WKL.AS vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Wolters Kluwer N.V. (WKL.AS) and S&P 500 Index (^GSPC).

Performance

WKL.AS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Wolters Kluwer N.V. (WKL.AS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

WKL.AS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WKL.AS Wolters Kluwer N.V.	-26.33%	-43.94%	26.48%	33.94%	-4.04%	52.60%	8.21%	27.93%	21.33%	29.00%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

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 -26.33% return, which is significantly lower than ^GSPC's -2.47% return. Over the past 10 years, WKL.AS has underperformed ^GSPC with an annualized return of 8.41%, while ^GSPC has yielded a comparatively higher 12.07% annualized return.

WKL.AS

• 1D: 0.71%
• 1M: -4.52%
• YTD: -26.33%
• 6M: -43.04%
• 1Y: -54.18%
• 3Y*: -16.23%
• 5Y*: -1.10%
• 10Y*: 8.41%

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WKL.AS vs. ^GSPC — Risk / Return Rank

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

WKL.AS

WKL.AS Risk / Return Rank: 4
WKL.AS Sharpe Ratio Rank: 0
WKL.AS Sortino Ratio Rank: 0
WKL.AS Omega Ratio Rank: 1
WKL.AS Calmar Ratio Rank: 9
WKL.AS Martin Ratio Rank: 10

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

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.

	WKL.AS	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-1.71	0.43	-2.14
Sortino ratio Return per unit of downside risk	-2.78	0.73	-3.51
Omega ratio Gain probability vs. loss probability	0.65	1.12	-0.47
Calmar ratio Return relative to maximum drawdown	-0.86	0.66	-1.52
Martin ratio Return relative to average drawdown	-1.47	2.77	-4.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WKL.AS vs. ^GSPC - Sharpe Ratio Comparison

The current WKL.AS Sharpe Ratio is -1.71, which is lower than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of WKL.AS and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WKL.AS	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.71	0.43	-2.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.05	0.64	-0.69
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.65	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.45	-0.08

Correlation

The correlation between WKL.AS and ^GSPC is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

WKL.AS vs. ^GSPC - Drawdown Comparison

The maximum WKL.AS drawdown since its inception was -80.22%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for WKL.AS and ^GSPC.

Drawdown Indicators

	WKL.AS	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-80.22%	-56.78%	-23.44%
Max Drawdown (1Y) Largest decline over 1 year	-62.88%	-12.14%	-50.74%
Max Drawdown (5Y) Largest decline over 5 years	-66.39%	-25.43%	-40.96%
Max Drawdown (10Y) Largest decline over 10 years	-66.39%	-33.92%	-32.47%
Current Drawdown Current decline from peak	-63.35%	-5.78%	-57.57%
Average Drawdown Average peak-to-trough decline	-26.10%	-10.75%	-15.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.64%	2.60%	+34.04%

Volatility

WKL.AS vs. ^GSPC - Volatility Comparison

Wolters Kluwer N.V. (WKL.AS) has a higher volatility of 6.29% compared to S&P 500 Index (^GSPC) at 4.42%. 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.

Volatility by Period

	WKL.AS	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	4.42%	+1.87%
Volatility (6M) Calculated over the trailing 6-month period	25.54%	9.93%	+15.61%
Volatility (1Y) Calculated over the trailing 1-year period	31.47%	20.69%	+10.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.48%	16.81%	+5.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.14%	18.63%	+2.51%