DK vs. XLE
Compare and contrast key facts about Delek US Holdings, Inc. (DK) and State Street Energy Select Sector SPDR ETF (XLE).
XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.
Performance
DK vs. XLE - Performance Comparison
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DK vs. XLE - 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% |
XLE State Street Energy Select Sector SPDR ETF | 37.91% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Returns By Period
In the year-to-date period, DK achieves a 52.98% return, which is significantly higher than XLE's 37.91% return. Over the past 10 years, DK has outperformed XLE with an annualized return of 15.67%, while XLE has yielded a comparatively lower 11.65% 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%
XLE
- 1D
- -1.13%
- 1M
- 10.27%
- YTD
- 37.91%
- 6M
- 39.21%
- 1Y
- 35.32%
- 3Y*
- 17.71%
- 5Y*
- 23.99%
- 10Y*
- 11.65%
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Return for Risk
DK vs. XLE — Risk / Return Rank
DK
XLE
DK vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delek US Holdings, Inc. (DK) and State Street Energy Select Sector SPDR ETF (XLE). 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 | XLE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.48 | 1.42 | +2.06 |
Sortino ratioReturn per unit of downside risk | 3.55 | 1.84 | +1.71 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.28 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 5.56 | 1.96 | +3.60 |
Martin ratioReturn relative to average drawdown | 13.94 | 5.16 | +8.78 |
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 | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.48 | 1.42 | +2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.93 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.40 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.32 | -0.17 |
Correlation
The correlation between DK and XLE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DK vs. XLE - Dividend Comparison
DK's dividend yield for the trailing twelve months is around 2.26%, less than XLE's 2.44% 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% |
XLE State Street Energy Select Sector SPDR ETF | 2.44% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Drawdowns
DK vs. XLE - Drawdown Comparison
The maximum DK drawdown since its inception was -86.89%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for DK and XLE.
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Drawdown Indicators
| DK | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.89% | -71.26% | -15.63% |
Max Drawdown (1Y)Largest decline over 1 year | -36.02% | -18.79% | -17.23% |
Max Drawdown (5Y)Largest decline over 5 years | -63.60% | -26.04% | -37.56% |
Max Drawdown (10Y)Largest decline over 10 years | -84.25% | -66.81% | -17.44% |
Current DrawdownCurrent decline from peak | -4.98% | -2.08% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -43.79% | -18.05% | -25.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.38% | 7.14% | +7.24% |
Volatility
DK vs. XLE - Volatility Comparison
Delek US Holdings, Inc. (DK) has a higher volatility of 17.97% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that DK's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DK | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.97% | 5.05% | +12.92% |
Volatility (6M)Calculated over the trailing 6-month period | 36.84% | 13.94% | +22.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.42% | 24.93% | +36.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.43% | 26.06% | +26.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.23% | 29.48% | +26.75% |