WKL.AS vs. OR.PA
Compare and contrast key facts about Wolters Kluwer N.V. (WKL.AS) and L'Oréal S.A. (OR.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WKL.AS or OR.PA.
Performance
WKL.AS vs. OR.PA - Performance Comparison
Returns By Period
In the year-to-date period, WKL.AS achieves a 19.58% return, which is significantly higher than OR.PA's -26.28% return. Over the past 10 years, WKL.AS has outperformed OR.PA with an annualized return of 22.98%, while OR.PA has yielded a comparatively lower 11.02% annualized return.
WKL.AS
19.58%
-5.01%
4.02%
25.02%
20.19%
22.98%
OR.PA
-26.28%
-11.14%
-26.90%
-21.09%
5.92%
11.02%
Fundamentals
| WKL.AS | OR.PA | |
|---|---|---|
| Market Cap | €37.59B | €175.59B |
| EPS | €4.28 | €12.10 |
| PE Ratio | 37.32 | 27.19 |
| PEG Ratio | 3.77 | 2.55 |
| Total Revenue (TTM) | €2.86B | €42.73B |
| Gross Profit (TTM) | €1.84B | €31.70B |
| EBITDA (TTM) | €918.00M | €9.76B |
Key characteristics
| WKL.AS | OR.PA | |
|---|---|---|
| Sharpe Ratio | 1.56 | -0.99 |
| Sortino Ratio | 2.08 | -1.32 |
| Omega Ratio | 1.28 | 0.83 |
| Calmar Ratio | 3.81 | -0.77 |
| Martin Ratio | 9.33 | -1.96 |
| Ulcer Index | 2.65% | 11.22% |
| Daily Std Dev | 15.78% | 22.12% |
| Max Drawdown | -80.22% | -51.77% |
| Current Drawdown | -6.50% | -28.39% |
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Correlation
The correlation between WKL.AS and OR.PA is 0.42, 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.
Risk-Adjusted Performance
WKL.AS vs. OR.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwer N.V. (WKL.AS) and L'Oréal S.A. (OR.PA). 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.
Dividends
WKL.AS vs. OR.PA - Dividend Comparison
WKL.AS's dividend yield for the trailing twelve months is around 1.44%, less than OR.PA's 2.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WKL.AS Wolters Kluwer N.V. | 1.44% | 1.48% | 1.70% | 1.38% | 1.82% | 1.58% | 1.92% | 1.84% | 2.21% | 2.87% | 2.76% | 3.33% |
OR.PA L'Oréal S.A. | 2.02% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 1.78% | 1.79% | 1.74% | 1.79% | 1.80% |
Drawdowns
WKL.AS vs. OR.PA - Drawdown Comparison
The maximum WKL.AS drawdown since its inception was -80.22%, which is greater than OR.PA's maximum drawdown of -51.77%. Use the drawdown chart below to compare losses from any high point for WKL.AS and OR.PA. For additional features, visit the drawdowns tool.
Volatility
WKL.AS vs. OR.PA - Volatility Comparison
The current volatility for Wolters Kluwer N.V. (WKL.AS) is 6.49%, while L'Oréal S.A. (OR.PA) has a volatility of 8.74%. This indicates that WKL.AS experiences smaller price fluctuations and is considered to be less risky than OR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WKL.AS vs. OR.PA - Financials Comparison
This section allows you to compare key financial metrics between Wolters Kluwer N.V. and L'Oréal S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities