DKL vs. VOO
Compare and contrast key facts about Delek Logistics Partners, LP (DKL) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DKL or VOO.
Key characteristics
| DKL | VOO | |
|---|---|---|
| YTD Return | -1.12% | 22.56% |
| 1Y Return | -11.95% | 34.32% |
| 3Y Return (Ann) | 2.50% | 8.86% |
| 5Y Return (Ann) | 14.17% | 15.23% |
| 10Y Return (Ann) | 9.26% | 13.07% |
| Sharpe Ratio | -0.40 | 2.86 |
| Sortino Ratio | -0.33 | 3.79 |
| Omega Ratio | 0.94 | 1.53 |
| Calmar Ratio | -0.34 | 4.09 |
| Martin Ratio | -0.62 | 18.69 |
| Ulcer Index | 17.25% | 1.85% |
| Daily Std Dev | 27.08% | 12.09% |
| Max Drawdown | -82.68% | -33.99% |
| Current Drawdown | -24.30% | -1.35% |
Correlation
The correlation between DKL and VOO is 0.25, 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.
Performance
DKL vs. VOO - Performance Comparison
In the year-to-date period, DKL achieves a -1.12% return, which is significantly lower than VOO's 22.56% return. Over the past 10 years, DKL has underperformed VOO with an annualized return of 9.26%, while VOO has yielded a comparatively higher 13.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
DKL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Delek Logistics Partners, LP (DKL) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
DKL vs. VOO - Dividend Comparison
DKL's dividend yield for the trailing twelve months is around 8.81%, more than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DKL Delek Logistics Partners, LP | 8.81% | 9.56% | 8.69% | 8.71% | 11.19% | 10.51% | 10.38% | 8.80% | 8.70% | 6.05% | 5.09% | 4.45% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DKL vs. VOO - Drawdown Comparison
The maximum DKL drawdown since its inception was -82.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DKL and VOO. For additional features, visit the drawdowns tool.
Volatility
DKL vs. VOO - Volatility Comparison
Delek Logistics Partners, LP (DKL) has a higher volatility of 13.18% compared to Vanguard S&P 500 ETF (VOO) at 3.10%. This indicates that DKL's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.