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

Correlation

The correlation between DKL and USAC is 0.28, 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.


-0.50.00.51.00.3

Performance

DKL vs. USAC - Performance Comparison

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

320.00%340.00%360.00%380.00%400.00%420.00%440.00%JulyAugustSeptemberOctoberNovemberDecember
362.81%
379.89%
DKL
USAC

Key characteristics

Sharpe Ratio

DKL:

0.15

USAC:

-0.22

Sortino Ratio

DKL:

0.34

USAC:

-0.16

Omega Ratio

DKL:

1.06

USAC:

0.98

Calmar Ratio

DKL:

0.12

USAC:

-0.25

Martin Ratio

DKL:

0.37

USAC:

-0.43

Ulcer Index

DKL:

10.39%

USAC:

12.53%

Daily Std Dev

DKL:

25.15%

USAC:

24.69%

Max Drawdown

DKL:

-82.68%

USAC:

-78.96%

Current Drawdown

DKL:

-19.75%

USAC:

-18.46%

Fundamentals

Market Cap

DKL:

$2.06B

USAC:

$2.62B

EPS

DKL:

$2.82

USAC:

$0.55

PE Ratio

DKL:

14.18

USAC:

40.75

PEG Ratio

DKL:

0.77

USAC:

-68.32

Total Revenue (TTM)

DKL:

$984.92M

USAC:

$929.61M

Gross Profit (TTM)

DKL:

$263.95M

USAC:

$363.09M

EBITDA (TTM)

DKL:

$405.76M

USAC:

$537.02M

Returns By Period

In the year-to-date period, DKL achieves a 4.82% return, which is significantly higher than USAC's 3.01% return. Over the past 10 years, DKL has underperformed USAC with an annualized return of 11.69%, while USAC has yielded a comparatively higher 16.12% annualized return.


DKL

YTD

4.82%

1M

2.17%

6M

9.58%

1Y

3.93%

5Y*

16.34%

10Y*

11.69%

USAC

YTD

3.01%

1M

-9.69%

6M

-5.50%

1Y

-2.37%

5Y*

18.14%

10Y*

16.12%

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Risk-Adjusted Performance

DKL vs. USAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Delek Logistics Partners, LP (DKL) and USA Compression Partners, LP (USAC). 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.


Sharpe ratio
The chart of Sharpe ratio for DKL, currently valued at 0.15, compared to the broader market-4.00-2.000.002.000.15-0.22
The chart of Sortino ratio for DKL, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.34-0.16
The chart of Omega ratio for DKL, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.98
The chart of Calmar ratio for DKL, currently valued at 0.12, compared to the broader market0.002.004.006.000.12-0.25
The chart of Martin ratio for DKL, currently valued at 0.37, compared to the broader market-5.000.005.0010.0015.0020.0025.000.37-0.43
DKL
USAC

The current DKL Sharpe Ratio is 0.15, which is higher than the USAC Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of DKL and USAC, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.15
-0.22
DKL
USAC

Dividends

DKL vs. USAC - Dividend Comparison

DKL's dividend yield for the trailing twelve months is around 11.26%, more than USAC's 9.75% yield.


TTM20232022202120202019201820172016201520142013
DKL
Delek Logistics Partners, LP
11.26%9.56%8.69%8.71%11.19%10.51%10.38%8.80%8.70%6.05%5.09%4.45%
USAC
USA Compression Partners, LP
9.75%9.20%10.75%12.03%15.44%11.58%16.18%12.70%12.14%18.06%11.90%4.66%

Drawdowns

DKL vs. USAC - Drawdown Comparison

The maximum DKL drawdown since its inception was -82.68%, roughly equal to the maximum USAC drawdown of -78.96%. Use the drawdown chart below to compare losses from any high point for DKL and USAC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-19.75%
-18.46%
DKL
USAC

Volatility

DKL vs. USAC - Volatility Comparison

The current volatility for Delek Logistics Partners, LP (DKL) is 3.93%, while USA Compression Partners, LP (USAC) has a volatility of 5.94%. This indicates that DKL experiences smaller price fluctuations and is considered to be less risky than USAC 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%JulyAugustSeptemberOctoberNovemberDecember
3.93%
5.94%
DKL
USAC

Financials

DKL vs. USAC - Financials Comparison

This section allows you to compare key financial metrics between Delek Logistics Partners, LP and USA Compression Partners, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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