^NYA vs. WTKWY

Last updated Apr 2, 2026

Compare and contrast key facts about NYSE Composite (^NYA) and Wolters Kluwer NV (WTKWY).

Performance

^NYA vs. WTKWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Composite (^NYA) and Wolters Kluwer NV (WTKWY). The values are adjusted to include any dividend payments, if applicable.

^NYA vs. WTKWY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^NYA NYSE Composite	0.80%	15.22%	13.32%	10.99%	-11.53%	18.17%	4.40%	22.32%	-11.20%	15.84%
WTKWY Wolters Kluwer NV	-27.75%	-36.20%	17.53%	36.95%	-9.84%	43.14%	17.24%	25.81%	14.47%	48.79%

Returns By Period

In the year-to-date period, ^NYA achieves a 0.80% return, which is significantly higher than WTKWY's -27.75% return. Over the past 10 years, ^NYA has underperformed WTKWY with an annualized return of 8.06%, while WTKWY has yielded a comparatively higher 8.67% annualized return.

^NYA

• 1D: 0.41%
• 1M: -5.26%
• YTD: 0.80%
• 6M: 2.50%
• 1Y: 14.34%
• 3Y*: 12.99%
• 5Y*: 7.09%
• 10Y*: 8.06%

WTKWY

• 1D: -0.17%
• 1M: -5.37%
• YTD: -27.75%
• 6M: -44.46%
• 1Y: -51.16%
• 3Y*: -14.90%
• 5Y*: -1.84%
• 10Y*: 8.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^NYA vs. WTKWY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^NYA

^NYA Risk / Return Rank: 57
^NYA Sharpe Ratio Rank: 61
^NYA Sortino Ratio Rank: 56
^NYA Omega Ratio Rank: 59
^NYA Calmar Ratio Rank: 47
^NYA Martin Ratio Rank: 61

WTKWY

WTKWY Risk / Return Rank: 4
WTKWY Sharpe Ratio Rank: 0
WTKWY Sortino Ratio Rank: 1
WTKWY Omega Ratio Rank: 1
WTKWY Calmar Ratio Rank: 10
WTKWY Martin Ratio Rank: 10

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^NYA vs. WTKWY - Risk-Adjusted Trends Comparison

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.

	^NYA	WTKWY	Difference
Sharpe ratio Return per unit of total volatility	0.91	-1.55	+2.47
Sortino ratio Return per unit of downside risk	1.34	-2.50	+3.84
Omega ratio Gain probability vs. loss probability	1.20	0.69	+0.51
Calmar ratio Return relative to maximum drawdown	1.20	-0.83	+2.03
Martin ratio Return relative to average drawdown	5.36	-1.47	+6.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^NYA vs. WTKWY - Sharpe Ratio Comparison

The current ^NYA Sharpe Ratio is 0.91, which is higher than the WTKWY Sharpe Ratio of -1.55. 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.

Sharpe Ratios by Period

	^NYA	WTKWY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	-1.55	+2.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	-0.07	+0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.38	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.26	+0.15

Correlation

The correlation between ^NYA and WTKWY is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^NYA vs. WTKWY - Drawdown Comparison

The maximum ^NYA drawdown since its inception was -59.01%, roughly equal to the maximum WTKWY drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for ^NYA and WTKWY.

Drawdown Indicators

	^NYA	WTKWY	Difference
Max Drawdown Largest peak-to-trough decline	-59.01%	-62.09%	+3.08%
Max Drawdown (1Y) Largest decline over 1 year	-12.00%	-61.26%	+49.26%
Max Drawdown (5Y) Largest decline over 5 years	-22.37%	-62.09%	+39.72%
Max Drawdown (10Y) Largest decline over 10 years	-38.11%	-62.09%	+23.98%
Current Drawdown Current decline from peak	-5.71%	-59.81%	+54.10%
Average Drawdown Average peak-to-trough decline	-9.90%	-16.02%	+6.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	34.83%	-32.15%

Volatility

^NYA vs. WTKWY - Volatility Comparison

The current volatility for NYSE Composite (^NYA) is 4.78%, while Wolters Kluwer NV (WTKWY) has a volatility of 7.70%. 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.

Volatility by Period

	^NYA	WTKWY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	7.70%	-2.92%
Volatility (6M) Calculated over the trailing 6-month period	8.68%	26.14%	-17.46%
Volatility (1Y) Calculated over the trailing 1-year period	15.77%	33.01%	-17.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.83%	24.71%	-9.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	23.14%	-6.25%