WTKWY vs. ^NYA
WTKWY (Wolters Kluwer NV) is a stock, while ^NYA (NYSE Composite) is an index. Over the past 10 years, WTKWY returned 7.44%/yr vs 8.27%/yr for ^NYA. At a 0.48 correlation, their price movements are largely independent.
Performance
WTKWY vs. ^NYA - Performance Comparison
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Returns By Period
In the year-to-date period, WTKWY achieves a -30.59% return, which is significantly lower than ^NYA's 8.37% return. Over the past 10 years, WTKWY has underperformed ^NYA with an annualized return of 7.44%, while ^NYA has yielded a comparatively higher 8.27% annualized return.
WTKWY
- 1D
- -1.64%
- 1M
- -0.57%
- 6M
- -30.30%
- YTD
- -30.59%
- 1Y
- -55.43%
- 3Y*
- -16.31%
- 5Y*
- -6.40%
- 10Y*
- 7.44%
^NYA
- 1D
- -0.21%
- 1M
- 1.06%
- 6M
- 5.26%
- YTD
- 8.37%
- 1Y
- 15.86%
- 3Y*
- 14.13%
- 5Y*
- 7.64%
- 10Y*
- 8.27%
WTKWY vs. ^NYA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTKWY Wolters Kluwer NV | -30.59% | -36.20% | 17.53% | 36.95% | -9.84% | 43.14% | 17.24% | 25.81% | 14.47% | 48.79% |
^NYA NYSE Composite | 8.37% | 15.22% | 13.32% | 10.99% | -11.53% | 18.17% | 4.40% | 22.32% | -11.20% | 15.84% |
Correlation
The correlation between WTKWY and ^NYA 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 | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.48 |
Over the past year, the correlation between WTKWY and ^NYA has dropped to 0.21 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
WTKWY vs. ^NYA — Risk / Return Rank
WTKWY
^NYA
WTKWY vs. ^NYA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwer NV (WTKWY) and NYSE Composite (^NYA). 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 | ^NYA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.95 | ||
| Sortino ratioReturn per unit of downside risk | -4.63 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 1.25 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 1.93 | -2.86 |
| Martin ratioReturn relative to average drawdown | -1.35 | 7.14 | -8.49 |
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Drawdowns
WTKWY vs. ^NYA - Drawdown Comparison
The maximum WTKWY drawdown since its inception was -65.12%, which is greater than ^NYA's maximum drawdown of -59.01%. Use the drawdown chart below to compare losses from any high point for WTKWY and ^NYA.
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Drawdown Indicators
| WTKWY | ^NYA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.12% | -59.01% | -6.11% |
Max Drawdown (1Y)Largest decline over 1 year | -59.98% | -8.26% | -51.72% |
Max Drawdown (3Y)Largest decline over 3 years | -65.12% | -15.21% | -49.91% |
Max Drawdown (5Y)Largest decline over 5 years | -65.12% | -22.37% | -42.75% |
Max Drawdown (10Y)Largest decline over 10 years | -65.12% | -38.11% | -27.01% |
Current DrawdownCurrent decline from peak | -61.38% | -0.95% | -60.43% |
Average DrawdownAverage peak-to-trough decline | -16.67% | -9.84% | -6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.18% | 2.23% | +38.95% |
Volatility
WTKWY vs. ^NYA - Volatility Comparison
Wolters Kluwer NV (WTKWY) has a higher volatility of 8.03% compared to NYSE Composite (^NYA) at 2.32%. This indicates that WTKWY's price experiences larger fluctuations and is considered to be riskier than ^NYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTKWY | ^NYA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.03% | 2.32% | +5.71% |
Volatility (6M)Calculated over the trailing 6-month period | 29.71% | 8.75% | +20.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.24% | 11.24% | +25.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.18% | 14.85% | +11.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.71% | 16.81% | +6.90% |
Frequently Asked Questions
WTKWY and ^NYA 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 (8.03%) compared to ^NYA (2.32%). In terms of maximum drawdown, WTKWY dropped -65.12% vs ^NYA's -59.01%.
^NYA currently has the higher Sharpe Ratio (1.42 vs -1.53), 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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