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WKL.AS vs. WOSB.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

WKL.AS vs. WOSB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wolters Kluwer N.V. (WKL.AS) and Wolters Kluwers Nv (WOSB.DE). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
2.77%
2.64%
WKL.AS
WOSB.DE

Returns By Period

The year-to-date returns for both investments are quite close, with WKL.AS having a 21.39% return and WOSB.DE slightly higher at 21.63%.


WKL.AS

YTD

21.39%

1M

-3.18%

6M

5.23%

1Y

27.54%

5Y (annualized)

20.74%

10Y (annualized)

23.11%

WOSB.DE

YTD

21.63%

1M

-3.21%

6M

5.25%

1Y

27.29%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


WKL.ASWOSB.DE
Market Cap€37.59B€37.48B
EPS€4.28€4.28
PE Ratio37.3237.22
PEG Ratio3.773.75

Key characteristics


WKL.ASWOSB.DE
Sharpe Ratio1.621.45
Sortino Ratio2.152.00
Omega Ratio1.291.26
Calmar Ratio3.974.17
Martin Ratio9.6610.12
Ulcer Index2.67%2.74%
Daily Std Dev15.86%17.95%
Max Drawdown-80.22%-17.93%
Current Drawdown-5.09%-5.24%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.6

The correlation between WKL.AS and WOSB.DE is 0.61, 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. WOSB.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwer N.V. (WKL.AS) and Wolters Kluwers Nv (WOSB.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for WKL.AS, currently valued at 1.37, compared to the broader market-4.00-2.000.002.004.001.371.29
The chart of Sortino ratio for WKL.AS, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.001.891.80
The chart of Omega ratio for WKL.AS, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.23
The chart of Calmar ratio for WKL.AS, currently valued at 2.44, compared to the broader market0.002.004.006.002.442.34
The chart of Martin ratio for WKL.AS, currently valued at 8.20, compared to the broader market-10.000.0010.0020.0030.008.207.26
WKL.AS
WOSB.DE

The current WKL.AS Sharpe Ratio is 1.62, which is comparable to the WOSB.DE Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of WKL.AS and WOSB.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.37
1.29
WKL.AS
WOSB.DE

Dividends

WKL.AS vs. WOSB.DE - Dividend Comparison

WKL.AS's dividend yield for the trailing twelve months is around 1.42%, which matches WOSB.DE's 1.42% yield.


TTM20232022202120202019201820172016201520142013
WKL.AS
Wolters Kluwer N.V.
1.42%1.48%1.70%1.38%1.82%1.58%1.92%1.84%2.21%2.87%2.76%3.33%
WOSB.DE
Wolters Kluwers Nv
1.42%1.48%1.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WKL.AS vs. WOSB.DE - Drawdown Comparison

The maximum WKL.AS drawdown since its inception was -80.22%, which is greater than WOSB.DE's maximum drawdown of -17.93%. Use the drawdown chart below to compare losses from any high point for WKL.AS and WOSB.DE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.33%
-7.63%
WKL.AS
WOSB.DE

Volatility

WKL.AS vs. WOSB.DE - Volatility Comparison

Wolters Kluwer N.V. (WKL.AS) and Wolters Kluwers Nv (WOSB.DE) have volatilities of 6.91% and 7.21%, 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.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
6.91%
7.21%
WKL.AS
WOSB.DE

Financials

WKL.AS vs. WOSB.DE - Financials Comparison

This section allows you to compare key financial metrics between Wolters Kluwer N.V. and Wolters Kluwers Nv. 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


Values in EUR except per share items