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DKL vs. NUSI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DKL and NUSI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

DKL vs. NUSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delek Logistics Partners, LP (DKL) and Nationwide Risk-Managed Income ETF (NUSI). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
109.02%
183.86%
DKL
NUSI

Key characteristics

Sharpe Ratio

DKL:

0.41

NUSI:

1.24

Sortino Ratio

DKL:

0.68

NUSI:

10.09

Omega Ratio

DKL:

1.10

NUSI:

2.43

Calmar Ratio

DKL:

0.36

NUSI:

7.63

Martin Ratio

DKL:

1.46

NUSI:

29.19

Ulcer Index

DKL:

6.99%

NUSI:

4.29%

Daily Std Dev

DKL:

25.00%

NUSI:

101.58%

Max Drawdown

DKL:

-82.68%

NUSI:

-31.23%

Current Drawdown

DKL:

-21.21%

NUSI:

-11.45%

Returns By Period

In the year-to-date period, DKL achieves a -5.94% return, which is significantly lower than NUSI's 83.88% return.


DKL

YTD

-5.94%

1M

-11.63%

6M

4.93%

1Y

9.86%

5Y*

33.44%

10Y*

8.90%

NUSI

YTD

83.88%

1M

-4.67%

6M

89.97%

1Y

121.34%

5Y*

21.76%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DKL vs. NUSI — 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 6565
Overall Rank
The Sharpe Ratio Rank of DKL is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of DKL is 5757
Sortino Ratio Rank
The Omega Ratio Rank of DKL is 6060
Omega Ratio Rank
The Calmar Ratio Rank of DKL is 6969
Calmar Ratio Rank
The Martin Ratio Rank of DKL is 6969
Martin Ratio Rank

NUSI
The Risk-Adjusted Performance Rank of NUSI is 9696
Overall Rank
The Sharpe Ratio Rank of NUSI is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of NUSI is 9999
Sortino Ratio Rank
The Omega Ratio Rank of NUSI is 9999
Omega Ratio Rank
The Calmar Ratio Rank of NUSI is 9898
Calmar Ratio Rank
The Martin Ratio Rank of NUSI is 9898
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. NUSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Delek Logistics Partners, LP (DKL) and Nationwide Risk-Managed Income ETF (NUSI). 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 0.41, compared to the broader market-2.00-1.000.001.002.003.00
DKL: 0.41
NUSI: 1.20
The chart of Sortino ratio for DKL, currently valued at 0.68, compared to the broader market-6.00-4.00-2.000.002.004.00
DKL: 0.68
NUSI: 9.95
The chart of Omega ratio for DKL, currently valued at 1.10, compared to the broader market0.501.001.502.00
DKL: 1.10
NUSI: 2.41
The chart of Calmar ratio for DKL, currently valued at 0.36, compared to the broader market0.001.002.003.004.005.00
DKL: 0.36
NUSI: 7.42
The chart of Martin ratio for DKL, currently valued at 1.46, compared to the broader market-5.000.005.0010.0015.0020.00
DKL: 1.46
NUSI: 27.62

The current DKL Sharpe Ratio is 0.41, which is lower than the NUSI Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of DKL and NUSI, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.41
1.20
DKL
NUSI

Dividends

DKL vs. NUSI - Dividend Comparison

DKL's dividend yield for the trailing twelve months is around 11.26%, more than NUSI's 7.51% yield.


TTM20242023202220212020201920182017201620152014
DKL
Delek Logistics Partners, LP
11.26%10.79%9.56%8.69%8.71%11.19%10.51%10.38%8.80%8.70%6.05%5.09%
NUSI
Nationwide Risk-Managed Income ETF
7.51%7.52%7.18%9.05%7.77%7.48%0.65%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DKL vs. NUSI - Drawdown Comparison

The maximum DKL drawdown since its inception was -82.68%, which is greater than NUSI's maximum drawdown of -31.23%. Use the drawdown chart below to compare losses from any high point for DKL and NUSI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.21%
-11.45%
DKL
NUSI

Volatility

DKL vs. NUSI - Volatility Comparison

Delek Logistics Partners, LP (DKL) has a higher volatility of 12.68% compared to Nationwide Risk-Managed Income ETF (NUSI) at 11.20%. This indicates that DKL's price experiences larger fluctuations and is considered to be riskier than NUSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
12.68%
11.20%
DKL
NUSI