WKL.AS vs. ^GSPC
WKL.AS (Wolters Kluwer N.V.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, WKL.AS returned 8.17%/yr vs 12.95%/yr for ^GSPC. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
WKL.AS vs. ^GSPC - Performance Comparison
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Different Trading Currencies
WKL.AS is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, WKL.AS achieves a -21.15% return, which is significantly lower than ^GSPC's 11.48% return. Over the past 10 years, WKL.AS has underperformed ^GSPC with an annualized return of 8.17%, while ^GSPC has yielded a comparatively higher 12.95% annualized return.
WKL.AS
- 1D
- -1.31%
- 1M
- 18.67%
- 6M
- -11.70%
- YTD
- -21.15%
- 1Y
- -48.62%
- 3Y*
- -13.89%
- 5Y*
- -4.87%
- 10Y*
- 8.17%
- ALL TIME*
- 8.75%
^GSPC
- 1D
- 0.69%
- 1M
- -1.16%
- 6M
- 10.94%
- YTD
- 11.48%
- 1Y
- 16.94%
- 3Y*
- 16.08%
- 5Y*
- 11.89%
- 10Y*
- 12.95%
- ALL TIME*
- 10.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | €33.24T | €32.91T | €35.96T |
WKL.AS Wolters Kluwer N.V. | €84.61M | €72.55M | €76.21M |
WKL.AS vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WKL.AS Wolters Kluwer N.V. | -21.15% | -43.94% | 26.48% | 33.94% | -4.04% | 52.60% | 8.21% | 27.93% | 21.33% | 29.00% |
^GSPC S&P 500 Index | 11.48% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between WKL.AS and ^GSPC is 0.07, 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. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2007 | 0.31 |
Over the past year, the correlation between WKL.AS and ^GSPC has dropped to 0.07 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
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Return for Risk
WKL.AS vs. ^GSPC — Risk / Return Rank
WKL.AS
^GSPC
WKL.AS vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwer N.V. (WKL.AS) and S&P 500 Index (^GSPC). 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.
| WKL.AS | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.72 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.25 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 2.25 | -3.10 |
| Martin ratioReturn relative to average drawdown | -1.19 | 8.33 | -9.52 |
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Drawdowns
WKL.AS vs. ^GSPC - Drawdown Comparison
The maximum WKL.AS drawdown since its inception was -67.85%, which is greater than ^GSPC's maximum drawdown of -48.59%. Use the drawdown chart below to compare losses from any high point for WKL.AS and ^GSPC.
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Drawdown Indicators
| WKL.AS | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.85% | -48.59% | -19.26% |
Max Drawdown (1Y)Largest decline over 1 year | -56.95% | -7.57% | -49.38% |
Max Drawdown (3Y)Largest decline over 3 years | -67.85% | -23.99% | -43.86% |
Max Drawdown (5Y)Largest decline over 5 years | -67.85% | -23.99% | -43.86% |
Max Drawdown (10Y)Largest decline over 10 years | -67.85% | -33.42% | -34.43% |
Current DrawdownCurrent decline from peak | -60.78% | -2.09% | -58.69% |
Average DrawdownAverage peak-to-trough decline | -13.92% | -7.93% | -5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.90% | 2.06% | +34.84% |
Volatility
WKL.AS vs. ^GSPC - Volatility Comparison
Wolters Kluwer N.V. (WKL.AS) has a higher volatility of 15.42% compared to S&P 500 Index (^GSPC) at 3.40%. This indicates that WKL.AS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WKL.AS | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.42% | 3.40% | +12.02% |
Volatility (6M)Calculated over the trailing 6-month period | 32.74% | 8.86% | +23.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.96% | 12.80% | +26.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.99% | 16.86% | +8.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.44% | 18.61% | +3.83% |
Frequently Asked Questions
WKL.AS and ^GSPC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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