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DK vs. SPXL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DK vs. SPXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delek US Holdings, Inc. (DK) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). The values are adjusted to include any dividend payments, if applicable.

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DK vs. SPXL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DK vs. SPXL — Risk / Return Rank

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

DK
DK Risk / Return Rank: 9595
Overall Rank
DK Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DK Sortino Ratio Rank: 9595
Sortino Ratio Rank
DK Omega Ratio Rank: 9393
Omega Ratio Rank
DK Calmar Ratio Rank: 9595
Calmar Ratio Rank
DK Martin Ratio Rank: 9393
Martin Ratio Rank

SPXL
SPXL Risk / Return Rank: 4545
Overall Rank
SPXL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPXL Sortino Ratio Rank: 4646
Sortino Ratio Rank
SPXL Omega Ratio Rank: 5050
Omega Ratio Rank
SPXL Calmar Ratio Rank: 4646
Calmar Ratio Rank
SPXL Martin Ratio Rank: 4848
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. 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.


DKSPXLDifference

Sharpe ratio

Return per unit of total volatility

3.48

0.61

+2.88

Sortino ratio

Return per unit of downside risk

3.55

1.18

+2.37

Omega ratio

Gain probability vs. loss probability

1.45

1.18

+0.28

Calmar ratio

Return relative to maximum drawdown

5.56

1.05

+4.51

Martin ratio

Return relative to average drawdown

13.94

4.21

+9.72

DK vs. SPXL - Sharpe Ratio Comparison

The current DK Sharpe Ratio is 3.48, which is higher than the SPXL Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of DK and SPXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DKSPXLDifference

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.


TTM20252024202320222021202020192018201720162015
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


DKSPXLDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.98%

-20.45%

+15.47%

Average Drawdown

Average peak-to-trough decline

-43.79%

-15.85%

-27.94%

Ulcer Index

Depth 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


DKSPXLDifference

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%