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 7.16%/yr vs 13.91%/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 -37.31% return, which is significantly lower than ^GSPC's 7.48% return. Over the past 10 years, WTKWY has underperformed ^GSPC with an annualized return of 7.16%, while ^GSPC has yielded a comparatively higher 13.91% annualized return.
WTKWY
- 1D
- -0.69%
- 1M
- -9.63%
- YTD
- -37.31%
- 6M
- -37.76%
- 1Y
- -59.81%
- 3Y*
- -18.87%
- 5Y*
- -7.36%
- 10Y*
- 7.16%
^GSPC
- 1D
- -0.01%
- 1M
- -2.15%
- YTD
- 7.48%
- 6M
- 6.14%
- 1Y
- 20.77%
- 3Y*
- 19.34%
- 5Y*
- 11.44%
- 10Y*
- 13.91%
WTKWY vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTKWY Wolters Kluwer NV | -37.31% | -36.20% | 17.53% | 36.95% | -9.84% | 43.14% | 17.24% | 25.81% | 14.47% | 48.79% |
^GSPC S&P 500 Index | 7.48% | 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 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
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 0.21 - 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 | -3.35 | ||
| Sortino ratioReturn per unit of downside risk | -5.24 | ||
| Omega ratioGain probability vs. loss probability | 0.66 | 1.30 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 2.29 | -3.27 |
| Martin ratioReturn relative to average drawdown | -1.47 | 10.09 | -11.56 |
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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 | -61.22% | -9.10% | -52.12% |
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 | -65.12% | -3.32% | -61.80% |
Average DrawdownAverage peak-to-trough decline | -16.56% | -10.71% | -5.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.78% | 2.06% | +38.72% |
Volatility
WTKWY vs. ^GSPC - Volatility Comparison
Wolters Kluwer NV (WTKWY) has a higher volatility of 11.16% compared to S&P 500 Index (^GSPC) at 4.82%. 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 | 11.16% | 4.82% | +6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 29.47% | 9.88% | +19.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.76% | 12.50% | +23.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.07% | 17.00% | +9.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 18.07% | +5.62% |
Frequently Asked Questions
WTKWY and ^GSPC have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTKWY has higher volatility (11.16%) compared to ^GSPC (4.82%). In terms of maximum drawdown, WTKWY dropped -65.12% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.67 vs -1.68), 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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