WTKWY vs. ^GSPC
WTKWY (Wolters Kluwer NV) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, WTKWY returned 7.59%/yr vs 13.17%/yr for ^GSPC. At a 0.46 correlation, their price movements are largely independent.
Performance
WTKWY vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, WTKWY achieves a -29.83% return, which is significantly lower than ^GSPC's 8.94% return. Over the past 10 years, WTKWY has underperformed ^GSPC with an annualized return of 7.59%, while ^GSPC has yielded a comparatively higher 13.17% annualized return.
WTKWY
- 1D
- -1.63%
- 1M
- 3.51%
- 6M
- -28.34%
- YTD
- -29.83%
- 1Y
- -55.19%
- 3Y*
- -15.81%
- 5Y*
- -6.35%
- 10Y*
- 7.59%
^GSPC
- 1D
- -1.01%
- 1M
- 0.51%
- 6M
- 7.46%
- YTD
- 8.94%
- 1Y
- 18.43%
- 3Y*
- 17.86%
- 5Y*
- 11.50%
- 10Y*
- 13.17%
WTKWY vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTKWY Wolters Kluwer NV | -29.83% | -36.20% | 17.53% | 36.95% | -9.84% | 43.14% | 17.24% | 25.81% | 14.47% | 48.79% |
^GSPC S&P 500 Index | 8.94% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between WTKWY and ^GSPC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.46 |
Over the past year, the correlation between WTKWY and ^GSPC has dropped to 0.19 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
WTKWY vs. ^GSPC — Risk / Return Rank
WTKWY
^GSPC
WTKWY vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwer NV (WTKWY) and S&P 500 Index (^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.
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.
| WTKWY | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.99 | ||
| Sortino ratioReturn per unit of downside risk | -4.60 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 1.27 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 2.03 | -2.96 |
| Martin ratioReturn relative to average drawdown | -1.33 | 8.80 | -10.13 |
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Drawdowns
WTKWY vs. ^GSPC - Drawdown Comparison
The maximum WTKWY drawdown since its inception was -65.12%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for WTKWY and ^GSPC.
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Drawdown Indicators
| WTKWY | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.12% | -56.78% | -8.34% |
Max Drawdown (1Y)Largest decline over 1 year | -59.98% | -9.10% | -50.88% |
Max Drawdown (3Y)Largest decline over 3 years | -65.12% | -18.90% | -46.22% |
Max Drawdown (5Y)Largest decline over 5 years | -65.12% | -25.43% | -39.69% |
Max Drawdown (10Y)Largest decline over 10 years | -65.12% | -33.92% | -31.20% |
Current DrawdownCurrent decline from peak | -60.97% | -2.00% | -58.97% |
Average DrawdownAverage peak-to-trough decline | -16.70% | -10.70% | -6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.61% | 2.10% | +39.51% |
Volatility
WTKWY vs. ^GSPC - Volatility Comparison
Wolters Kluwer NV (WTKWY) has a higher volatility of 8.79% compared to S&P 500 Index (^GSPC) at 3.36%. 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.
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Volatility by Period
| WTKWY | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.79% | 3.36% | +5.43% |
Volatility (6M)Calculated over the trailing 6-month period | 29.84% | 10.04% | +19.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.42% | 12.60% | +23.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.22% | 17.00% | +9.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 18.05% | +5.68% |
Frequently Asked Questions
WTKWY and ^GSPC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTKWY has higher volatility (8.79%) compared to ^GSPC (3.36%). In terms of maximum drawdown, WTKWY dropped -65.12% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.47 vs -1.52), 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.
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