WTKWY vs. ^NYA
WTKWY (Wolters Kluwer NV) is a stock, while ^NYA (NYSE Composite) is an index. Over the past 10 years, WTKWY returned 7.51%/yr vs 8.72%/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 -36.87% return, which is significantly lower than ^NYA's 6.77% return. Over the past 10 years, WTKWY has underperformed ^NYA with an annualized return of 7.51%, while ^NYA has yielded a comparatively higher 8.72% annualized return.
WTKWY
- 1D
- -1.07%
- 1M
- -9.55%
- YTD
- -36.87%
- 6M
- -37.33%
- 1Y
- -59.89%
- 3Y*
- -19.01%
- 5Y*
- -7.23%
- 10Y*
- 7.51%
^NYA
- 1D
- 0.13%
- 1M
- 1.15%
- YTD
- 6.77%
- 6M
- 5.69%
- 1Y
- 16.20%
- 3Y*
- 14.95%
- 5Y*
- 7.12%
- 10Y*
- 8.72%
WTKWY vs. ^NYA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTKWY Wolters Kluwer NV | -36.87% | -36.20% | 17.53% | 36.95% | -9.84% | 43.14% | 17.24% | 25.81% | 14.47% | 48.79% |
^NYA NYSE Composite | 6.77% | 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 | -3.12 | ||
| Sortino ratioReturn per unit of downside risk | -5.03 | ||
| Omega ratioGain probability vs. loss probability | 0.66 | 1.26 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 1.97 | -2.96 |
| Martin ratioReturn relative to average drawdown | -1.48 | 7.28 | -8.76 |
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Drawdowns
WTKWY vs. ^NYA - Drawdown Comparison
The maximum WTKWY drawdown since its inception was -64.88%, 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 | -64.88% | -59.01% | -5.87% |
Max Drawdown (1Y)Largest decline over 1 year | -60.95% | -8.26% | -52.69% |
Max Drawdown (3Y)Largest decline over 3 years | -64.88% | -15.21% | -49.67% |
Max Drawdown (5Y)Largest decline over 5 years | -64.88% | -22.37% | -42.51% |
Max Drawdown (10Y)Largest decline over 10 years | -64.88% | -38.11% | -26.77% |
Current DrawdownCurrent decline from peak | -64.88% | -0.89% | -63.99% |
Average DrawdownAverage peak-to-trough decline | -16.55% | -9.85% | -6.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.59% | 2.23% | +38.36% |
Volatility
WTKWY vs. ^NYA - Volatility Comparison
Wolters Kluwer NV (WTKWY) has a higher volatility of 11.15% compared to NYSE Composite (^NYA) at 3.41%. 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 | 11.15% | 3.41% | +7.74% |
Volatility (6M)Calculated over the trailing 6-month period | 29.49% | 8.88% | +20.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.76% | 11.31% | +24.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.07% | 14.87% | +11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 16.85% | +6.84% |
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 (11.15%) compared to ^NYA (3.41%). In terms of maximum drawdown, WTKWY dropped -64.88% vs ^NYA's -59.01%.
^NYA currently has the higher Sharpe Ratio (1.44 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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