^NYA vs. WTKWY
^NYA (NYSE Composite) is an index, while WTKWY (Wolters Kluwer NV) is a stock. Over the past 10 years, ^NYA returned 8.71%/yr vs 7.62%/yr for WTKWY. At a 0.48 correlation, their price movements are largely independent.
Performance
^NYA vs. WTKWY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ^NYA achieves a 6.63% return, which is significantly higher than WTKWY's -36.19% return. Over the past 10 years, ^NYA has outperformed WTKWY with an annualized return of 8.71%, while WTKWY has yielded a comparatively lower 7.62% annualized return.
^NYA
- 1D
- -0.56%
- 1M
- 1.02%
- YTD
- 6.63%
- 6M
- 5.92%
- 1Y
- 17.27%
- 3Y*
- 14.90%
- 5Y*
- 7.22%
- 10Y*
- 8.71%
WTKWY
- 1D
- -0.76%
- 1M
- -8.57%
- YTD
- -36.19%
- 6M
- -36.56%
- 1Y
- -59.83%
- 3Y*
- -18.72%
- 5Y*
- -7.07%
- 10Y*
- 7.62%
^NYA vs. WTKWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^NYA NYSE Composite | 6.63% | 15.22% | 13.32% | 10.99% | -11.53% | 18.17% | 4.40% | 22.32% | -11.20% | 15.84% |
WTKWY Wolters Kluwer NV | -36.19% | -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 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
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 0.20 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | +3.21 | ||
| Sortino ratioReturn per unit of downside risk | +5.15 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.66 | +0.62 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | -0.99 | +3.09 |
| Martin ratioReturn relative to average drawdown | 7.76 | -1.48 | +9.24 |
Loading charts...
Drawdowns
^NYA vs. WTKWY - Drawdown Comparison
The maximum ^NYA drawdown since its inception was -59.01%, smaller than the maximum WTKWY drawdown of -64.50%. Use the drawdown chart below to compare losses from any high point for ^NYA and WTKWY.
Loading charts...
Drawdown Indicators
| ^NYA | WTKWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.01% | -64.50% | +5.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -60.53% | +52.27% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -64.50% | +49.29% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -64.50% | +42.13% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -64.50% | +26.39% |
Current DrawdownCurrent decline from peak | -1.01% | -64.50% | +63.49% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -16.54% | +6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 40.41% | -38.18% |
Volatility
^NYA vs. WTKWY - Volatility Comparison
The current volatility for NYSE Composite (^NYA) is 3.43%, while Wolters Kluwer NV (WTKWY) has a volatility of 11.17%. 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.
Loading charts...
Volatility by Period
| ^NYA | WTKWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 11.17% | -7.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 29.50% | -20.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 35.81% | -24.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 26.08% | -11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 23.69% | -6.84% |
Frequently Asked Questions
^NYA and WTKWY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTKWY has higher volatility (11.17%) compared to ^NYA (3.43%). In terms of maximum drawdown, ^NYA dropped -59.01% vs WTKWY's -64.50%.
^NYA currently has the higher Sharpe Ratio (1.53 vs -1.68), 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.
Find the right allocation for ^NYA and WTKWY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer