DK achieves a 110.20% return, which is significantly higher than QQQ's 15.19% return. Both investments have delivered pretty close results over the past 10 years, with DK having a 20.81% annualized return and QQQ not far ahead at 21.01%.
DK
- 1D
- 3.30%
- 1M
- 39.82%
- 6M
- 114.91%
- YTD
- 110.20%
- 1Y
- 149.67%
- 3Y*
- 43.74%
- 5Y*
- 34.44%
- 10Y*
- 20.81%
QQQ
- 1D
- -1.64%
- 1M
- -3.17%
- 6M
- 13.80%
- YTD
- 15.19%
- 1Y
- 27.28%
- 3Y*
- 23.36%
- 5Y*
- 15.26%
- 10Y*
- 21.01%
DK vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DK Delek US Holdings, Inc. | 110.20% | 68.73% | -24.98% | -0.78% | 84.03% | -6.72% | -49.56% | 6.57% | -4.90% | 48.75% |
QQQ Invesco QQQ ETF | 15.19% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between DK and QQQ is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 4, 2006 | 0.32 |
The correlation between DK and QQQ shifts across timeframes, from -0.06 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DK vs. QQQ — Risk / Return Rank
DK
QQQ
DK vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delek US Holdings, Inc. (DK) and Invesco QQQ ETF (QQQ). 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.
| DK | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.18 | 2.29 | +1.89 |
| Martin ratioReturn relative to average drawdown | 10.97 | 8.13 | +2.84 |
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Drawdowns
DK vs. QQQ - Drawdown Comparison
The maximum DK drawdown since its inception was -86.89%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for DK and QQQ.
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Drawdown Indicators
| DK | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.89% | -82.97% | -3.92% |
Max Drawdown (1Y)Largest decline over 1 year | -36.02% | -11.96% | -24.06% |
Max Drawdown (3Y)Largest decline over 3 years | -63.60% | -22.77% | -40.83% |
Max Drawdown (5Y)Largest decline over 5 years | -63.60% | -35.12% | -28.48% |
Max Drawdown (10Y)Largest decline over 10 years | -84.25% | -35.12% | -49.13% |
Current DrawdownCurrent decline from peak | 0.00% | -5.29% | +5.29% |
Average DrawdownAverage peak-to-trough decline | -43.26% | -32.66% | -10.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.83% | 3.36% | +10.47% |
Volatility
DK vs. QQQ - Volatility Comparison
Delek US Holdings, Inc. (DK) has a higher volatility of 15.20% compared to Invesco QQQ ETF (QQQ) at 7.53%. This indicates that DK's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DK | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.20% | 7.53% | +7.67% |
Volatility (6M)Calculated over the trailing 6-month period | 41.77% | 15.52% | +26.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.59% | 18.69% | +38.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.61% | 22.81% | +29.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.46% | 22.44% | +34.02% |
Dividends
DK vs. QQQ - Dividend Comparison
DK's dividend yield for the trailing twelve months is around 1.66%, more than QQQ's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DK Delek US Holdings, Inc. | 1.66% | 3.44% | 5.43% | 3.59% | 2.26% | 0.00% | 5.79% | 3.40% | 2.95% | 1.72% | 2.49% | 2.85% |
QQQ Invesco QQQ ETF | 0.43% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
DK and QQQ 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.
DK has higher volatility (15.20%) compared to QQQ (7.53%). In terms of maximum drawdown, DK dropped -86.89% vs QQQ's -82.97%.
DK currently has the higher Sharpe Ratio (2.62 vs 1.47), 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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