WLY vs. SCHL

Last updated Jun 24, 2026

WLY (John Wiley & Sons) and SCHL (Scholastic Corporation) are both stocks. Both operate in the Publishing industry within the Communication Services sector. Over the past 3 years, WLY returned 16.79%/yr vs 7.44%/yr for SCHL. At a 0.38 correlation, their price movements are largely independent.

Performance

WLY vs. SCHL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Wiley & Sons (WLY) and Scholastic Corporation (SCHL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with WLY having a 44.79% return and SCHL slightly higher at 44.87%.

WLY

• 1D: -2.33%
• 1M: 3.78%
• YTD: 44.79%
• 6M: 43.61%
• 1Y: 4.02%
• 3Y*: 16.79%
• 5Y*: —
• 10Y*: —

SCHL

• 1D: -0.14%
• 1M: 4.32%
• YTD: 44.87%
• 6M: 48.73%
• 1Y: 104.11%
• 3Y*: 7.44%
• 5Y*: 4.51%
• 10Y*: 3.13%

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

WLY vs. SCHL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WLY John Wiley & Sons	44.79%	-27.22%	42.19%	-17.53%	-22.85%
SCHL Scholastic Corporation	44.87%	43.96%	-42.00%	-2.52%	-0.69%

Correlation

The correlation between WLY and SCHL is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (All Time) Calculated using the full available price history since Apr 1, 2022	0.38

The correlation between WLY and SCHL shifts across timeframes, from 0.27 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS WLY : $4.15 SCHL : $3.69
PE Ratio WLY : 10.58 SCHL : 11.51
PEG Ratio WLY : 0.09 SCHL : 0.16
PS Ratio WLY : 1.40 SCHL : 0.56
Total Revenue (TTM) WLY : $1.68B SCHL : $1.29B
Gross Profit (TTM) WLY : $1.25B SCHL : $678.60M
EBITDA (TTM) WLY : $258.93M SCHL : $82.20M

Return for Risk

WLY vs. SCHL — Risk / Return Rank

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

WLY

WLY Risk / Return Rank: 44
WLY Sharpe Ratio Rank: 47
WLY Sortino Ratio Rank: 42
WLY Omega Ratio Rank: 42
WLY Calmar Ratio Rank: 45
WLY Martin Ratio Rank: 45

SCHL

SCHL Risk / Return Rank: 94
SCHL Sharpe Ratio Rank: 92
SCHL Sortino Ratio Rank: 92
SCHL Omega Ratio Rank: 92
SCHL Calmar Ratio Rank: 97
SCHL Martin Ratio Rank: 98

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.

WLY vs. SCHL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Wiley & Sons (WLY) and Scholastic Corporation (SCHL). 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.

	WLY	SCHL	Difference
Sharpe ratio: Return per unit of total volatility	0.12	2.45	-2.33
Sortino ratio: Return per unit of downside risk	0.42	3.36	-2.94
Omega ratio: Gain probability vs. loss probability	1.05	1.45	-0.40
Calmar ratio: Return relative to maximum drawdown	0.12	8.71	-8.59
Martin ratio: Return relative to average drawdown	0.22	27.72	-27.50

WLY vs. SCHL - Sharpe Ratio Comparison

The current WLY Sharpe Ratio is 0.12, which is lower than the SCHL Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of WLY and SCHL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WLY vs. SCHL - Drawdown Comparison

The maximum WLY drawdown since its inception was -43.95%, smaller than the maximum SCHL drawdown of -83.12%. Use the drawdown chart below to compare losses from any high point for WLY and SCHL.

Drawdown Indicators

	WLY	SCHL	Difference
Max Drawdown Largest peak-to-trough decline	-43.95%	-83.12%	+39.17%
Max Drawdown (1Y) Largest decline over 1 year	-34.42%	-12.02%	-22.40%
Max Drawdown (3Y) Largest decline over 3 years	-43.27%	-63.84%	+20.57%
Max Drawdown (5Y) Largest decline over 5 years	—	-64.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-64.52%	—
Current Drawdown Current decline from peak	-12.62%	-3.50%	-9.12%
Average Drawdown Average peak-to-trough decline	-22.69%	-30.88%	+8.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.26%	3.77%	+14.49%

Volatility

WLY vs. SCHL - Volatility Comparison

John Wiley & Sons (WLY) has a higher volatility of 9.31% compared to Scholastic Corporation (SCHL) at 8.76%. This indicates that WLY's price experiences larger fluctuations and is considered to be riskier than SCHL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WLY	SCHL	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.31%	8.76%	+0.55%
Volatility (6M) Calculated over the trailing 6-month period	24.28%	24.84%	-0.56%
Volatility (1Y) Calculated over the trailing 1-year period	33.99%	44.15%	-10.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.53%	41.44%	-6.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.53%	37.36%	-2.83%

Dividends

WLY vs. SCHL - Dividend Comparison

WLY's dividend yield for the trailing twelve months is around 3.23%, more than SCHL's 1.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHL Scholastic Corporation	1.88%	2.70%	3.75%	2.12%	1.77%	1.50%	2.40%	1.56%	1.49%	1.50%	1.26%	1.56%
WLY John Wiley & Sons	3.23%	4.63%	3.22%	4.40%	3.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both WLY and SCHL in my portfolio?

WLY and SCHL have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WLY or SCHL?

WLY has higher volatility (9.31%) compared to SCHL (8.76%). In terms of maximum drawdown, WLY dropped -43.95% vs SCHL's -83.12%.

Which has better risk-adjusted returns?

SCHL currently has the higher Sharpe Ratio (2.45 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.