WK vs. SPTM
WK (Workiva Inc.) is a stock, while SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Composite 1500 Index. Over the past 10 years, WK returned 15.70%/yr vs 14.86%/yr for SPTM. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
WK vs. SPTM - Performance Comparison
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Returns By Period
In the year-to-date period, WK achieves a -30.67% return, which is significantly lower than SPTM's 10.61% return. Over the past 10 years, WK has outperformed SPTM with an annualized return of 15.70%, while SPTM has yielded a comparatively lower 14.86% annualized return.
WK
- 1D
- 2.15%
- 1M
- 15.16%
- 6M
- -22.36%
- YTD
- -30.67%
- 1Y
- -29.06%
- 3Y*
- -17.39%
- 5Y*
- -14.35%
- 10Y*
- 15.70%
- ALL TIME*
- 13.29%
SPTM
- 1D
- 0.62%
- 1M
- 0.21%
- 6M
- 8.81%
- YTD
- 10.61%
- 1Y
- 21.87%
- 3Y*
- 18.90%
- 5Y*
- 12.48%
- 10Y*
- 14.86%
- ALL TIME*
- 8.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $40.04M | $39.69M | $45.49M | |
| $41.41M | $40.51M | $52.88M |
WK vs. SPTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WK Workiva Inc. | -30.67% | -21.23% | 7.85% | 20.91% | -35.65% | 42.43% | 117.88% | 17.16% | 67.71% | 56.78% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 10.61% | 16.93% | 23.87% | 25.55% | -17.75% | 28.58% | 17.94% | 31.34% | -5.30% | 21.18% |
Correlation
The correlation between WK and SPTM is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2014 | 0.42 |
Over the past year, the correlation between WK and SPTM has dropped to 0.02 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
WK vs. SPTM — Risk / Return Rank
WK
SPTM
WK vs. SPTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Workiva Inc. (WK) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). 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.
| WK | SPTM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.28 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.31 | -2.43 |
| Martin ratioReturn relative to average drawdown | -0.22 | 10.07 | -10.29 |
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Drawdowns
WK vs. SPTM - Drawdown Comparison
The maximum WK drawdown since its inception was -72.45%, which is greater than SPTM's maximum drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for WK and SPTM.
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Drawdown Indicators
| WK | SPTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.45% | -54.80% | -17.65% |
Max Drawdown (1Y)Largest decline over 1 year | -52.51% | -8.68% | -43.83% |
Max Drawdown (3Y)Largest decline over 3 years | -61.40% | -18.87% | -42.53% |
Max Drawdown (5Y)Largest decline over 5 years | -72.45% | -24.14% | -48.31% |
Max Drawdown (10Y)Largest decline over 10 years | -72.45% | -34.66% | -37.79% |
Current DrawdownCurrent decline from peak | -62.82% | -1.11% | -61.71% |
Average DrawdownAverage peak-to-trough decline | -26.95% | -9.00% | -17.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.18% | 1.99% | +27.19% |
Volatility
WK vs. SPTM - Volatility Comparison
Workiva Inc. (WK) has a higher volatility of 15.45% compared to SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) at 3.50%. This indicates that WK's price experiences larger fluctuations and is considered to be riskier than SPTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WK | SPTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.45% | 3.50% | +11.95% |
Volatility (6M)Calculated over the trailing 6-month period | 35.10% | 10.02% | +25.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.88% | 12.81% | +41.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.24% | 16.97% | +29.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.69% | 18.03% | +25.66% |
Dividends
WK vs. SPTM - Dividend Comparison
WK has not paid dividends to shareholders, while SPTM's dividend yield for the trailing twelve months is around 1.06%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.06% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% |
WK Workiva Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WK and SPTM have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WK has higher volatility (15.45%) compared to SPTM (3.50%). In terms of maximum drawdown, WK dropped -72.45% vs SPTM's -54.80%.
SPTM currently has the higher Sharpe Ratio (1.57 vs -0.12), 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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