^NYA vs. WTKWY
^NYA (NYSE Composite) is an index, while WTKWY (Wolters Kluwer NV) is a stock. Over the past 10 years, ^NYA returned 8.29%/yr vs 7.62%/yr for WTKWY. At a 0.48 correlation, their price movements are largely independent.
Performance
^NYA vs. WTKWY - Performance Comparison
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Returns By Period
In the year-to-date period, ^NYA achieves a 8.60% return, which is significantly higher than WTKWY's -29.43% return. Over the past 10 years, ^NYA has outperformed WTKWY with an annualized return of 8.29%, while WTKWY has yielded a comparatively lower 7.62% annualized return.
^NYA
- 1D
- -0.12%
- 1M
- 1.27%
- 6M
- 5.29%
- YTD
- 8.60%
- 1Y
- 16.30%
- 3Y*
- 14.21%
- 5Y*
- 7.63%
- 10Y*
- 8.29%
WTKWY
- 1D
- 2.68%
- 1M
- 1.09%
- 6M
- -31.02%
- YTD
- -29.43%
- 1Y
- -54.60%
- 3Y*
- -15.85%
- 5Y*
- -6.16%
- 10Y*
- 7.62%
^NYA vs. WTKWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^NYA NYSE Composite | 8.60% | 15.22% | 13.32% | 10.99% | -11.53% | 18.17% | 4.40% | 22.32% | -11.20% | 15.84% |
WTKWY Wolters Kluwer NV | -29.43% | -36.20% | 17.53% | 36.95% | -9.84% | 43.14% | 17.24% | 25.81% | 14.47% | 48.79% |
Correlation
The correlation between ^NYA and WTKWY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.48 |
Over the past year, the correlation between ^NYA and WTKWY has dropped to 0.21 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
^NYA vs. WTKWY — Risk / Return Rank
^NYA
WTKWY
^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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^NYA | WTKWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.97 | ||
| Sortino ratioReturn per unit of downside risk | +4.62 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.70 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | -0.91 | +2.89 |
| Martin ratioReturn relative to average drawdown | 7.34 | -1.33 | +8.67 |
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Drawdowns
^NYA vs. WTKWY - Drawdown Comparison
The maximum ^NYA drawdown since its inception was -59.01%, smaller than the maximum WTKWY drawdown of -65.12%. Use the drawdown chart below to compare losses from any high point for ^NYA and WTKWY.
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Drawdown Indicators
| ^NYA | WTKWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.01% | -65.12% | +6.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -59.98% | +51.72% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -65.12% | +49.91% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -65.12% | +42.75% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -65.12% | +27.01% |
Current DrawdownCurrent decline from peak | -0.74% | -60.74% | +60.00% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -16.66% | +6.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 41.03% | -38.80% |
Volatility
^NYA vs. WTKWY - Volatility Comparison
The current volatility for NYSE Composite (^NYA) is 2.65%, while Wolters Kluwer NV (WTKWY) has a volatility of 8.54%. 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.
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Volatility by Period
| ^NYA | WTKWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 8.54% | -5.89% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 29.70% | -20.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.26% | 36.29% | -25.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 26.17% | -11.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 23.71% | -6.90% |
Frequently Asked Questions
^NYA and WTKWY have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTKWY has higher volatility (8.54%) compared to ^NYA (2.65%). In terms of maximum drawdown, ^NYA dropped -59.01% vs WTKWY's -65.12%.
^NYA currently has the higher Sharpe Ratio (1.46 vs -1.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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