PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
WTKWY vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

WTKWY vs. ^GSPC

Last updated Jun 5, 2026

WTKWY (Wolters Kluwer NV) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, WTKWY returned 8.20%/yr vs 13.65%/yr for ^GSPC. At a 0.46 correlation, their price movements are largely independent.

Performance

WTKWY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wolters Kluwer NV (WTKWY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WTKWY achieves a -26.70% return, which is significantly lower than ^GSPC's 10.79% return. Over the past 10 years, WTKWY has underperformed ^GSPC with an annualized return of 8.20%, while ^GSPC has yielded a comparatively higher 13.65% annualized return.

WTKWY

1D
6.40%
1M
-5.49%
YTD
-26.70%
6M
-27.37%
1Y
-57.13%
3Y*
-13.17%
5Y*
-3.55%
10Y*
8.20%

^GSPC

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTKWY vs. ^GSPC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WTKWY
Wolters Kluwer NV		-26.70%-36.20%17.53%36.95%-9.84%43.14%17.24%25.81%14.47%48.79%
^GSPC
S&P 500 Index		10.79%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 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.46

Over the past year, the correlation between WTKWY and ^GSPC has dropped to 0.22 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Wolters Kluwer NV

S&P 500 Index

Often compared with WTKWY:
WTKWY vs. ^NYAWTKWY vs. INTAWTKWY vs. WKL.ASWTKWY vs. FICOWTKWY vs. KLACWTKWY vs. FXAIXWTKWY vs. VOO
Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. GC=F^GSPC vs. TSMU^GSPC vs. QQQ^GSPC vs. ACWI

Return for Risk

WTKWY vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WTKWY
WTKWY Risk / Return Rank: 33
Overall Rank
WTKWY Sharpe Ratio Rank: 00
Sharpe Ratio Rank
WTKWY Sortino Ratio Rank: 00
Sortino Ratio Rank
WTKWY Omega Ratio Rank: 11
Omega Ratio Rank
WTKWY Calmar Ratio Rank: 66
Calmar Ratio Rank
WTKWY Martin Ratio Rank: 99
Martin Ratio Rank
^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
Martin Ratio Rank
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.

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.

WTKWY^GSPCDifference
Sharpe ratioReturn per unit of total volatility
-1.61
2.28

-3.89

Sortino ratioReturn per unit of downside risk
-2.75
3.12

-5.88

Omega ratioGain probability vs. loss probability

0.67

1.41

-0.74

Calmar ratioReturn relative to maximum drawdown

-0.92

2.98

-3.90

Martin ratioReturn relative to average drawdown

-1.38

13.78

-15.16

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTKWY vs. ^GSPC - Sharpe Ratio Comparison

The current WTKWY Sharpe Ratio is -1.61, which is lower than the ^GSPC Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of WTKWY and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

WTKWY^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.61

2.28

-3.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.74

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.76

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.47

-0.22

Drawdowns

WTKWY vs. ^GSPC - Drawdown Comparison

The maximum WTKWY drawdown since its inception was -64.03%, 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.

Loading charts...

Drawdown Indicators

WTKWY^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-64.03%

-56.78%

-7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-62.36%

-9.10%

-53.26%

Max Drawdown (3Y)

Largest decline over 3 years

-64.03%

-18.90%

-45.13%

Max Drawdown (5Y)

Largest decline over 5 years

-64.03%

-25.43%

-38.60%

Max Drawdown (10Y)

Largest decline over 10 years

-64.03%

-33.92%

-30.11%

Current Drawdown

Current decline from peak

-59.22%

-0.33%

-58.89%

Average Drawdown

Average peak-to-trough decline

-16.43%

-10.72%

-5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.40%

1.97%

+39.43%

Volatility

WTKWY vs. ^GSPC - Volatility Comparison

Wolters Kluwer NV (WTKWY) has a higher volatility of 16.35% compared to S&P 500 Index (^GSPC) at 2.88%. 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.

Loading charts...

Volatility by Period

WTKWY^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.35%

2.88%

+13.47%

Volatility (6M)

Calculated over the trailing 6-month period

29.53%

9.00%

+20.53%

Volatility (1Y)

Calculated over the trailing 1-year period

35.60%

11.89%

+23.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.93%

16.90%

+9.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.77%

18.06%

+5.71%

Frequently Asked Questions

WTKWY and ^GSPC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTKWY has higher volatility (16.35%) compared to ^GSPC (2.88%). In terms of maximum drawdown, WTKWY dropped -64.03% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.28 vs -1.61), 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.

Portfolio Optimizer

Find the right allocation for WTKWY and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer