We present a systematic approach to identify the similarities and differences between a chaotic system with delayed feedback and two mutually delay-coupled systems. We consider the general case in which the coupled systems are either unsynchronized or in a generally synchronized state, in contrast to the mostly studied case of identical synchronization. We construct a new time-series for each of the two coupling schemes, respectively, and present analytic evidence and numerical confirmation that these two constructed time-series are statistically equivalent. From the construction, it then follows that the distribution of time-series segments that are small compared to the overall delay in the system is independent of the value of the delay and of the coupling scheme. By focusing on numerical simulations of delay-coupled chaotic lasers, we present a practical example of our findings.