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

Performance

WOSB.DE vs. WKL.AS - Performance Comparison

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

45.00%50.00%55.00%60.00%JuneJulyAugustSeptemberOctoberNovember
46.80%
48.17%
WOSB.DE
WKL.AS

Returns By Period

The year-to-date returns for both stocks are quite close, with WOSB.DE having a 19.81% return and WKL.AS slightly lower at 19.58%.


WOSB.DE

YTD

19.81%

1M

-5.14%

6M

3.67%

1Y

24.83%

5Y (annualized)

N/A

10Y (annualized)

N/A

WKL.AS

YTD

19.58%

1M

-5.01%

6M

4.02%

1Y

25.02%

5Y (annualized)

20.19%

10Y (annualized)

22.98%

Fundamentals


WOSB.DEWKL.AS
Market Cap€37.48B€37.59B
EPS€4.28€4.28
PE Ratio37.2237.32
PEG Ratio3.753.77

Key characteristics


WOSB.DEWKL.AS
Sharpe Ratio1.421.56
Sortino Ratio1.962.08
Omega Ratio1.251.28
Calmar Ratio4.063.81
Martin Ratio9.889.33
Ulcer Index2.74%2.65%
Daily Std Dev17.87%15.78%
Max Drawdown-17.93%-80.22%
Current Drawdown-6.66%-6.50%

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 WOSB.DE and WKL.AS 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

WOSB.DE vs. WKL.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwers Nv (WOSB.DE) and Wolters Kluwer N.V. (WKL.AS). 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 WOSB.DE, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.211.26
The chart of Sortino ratio for WOSB.DE, currently valued at 1.69, compared to the broader market-4.00-2.000.002.004.001.691.75
The chart of Omega ratio for WOSB.DE, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.22
The chart of Calmar ratio for WOSB.DE, currently valued at 2.18, compared to the broader market0.002.004.006.002.182.23
The chart of Martin ratio for WOSB.DE, currently valued at 6.85, compared to the broader market0.0010.0020.0030.006.857.59
WOSB.DE
WKL.AS

The current WOSB.DE Sharpe Ratio is 1.42, which is comparable to the WKL.AS Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of WOSB.DE and WKL.AS, 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
1.21
1.26
WOSB.DE
WKL.AS

Dividends

WOSB.DE vs. WKL.AS - Dividend Comparison

WOSB.DE's dividend yield for the trailing twelve months is around 1.45%, which matches WKL.AS's 1.44% yield.


TTM20232022202120202019201820172016201520142013
WOSB.DE
Wolters Kluwers Nv
1.45%1.48%1.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

WOSB.DE vs. WKL.AS - Drawdown Comparison

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.51%
-9.22%
WOSB.DE
WKL.AS

Volatility

WOSB.DE vs. WKL.AS - Volatility Comparison

Wolters Kluwers Nv (WOSB.DE) has a higher volatility of 6.84% compared to Wolters Kluwer N.V. (WKL.AS) at 6.49%. This indicates that WOSB.DE's price experiences larger fluctuations and is considered to be riskier than WKL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
6.84%
6.49%
WOSB.DE
WKL.AS

Financials

WOSB.DE vs. WKL.AS - Financials Comparison

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