DK vs. SPXL
Compare and contrast key facts about Delek US Holdings, Inc. (DK) and Direxion Daily S&P 500 Bull 3X Shares (SPXL).
SPXL is a passively managed fund by Direxion that tracks the performance of the S&P 500 Index (300%). It was launched on Nov 5, 2008.
Performance
DK vs. SPXL - Performance Comparison
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DK vs. SPXL - 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% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | -15.99% | 31.94% | 63.61% | 69.49% | -56.55% | 98.75% | 9.64% | 102.80% | -25.11% | 71.03% |
Returns By Period
In the year-to-date period, DK achieves a 52.98% return, which is significantly higher than SPXL's -15.99% return. Over the past 10 years, DK has underperformed SPXL with an annualized return of 15.67%, while SPXL has yielded a comparatively higher 25.32% 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%
SPXL
- 1D
- 8.63%
- 1M
- -15.66%
- YTD
- -15.99%
- 6M
- -12.47%
- 1Y
- 32.76%
- 3Y*
- 37.47%
- 5Y*
- 16.98%
- 10Y*
- 25.32%
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Return for Risk
DK vs. SPXL — Risk / Return Rank
DK
SPXL
DK vs. SPXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delek US Holdings, Inc. (DK) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). 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 | SPXL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.48 | 0.61 | +2.88 |
Sortino ratioReturn per unit of downside risk | 3.55 | 1.18 | +2.37 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.18 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 5.56 | 1.05 | +4.51 |
Martin ratioReturn relative to average drawdown | 13.94 | 4.21 | +9.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DK | SPXL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.48 | 0.61 | +2.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.34 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.48 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.47 | -0.32 |
Correlation
The correlation between DK and SPXL is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DK vs. SPXL - Dividend Comparison
DK's dividend yield for the trailing twelve months is around 2.26%, more than SPXL's 0.80% 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% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 0.80% | 0.69% | 0.74% | 0.98% | 0.32% | 0.11% | 0.22% | 0.84% | 1.02% | 3.88% | 0.00% | 0.00% |
Drawdowns
DK vs. SPXL - Drawdown Comparison
The maximum DK drawdown since its inception was -86.89%, which is greater than SPXL's maximum drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for DK and SPXL.
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Drawdown Indicators
| DK | SPXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.89% | -76.86% | -10.03% |
Max Drawdown (1Y)Largest decline over 1 year | -36.02% | -33.42% | -2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -63.60% | -63.80% | +0.20% |
Max Drawdown (10Y)Largest decline over 10 years | -84.25% | -76.86% | -7.39% |
Current DrawdownCurrent decline from peak | -4.98% | -20.45% | +15.47% |
Average DrawdownAverage peak-to-trough decline | -43.79% | -15.85% | -27.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.38% | 8.34% | +6.04% |
Volatility
DK vs. SPXL - Volatility Comparison
Delek US Holdings, Inc. (DK) has a higher volatility of 17.97% compared to Direxion Daily S&P 500 Bull 3X Shares (SPXL) at 15.89%. This indicates that DK's price experiences larger fluctuations and is considered to be riskier than SPXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DK | SPXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.97% | 15.89% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 36.84% | 28.45% | +8.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.42% | 54.30% | +7.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.43% | 50.27% | +2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.23% | 53.37% | +2.86% |