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 18.43%/yr vs 22.36%/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 60.99% return, which is significantly higher than QQQ's 16.89% return. Over the past 10 years, DK has underperformed QQQ with an annualized return of 18.43%, while QQQ has yielded a comparatively higher 22.36% annualized return.
DK
- 1D
- 6.21%
- 1M
- 10.34%
- YTD
- 60.99%
- 6M
- 60.72%
- 1Y
- 133.99%
- 3Y*
- 31.68%
- 5Y*
- 19.42%
- 10Y*
- 18.43%
QQQ
- 1D
- 0.81%
- 1M
- -1.80%
- YTD
- 16.89%
- 6M
- 15.09%
- 1Y
- 33.02%
- 3Y*
- 26.78%
- 5Y*
- 16.13%
- 10Y*
- 22.36%
DK vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DK Delek US Holdings, Inc. | 60.99% | 68.73% | -24.98% | -0.78% | 84.03% | -6.72% | -49.56% | 6.57% | -4.90% | 48.75% |
QQQ Invesco QQQ ETF | 16.89% | 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 -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
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 -0.07 (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 | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 2.77 | +0.97 |
| Martin ratioReturn relative to average drawdown | 9.45 | 10.21 | -0.76 |
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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 | -3.81% | -3.89% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -43.38% | -32.72% | -10.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.23% | 3.24% | +10.99% |
Volatility
DK vs. QQQ - Volatility Comparison
Delek US Holdings, Inc. (DK) has a higher volatility of 12.89% compared to Invesco QQQ ETF (QQQ) at 9.02%. 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 | 12.89% | 9.02% | +3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 40.35% | 14.55% | +25.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.20% | 17.91% | +39.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.68% | 22.69% | +29.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.45% | 22.41% | +34.04% |
Dividends
DK vs. QQQ - Dividend Comparison
DK's dividend yield for the trailing twelve months is around 2.16%, more than QQQ's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DK Delek US Holdings, Inc. | 2.16% | 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 | 0.42% | 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 -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DK has higher volatility (12.89%) compared to QQQ (9.02%). In terms of maximum drawdown, DK dropped -86.89% vs QQQ's -82.97%.
DK currently has the higher Sharpe Ratio (2.36 vs 1.85), 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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