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REL.L vs. WKL.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

REL.L vs. WKL.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in RELX PLC (REL.L) and Wolters Kluwer N.V. (WKL.AS). The values are adjusted to include any dividend payments, if applicable.

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REL.L vs. WKL.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REL.L
RELX PLC
-17.48%-15.41%18.77%38.84%-2.70%37.27%-3.44%20.74%-4.64%22.85%
WKL.AS
Wolters Kluwer N.V.
-26.07%-40.94%20.73%31.26%0.92%43.55%14.32%20.67%22.53%34.51%
Different Trading Currencies

REL.L is traded in GBp, while WKL.AS is traded in EUR. To make them comparable, the WKL.AS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, REL.L achieves a -17.48% return, which is significantly higher than WKL.AS's -26.07% return. Both investments have delivered pretty close results over the past 10 years, with REL.L having a 9.17% annualized return and WKL.AS not far ahead at 9.38%.


REL.L

1D
0.65%
1M
-3.22%
YTD
-17.48%
6M
-28.76%
1Y
-35.26%
3Y*
0.20%
5Y*
8.48%
10Y*
9.17%

WKL.AS

1D
0.85%
1M
-4.22%
YTD
-26.07%
6M
-42.75%
1Y
-52.00%
3Y*
-16.37%
5Y*
-0.56%
10Y*
9.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

REL.L vs. WKL.AS — Risk / Return Rank

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

REL.L
REL.L Risk / Return Rank: 77
Overall Rank
REL.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
REL.L Sortino Ratio Rank: 55
Sortino Ratio Rank
REL.L Omega Ratio Rank: 44
Omega Ratio Rank
REL.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
REL.L Martin Ratio Rank: 88
Martin Ratio Rank

WKL.AS
WKL.AS Risk / Return Rank: 44
Overall Rank
WKL.AS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
WKL.AS Sortino Ratio Rank: 00
Sortino Ratio Rank
WKL.AS Omega Ratio Rank: 11
Omega Ratio Rank
WKL.AS Calmar Ratio Rank: 99
Calmar Ratio Rank
WKL.AS Martin Ratio Rank: 1010
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.

REL.L vs. WKL.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RELX PLC (REL.L) and Wolters Kluwer N.V. (WKL.AS). 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.


REL.LWKL.ASDifference

Sharpe ratio

Return per unit of total volatility

-1.13

-1.64

+0.50

Sortino ratio

Return per unit of downside risk

-1.56

-2.62

+1.06

Omega ratio

Gain probability vs. loss probability

0.78

0.67

+0.11

Calmar ratio

Return relative to maximum drawdown

-0.69

-0.86

+0.16

Martin ratio

Return relative to average drawdown

-1.54

-1.50

-0.03

REL.L vs. WKL.AS - Sharpe Ratio Comparison

The current REL.L Sharpe Ratio is -1.13, which is higher than the WKL.AS Sharpe Ratio of -1.64. The chart below compares the historical Sharpe Ratios of REL.L and WKL.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


REL.LWKL.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.13

-1.64

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

-0.02

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.42

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.43

-0.04

Correlation

The correlation between REL.L and WKL.AS is 0.63, 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.


Dividends

REL.L vs. WKL.AS - Dividend Comparison

REL.L's dividend yield for the trailing twelve months is around 2.58%, less than WKL.AS's 3.73% yield.


TTM20252024202320222021202020192018201720162015
REL.L
RELX PLC
2.58%2.13%1.65%1.80%2.24%1.99%2.55%2.27%2.48%2.15%2.25%2.21%
WKL.AS
Wolters Kluwer N.V.
3.73%2.75%1.37%1.48%1.70%1.38%1.82%1.58%1.92%1.84%2.21%2.87%

Drawdowns

REL.L vs. WKL.AS - Drawdown Comparison

The maximum REL.L drawdown since its inception was -50.99%, smaller than the maximum WKL.AS drawdown of -64.82%. Use the drawdown chart below to compare losses from any high point for REL.L and WKL.AS.


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Drawdown Indicators


REL.LWKL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-80.22%

+29.23%

Max Drawdown (1Y)

Largest decline over 1 year

-50.99%

-62.88%

+11.89%

Max Drawdown (5Y)

Largest decline over 5 years

-50.99%

-66.39%

+15.40%

Max Drawdown (10Y)

Largest decline over 10 years

-50.99%

-66.39%

+15.40%

Current Drawdown

Current decline from peak

-39.32%

-63.35%

+24.03%

Average Drawdown

Average peak-to-trough decline

-11.84%

-26.10%

+14.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.95%

36.64%

-13.69%

Volatility

REL.L vs. WKL.AS - Volatility Comparison

RELX PLC (REL.L) and Wolters Kluwer N.V. (WKL.AS) have volatilities of 6.67% and 6.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REL.LWKL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

6.58%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

26.95%

25.67%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

31.00%

31.47%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

22.79%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.23%

21.99%

-0.76%

Financials

REL.L vs. WKL.AS - Financials Comparison

This section allows you to compare key financial metrics between RELX PLC and Wolters Kluwer N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. REL.L values in GBp, WKL.AS values in EUR