WTKWY vs. ^GSPC
Compare and contrast key facts about Wolters Kluwer NV (WTKWY) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTKWY or ^GSPC.
Key characteristics
| WTKWY | ^GSPC | |
|---|---|---|
| YTD Return | 20.11% | 25.48% |
| 1Y Return | 28.83% | 33.14% |
| 3Y Return (Ann) | 16.56% | 8.55% |
| 5Y Return (Ann) | 20.52% | 13.96% |
| 10Y Return (Ann) | 22.20% | 11.39% |
| Sharpe Ratio | 1.79 | 2.91 |
| Sortino Ratio | 2.58 | 3.88 |
| Omega Ratio | 1.32 | 1.55 |
| Calmar Ratio | 4.53 | 4.20 |
| Martin Ratio | 11.38 | 18.80 |
| Ulcer Index | 2.63% | 1.90% |
| Daily Std Dev | 16.73% | 12.27% |
| Max Drawdown | -55.98% | -56.78% |
| Current Drawdown | -4.45% | -0.27% |
Correlation
The correlation between WTKWY and ^GSPC is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
WTKWY vs. ^GSPC - Performance Comparison
In the year-to-date period, WTKWY achieves a 20.11% return, which is significantly lower than ^GSPC's 25.48% return. Over the past 10 years, WTKWY has outperformed ^GSPC with an annualized return of 22.20%, while ^GSPC has yielded a comparatively lower 11.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WTKWY vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwer NV (WTKWY) and S&P 500 (^GSPC). 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.
Drawdowns
WTKWY vs. ^GSPC - Drawdown Comparison
The maximum WTKWY drawdown since its inception was -55.98%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for WTKWY and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
WTKWY vs. ^GSPC - Volatility Comparison
Wolters Kluwer NV (WTKWY) has a higher volatility of 5.84% compared to S&P 500 (^GSPC) at 3.75%. This indicates that WTKWY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.