DK vs. SHNY
DK (Delek US Holdings, Inc.) is a stock, while SHNY (MicroSectors Gold 3X Leveraged ETN) is Leveraged Commodities fund managed by BMO. Over the past 3 years, DK returned 43.11%/yr vs 44.50%/yr for SHNY. At a correlation of -0.02, they often move in opposite directions.
Performance
DK vs. SHNY - Performance Comparison
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Returns By Period
In the year-to-date period, DK achieves a 103.48% return, which is significantly higher than SHNY's -37.94% return.
DK
- 1D
- -2.18%
- 1M
- 33.29%
- 6M
- 100.17%
- YTD
- 103.48%
- 1Y
- 135.03%
- 3Y*
- 43.11%
- 5Y*
- 33.57%
- 10Y*
- 20.78%
SHNY
- 1D
- 0.50%
- 1M
- -19.38%
- 6M
- -49.50%
- YTD
- -37.94%
- 1Y
- 14.19%
- 3Y*
- 44.50%
- 5Y*
- —
- 10Y*
- —
DK vs. SHNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DK Delek US Holdings, Inc. | 103.48% | 68.73% | -24.98% | 1.09% |
SHNY MicroSectors Gold 3X Leveraged ETN | -37.94% | 214.54% | 50.30% | 10.98% |
Correlation
The correlation between DK and SHNY is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2023 | -0.02 |
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Return for Risk
DK vs. SHNY — Risk / Return Rank
DK
SHNY
DK vs. SHNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delek US Holdings, Inc. (DK) and MicroSectors Gold 3X Leveraged ETN (SHNY). 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 | SHNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.11 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 0.21 | +3.56 |
| Martin ratioReturn relative to average drawdown | 9.80 | 0.43 | +9.37 |
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Drawdowns
DK vs. SHNY - Drawdown Comparison
The maximum DK drawdown since its inception was -86.89%, which is greater than SHNY's maximum drawdown of -68.68%. Use the drawdown chart below to compare losses from any high point for DK and SHNY.
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Drawdown Indicators
| DK | SHNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.89% | -68.68% | -18.21% |
Max Drawdown (1Y)Largest decline over 1 year | -36.02% | -68.68% | +32.66% |
Max Drawdown (3Y)Largest decline over 3 years | -63.60% | -68.68% | +5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -63.60% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -84.25% | — | — |
Current DrawdownCurrent decline from peak | -2.18% | -67.35% | +65.17% |
Average DrawdownAverage peak-to-trough decline | -43.27% | -16.55% | -26.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.05% | 33.23% | -19.18% |
Volatility
DK vs. SHNY - Volatility Comparison
The current volatility for Delek US Holdings, Inc. (DK) is 16.58%, while MicroSectors Gold 3X Leveraged ETN (SHNY) has a volatility of 20.71%. This indicates that DK experiences smaller price fluctuations and is considered to be less risky than SHNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DK | SHNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.58% | 20.71% | -4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 41.69% | 73.62% | -31.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.52% | 82.63% | -25.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.62% | 59.40% | -6.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.46% | 59.40% | -2.94% |
Dividends
DK vs. SHNY - Dividend Comparison
DK's dividend yield for the trailing twelve months is around 1.71%, while SHNY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DK Delek US Holdings, Inc. | 1.71% | 3.44% | 5.43% | 3.59% | 2.26% | 0.00% | 5.79% | 3.40% | 2.95% | 1.72% | 2.49% | 2.85% |
SHNY MicroSectors Gold 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DK and SHNY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHNY has higher volatility (20.71%) compared to DK (16.58%). In terms of maximum drawdown, DK dropped -86.89% vs SHNY's -68.68%.
DK currently has the higher Sharpe Ratio (2.36 vs 0.17), 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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