WKL.AS vs. WTKWY

Last updated Jun 5, 2026

WKL.AS (Wolters Kluwer N.V.) and WTKWY (Wolters Kluwer NV) are both stocks. WKL.AS operates in Publishing (Communication Services), while WTKWY operates in Specialty Business Services (Industrials). Over the past 10 years, WKL.AS returned 8.09%/yr vs 7.87%/yr for WTKWY. Their correlation of 0.83 suggests significant overlap in exposure.

Performance

WKL.AS vs. WTKWY - Performance Comparison

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

Different Trading Currencies

WKL.AS is traded in EUR, while WTKWY is traded in USD. To make them comparable, the WTKWY values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with WKL.AS having a -25.36% return and WTKWY slightly lower at -26.56%. Both investments have delivered pretty close results over the past 10 years, with WKL.AS having a 8.09% annualized return and WTKWY not far behind at 7.87%.

WKL.AS

• 1D: 6.64%
• 1M: 3.97%
• YTD: -25.36%
• 6M: -26.96%
• 1Y: -57.39%
• 3Y*: -15.23%
• 5Y*: -2.24%
• 10Y*: 8.09%

WTKWY

• 1D: -0.94%
• 1M: 1.65%
• YTD: -26.56%
• 6M: -27.92%
• 1Y: -58.34%
• 3Y*: -15.72%
• 5Y*: -2.83%
• 10Y*: 7.87%

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

WKL.AS vs. WTKWY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WKL.AS Wolters Kluwer N.V.	-25.36%	-43.94%	26.48%	33.94%	-4.04%	52.60%	8.21%	27.93%	21.33%	29.00%
WTKWY Wolters Kluwer NV	-26.56%	-43.77%	25.29%	32.84%	-4.25%	53.85%	7.58%	28.66%	19.84%	30.50%

Correlation

The correlation between WKL.AS and WTKWY is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007	0.83

The correlation between WKL.AS and WTKWY has been stable across timeframes, ranging from 0.83 to 0.93 - a consistent structural relationship.

Return for Risk

WKL.AS vs. WTKWY — 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: 6
WKL.AS Martin Ratio Rank: 10

WTKWY

WTKWY Risk / Return Rank: 3
WTKWY Sharpe Ratio Rank: 0
WTKWY Sortino Ratio Rank: 0
WTKWY Omega Ratio Rank: 1
WTKWY Calmar Ratio Rank: 4
WTKWY Martin Ratio Rank: 8

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. WTKWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwer N.V. (WKL.AS) and Wolters Kluwer NV (WTKWY). 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	WTKWY	Difference
Sharpe ratio: Return per unit of total volatility	-1.61	-1.64	+0.03
Sortino ratio: Return per unit of downside risk	-2.75	-2.82	+0.08
Omega ratio: Gain probability vs. loss probability	0.67	0.66	0.00
Calmar ratio: Return relative to maximum drawdown	-0.90	-0.93	+0.03
Martin ratio: Return relative to average drawdown	-1.35	-1.38	+0.03
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. WTKWY - Sharpe Ratio Comparison

The current WKL.AS Sharpe Ratio is -1.61, which is comparable to the WTKWY Sharpe Ratio of -1.64. The chart below compares the historical Sharpe Ratios of WKL.AS and WTKWY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WKL.AS	WTKWY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.61	-1.64	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	-0.11	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.34	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.33	+0.04

Drawdowns

WKL.AS vs. WTKWY - Drawdown Comparison

The maximum WKL.AS drawdown since its inception was -80.22%, which is greater than WTKWY's maximum drawdown of -68.12%. Use the drawdown chart below to compare losses from any high point for WKL.AS and WTKWY.

Drawdown Indicators

	WKL.AS	WTKWY	Difference
Max Drawdown Largest peak-to-trough decline	-80.22%	-68.12%	-12.10%
Max Drawdown (1Y) Largest decline over 1 year	-62.96%	-63.00%	+0.04%
Max Drawdown (3Y) Largest decline over 3 years	-67.85%	-68.12%	+0.27%
Max Drawdown (5Y) Largest decline over 5 years	-67.85%	-68.12%	+0.27%
Max Drawdown (10Y) Largest decline over 10 years	-67.85%	-68.12%	+0.27%
Current Drawdown Current decline from peak	-62.87%	-63.89%	+1.02%
Average Drawdown Average peak-to-trough decline	-26.28%	-14.96%	-11.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.75%	42.54%	-0.79%

Volatility

WKL.AS vs. WTKWY - Volatility Comparison

Wolters Kluwer N.V. (WKL.AS) and Wolters Kluwer NV (WTKWY) have volatilities of 15.36% and 14.64%, 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.

Volatility by Period

	WKL.AS	WTKWY	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.36%	14.64%	+0.72%
Volatility (6M) Calculated over the trailing 6-month period	29.58%	29.73%	-0.15%
Volatility (1Y) Calculated over the trailing 1-year period	35.49%	35.72%	-0.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.94%	24.95%	-1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.91%	23.11%	-1.20%

Dividends

WKL.AS vs. WTKWY - Dividend Comparison

WKL.AS's dividend yield for the trailing twelve months is around 3.92%, less than WTKWY's 4.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WKL.AS Wolters Kluwer N.V.	3.92%	2.75%	1.37%	1.48%	1.70%	1.38%	1.82%	1.58%	1.92%	1.84%	2.21%	2.87%
WTKWY Wolters Kluwer NV	4.05%	2.56%	1.43%	0.55%	1.64%	1.43%	1.54%	1.35%	1.72%	2.82%	4.55%	2.98%

Financials

Frequently Asked Questions

Can I hold both WKL.AS and WTKWY in my portfolio?

With a correlation of 0.93, WKL.AS and WTKWY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.