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WKL.AS vs. WTKWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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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 investments are quite close, with WKL.AS having a -21.15% return and WTKWY slightly higher at -21.02%. Both investments have delivered pretty close results over the past 10 years, with WKL.AS having a 8.17% annualized return and WTKWY not far behind at 8.13%.


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%

WTKWY

1D
-1.29%
1M
18.65%
6M
-11.78%
YTD
-21.02%
1Y
-48.48%
3Y*
-13.90%
5Y*
-5.08%
10Y*
8.13%
ALL TIME*
8.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€84.61M€72.55M€76.21M
€5.81M€6.56M€5.73M

WKL.AS vs. WTKWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WTKWY
Wolters Kluwer NV
-21.02%-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 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.89

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (10Y)
Provides a long-term view across more market conditions.

0.88

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2007

0.83

The correlation between WKL.AS and WTKWY shifts across timeframes, from 0.83 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WKL.AS vs. WTKWY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WKL.AS
WKL.AS Risk / Return Rank: 77
Overall Rank
WKL.AS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WKL.AS Sortino Ratio Rank: 33
Sortino Ratio Rank
WKL.AS Omega Ratio Rank: 44
Omega Ratio Rank
WKL.AS Calmar Ratio Rank: 1111
Calmar Ratio Rank
WKL.AS Martin Ratio Rank: 1616
Martin Ratio Rank

WTKWY
WTKWY Risk / Return Rank: 77
Overall Rank
WTKWY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WTKWY Sortino Ratio Rank: 33
Sortino Ratio Rank
WTKWY Omega Ratio Rank: 44
Omega Ratio Rank
WTKWY Calmar Ratio Rank: 1111
Calmar Ratio Rank
WTKWY Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.ASWTKWYDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

0.77

0.77

0.00

Calmar ratioReturn relative to maximum drawdown

-0.85

-0.85

+0.01

Martin ratioReturn relative to average drawdown

-1.19

-1.20

+0.01

WKL.AS vs. WTKWY - Sharpe Ratio Comparison

The current WKL.AS Sharpe Ratio is -1.24, which is comparable to the WTKWY Sharpe Ratio of -1.25. 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.


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Drawdowns

WKL.AS vs. WTKWY - Drawdown Comparison

The maximum WKL.AS drawdown since its inception was -67.85%, roughly equal to the maximum WTKWY drawdown of -68.16%. Use the drawdown chart below to compare losses from any high point for WKL.AS and WTKWY.


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Drawdown Indicators


WKL.ASWTKWYDifference

Max Drawdown

Largest peak-to-trough decline

-67.85%

-68.16%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-56.95%

-57.03%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-67.85%

-68.16%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-67.85%

-68.16%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-67.85%

-68.16%

+0.31%

Current Drawdown

Current decline from peak

-60.78%

-61.16%

+0.38%

Average Drawdown

Average peak-to-trough decline

-13.92%

-15.47%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.90%

41.34%

-4.44%

Volatility

WKL.AS vs. WTKWY - Volatility Comparison

Wolters Kluwer N.V. (WKL.AS) and Wolters Kluwer NV (WTKWY) have volatilities of 15.42% and 15.06%, 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.


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Volatility by Period


WKL.ASWTKWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.42%

15.06%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

32.74%

32.49%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

38.96%

38.96%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.99%

25.91%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.44%

23.53%

-1.09%

Dividends

WKL.AS vs. WTKWY - Dividend Comparison

WKL.AS's dividend yield for the trailing twelve months is around 3.71%, less than WTKWY's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
WKL.AS
Wolters Kluwer N.V.
3.71%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
3.76%2.56%1.43%0.55%1.64%1.43%1.54%1.35%1.72%2.82%4.55%2.98%

Financials

WKL.AS vs. WTKWY - Financials Comparison

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


Please note, different currencies. WKL.AS values in EUR, WTKWY values in USD

Frequently Asked Questions


With a correlation of 0.94, 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.

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