^NYA vs. WTKWY

In the year-to-date period, ^NYA achieves a 3.22% return, which is significantly lower than WTKWY's 4.59% return. Over the past 10 years, ^NYA has underperformed WTKWY with an annualized return of 5.81%, while WTKWY has yielded a comparatively higher 20.44% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) and Wolters Kluwer NV (WTKWY). 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 current ^NYA Sharpe Ratio is 0.53, which is comparable to the WTKWY Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of ^NYA and WTKWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^NYA drawdown since its inception was -59.01%, smaller than the maximum WTKWY drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for ^NYA and WTKWY. For additional features, visit the drawdowns tool.

The current volatility for NYSE Composite (^NYA) is 4.79%, while Wolters Kluwer NV (WTKWY) has a volatility of 6.19%. This indicates that ^NYA experiences smaller price fluctuations and is considered to be less risky than WTKWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.