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^NYA vs. WTKWY
Performance
Return for Risk
Drawdowns
Volatility

^NYA vs. WTKWY

Last updated Jun 4, 2026

^NYA (NYSE Composite) is an index, while WTKWY (Wolters Kluwer NV) is a stock. Over the past 10 years, ^NYA returned 8.30%/yr vs 7.44%/yr for WTKWY. At a 0.48 correlation, their price movements are largely independent.

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.

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Returns By Period

In the year-to-date period, ^NYA achieves a 5.78% return, which is significantly higher than WTKWY's -31.11% return. Over the past 10 years, ^NYA has outperformed WTKWY with an annualized return of 8.30%, while WTKWY has yielded a comparatively lower 7.44% annualized return.

^NYA

1D
-0.87%
1M
1.67%
YTD
5.78%
6M
6.75%
1Y
16.89%
3Y*
14.90%
5Y*
6.85%
10Y*
8.30%

WTKWY

1D
-3.03%
1M
-11.71%
YTD
-31.11%
6M
-32.18%
1Y
-59.20%
3Y*
-14.86%
5Y*
-4.74%
10Y*
7.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^NYA vs. WTKWY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
^NYA
NYSE Composite		5.78%15.22%13.32%10.99%-11.53%18.17%4.40%22.32%-11.20%15.84%
WTKWY
Wolters Kluwer NV		-31.11%-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

0.37

Correlation (All Time)
Calculated using the full available price history since Jul 16, 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.

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NYSE Composite

Wolters Kluwer NV

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Often compared with WTKWY:
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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: 5353
Overall Rank
^NYA Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
^NYA Sortino Ratio Rank: 5353
Sortino Ratio Rank
^NYA Omega Ratio Rank: 5353
Omega Ratio Rank
^NYA Calmar Ratio Rank: 5353
Calmar Ratio Rank
^NYA Martin Ratio Rank: 5555
Martin Ratio Rank
WTKWY
WTKWY Risk / Return Rank: 22
Overall Rank
WTKWY Sharpe Ratio Rank: 00
Sharpe Ratio Rank
WTKWY Sortino Ratio Rank: 00
Sortino Ratio Rank
WTKWY Omega Ratio Rank: 11
Omega Ratio Rank
WTKWY Calmar Ratio Rank: 44
Calmar Ratio Rank
WTKWY Martin Ratio Rank: 77
Martin Ratio Rank
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.

^NYAWTKWYDifference

Sharpe ratio

Return per unit of total volatility

1.54

-1.70

+3.24

Sortino ratio

Return per unit of downside risk

2.21

-2.93

+5.14

Omega ratio

Gain probability vs. loss probability

1.28

0.65

+0.62

Calmar ratio

Return relative to maximum drawdown

2.05

-0.95

+3.01

Martin ratio

Return relative to average drawdown

7.60

-1.44

+9.04

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 1.54, which is higher than the WTKWY Sharpe Ratio of -1.70. The chart below compares the historical Sharpe Ratios of ^NYA and WTKWY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

^NYAWTKWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

-1.70

+3.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.18

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.32

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.24

+0.17

Drawdowns

^NYA vs. WTKWY - Drawdown Comparison

The maximum ^NYA drawdown since its inception was -59.01%, smaller than the maximum WTKWY drawdown of -64.03%. Use the drawdown chart below to compare losses from any high point for ^NYA and WTKWY.

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Drawdown Indicators

^NYAWTKWYDifference

Max Drawdown

Largest peak-to-trough decline

-59.01%

-64.03%

+5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-62.36%

+54.10%

Max Drawdown (3Y)

Largest decline over 3 years

-15.21%

-64.03%

+48.82%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

-64.03%

+41.66%

Max Drawdown (10Y)

Largest decline over 10 years

-38.11%

-64.03%

+25.92%

Current Drawdown

Current decline from peak

-1.06%

-61.68%

+60.62%

Average Drawdown

Average peak-to-trough decline

-9.87%

-16.42%

+6.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

41.24%

-39.01%

Volatility

^NYA vs. WTKWY - Volatility Comparison

The current volatility for NYSE Composite (^NYA) is 2.94%, while Wolters Kluwer NV (WTKWY) has a volatility of 14.87%. 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

^NYAWTKWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

14.87%

-11.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.58%

28.82%

-20.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.04%

34.99%

-23.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

25.77%

-10.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

23.69%

-6.80%

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 (14.87%) compared to ^NYA (2.94%). In terms of maximum drawdown, ^NYA dropped -59.01% vs WTKWY's -64.03%.

^NYA currently has the higher Sharpe Ratio (1.54 vs -1.70), 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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