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DKL vs. HESM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DKL and HESM is 0.33, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

DKL vs. HESM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delek Logistics Partners, LP (DKL) and Hess Midstream LP (HESM). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%NovemberDecember2025FebruaryMarchApril
183.86%
173.06%
DKL
HESM

Key characteristics

Sharpe Ratio

DKL:

0.48

HESM:

0.71

Sortino Ratio

DKL:

0.76

HESM:

1.04

Omega Ratio

DKL:

1.12

HESM:

1.15

Calmar Ratio

DKL:

0.43

HESM:

0.89

Martin Ratio

DKL:

1.72

HESM:

3.25

Ulcer Index

DKL:

7.02%

HESM:

5.42%

Daily Std Dev

DKL:

25.06%

HESM:

24.81%

Max Drawdown

DKL:

-82.68%

HESM:

-75.16%

Current Drawdown

DKL:

-19.38%

HESM:

-11.35%

Fundamentals

Market Cap

DKL:

$2.08B

HESM:

$8.89B

EPS

DKL:

$2.99

HESM:

$2.49

PE Ratio

DKL:

12.96

HESM:

15.57

PEG Ratio

DKL:

0.77

HESM:

1.57

PS Ratio

DKL:

2.21

HESM:

5.94

PB Ratio

DKL:

58.53

HESM:

8.53

Total Revenue (TTM)

DKL:

$688.56M

HESM:

$1.14B

Gross Profit (TTM)

DKL:

$170.76M

HESM:

$809.20M

EBITDA (TTM)

DKL:

$289.38M

HESM:

$861.60M

Returns By Period

In the year-to-date period, DKL achieves a -3.75% return, which is significantly lower than HESM's 6.84% return.


DKL

YTD

-3.75%

1M

-9.14%

6M

8.74%

1Y

10.04%

5Y*

27.23%

10Y*

8.99%

HESM

YTD

6.84%

1M

-8.47%

6M

15.60%

1Y

20.03%

5Y*

26.70%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DKL vs. HESM — Risk-Adjusted Performance Rank

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

DKL
The Risk-Adjusted Performance Rank of DKL is 6767
Overall Rank
The Sharpe Ratio Rank of DKL is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DKL is 5959
Sortino Ratio Rank
The Omega Ratio Rank of DKL is 6363
Omega Ratio Rank
The Calmar Ratio Rank of DKL is 7171
Calmar Ratio Rank
The Martin Ratio Rank of DKL is 7171
Martin Ratio Rank

HESM
The Risk-Adjusted Performance Rank of HESM is 7575
Overall Rank
The Sharpe Ratio Rank of HESM is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of HESM is 6868
Sortino Ratio Rank
The Omega Ratio Rank of HESM is 6868
Omega Ratio Rank
The Calmar Ratio Rank of HESM is 8383
Calmar Ratio Rank
The Martin Ratio Rank of HESM is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DKL vs. HESM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Delek Logistics Partners, LP (DKL) and Hess Midstream LP (HESM). 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.


The chart of Sharpe ratio for DKL, currently valued at 0.48, compared to the broader market-2.00-1.000.001.002.003.00
DKL: 0.48
HESM: 0.71
The chart of Sortino ratio for DKL, currently valued at 0.76, compared to the broader market-6.00-4.00-2.000.002.004.00
DKL: 0.76
HESM: 1.04
The chart of Omega ratio for DKL, currently valued at 1.12, compared to the broader market0.501.001.502.00
DKL: 1.12
HESM: 1.15
The chart of Calmar ratio for DKL, currently valued at 0.42, compared to the broader market0.001.002.003.004.005.00
DKL: 0.43
HESM: 0.89
The chart of Martin ratio for DKL, currently valued at 1.72, compared to the broader market-5.000.005.0010.0015.0020.00
DKL: 1.72
HESM: 3.25

The current DKL Sharpe Ratio is 0.48, which is lower than the HESM Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of DKL and HESM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.48
0.71
DKL
HESM

Dividends

DKL vs. HESM - Dividend Comparison

DKL's dividend yield for the trailing twelve months is around 11.01%, more than HESM's 6.95% yield.


TTM20242023202220212020201920182017201620152014
DKL
Delek Logistics Partners, LP
11.01%10.79%9.56%8.69%8.71%11.19%10.51%10.38%8.80%8.70%6.05%5.09%
HESM
Hess Midstream LP
6.95%7.12%7.50%7.30%6.93%8.86%6.89%8.00%2.93%0.00%0.00%0.00%

Drawdowns

DKL vs. HESM - Drawdown Comparison

The maximum DKL drawdown since its inception was -82.68%, which is greater than HESM's maximum drawdown of -75.16%. Use the drawdown chart below to compare losses from any high point for DKL and HESM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.38%
-11.35%
DKL
HESM

Volatility

DKL vs. HESM - Volatility Comparison

The current volatility for Delek Logistics Partners, LP (DKL) is 13.00%, while Hess Midstream LP (HESM) has a volatility of 14.80%. This indicates that DKL experiences smaller price fluctuations and is considered to be less risky than HESM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.00%
14.80%
DKL
HESM

Financials

DKL vs. HESM - Financials Comparison

This section allows you to compare key financial metrics between Delek Logistics Partners, LP and Hess Midstream LP. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items