WTKWY vs. ^NYA

Last updated Apr 2, 2026

Compare and contrast key facts about Wolters Kluwer NV (WTKWY) and NYSE Composite (^NYA).

Performance

WTKWY vs. ^NYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wolters Kluwer NV (WTKWY) and NYSE Composite (^NYA). The values are adjusted to include any dividend payments, if applicable.

WTKWY vs. ^NYA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WTKWY Wolters Kluwer NV	-27.75%	-36.20%	17.53%	36.95%	-9.84%	43.14%	17.24%	25.81%	14.47%	48.79%
^NYA NYSE Composite	0.80%	15.22%	13.32%	10.99%	-11.53%	18.17%	4.40%	22.32%	-11.20%	15.84%

Returns By Period

In the year-to-date period, WTKWY achieves a -27.75% return, which is significantly lower than ^NYA's 0.80% return. Over the past 10 years, WTKWY has outperformed ^NYA with an annualized return of 8.67%, while ^NYA has yielded a comparatively lower 8.06% annualized return.

WTKWY

• 1D: -0.17%
• 1M: -5.37%
• YTD: -27.75%
• 6M: -44.46%
• 1Y: -51.16%
• 3Y*: -14.90%
• 5Y*: -1.84%
• 10Y*: 8.67%

^NYA

• 1D: 0.41%
• 1M: -5.26%
• YTD: 0.80%
• 6M: 2.50%
• 1Y: 14.34%
• 3Y*: 12.99%
• 5Y*: 7.09%
• 10Y*: 8.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WTKWY vs. ^NYA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTKWY

WTKWY Risk / Return Rank: 4
WTKWY Sharpe Ratio Rank: 0
WTKWY Sortino Ratio Rank: 1
WTKWY Omega Ratio Rank: 1
WTKWY Calmar Ratio Rank: 10
WTKWY Martin Ratio Rank: 10

^NYA

^NYA Risk / Return Rank: 57
^NYA Sharpe Ratio Rank: 61
^NYA Sortino Ratio Rank: 56
^NYA Omega Ratio Rank: 59
^NYA Calmar Ratio Rank: 47
^NYA Martin Ratio Rank: 61

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. ^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.

	WTKWY	^NYA	Difference
Sharpe ratio Return per unit of total volatility	-1.55	0.91	-2.47
Sortino ratio Return per unit of downside risk	-2.50	1.34	-3.84
Omega ratio Gain probability vs. loss probability	0.69	1.20	-0.51
Calmar ratio Return relative to maximum drawdown	-0.83	1.20	-2.03
Martin ratio Return relative to average drawdown	-1.47	5.36	-6.82
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. ^NYA - Sharpe Ratio Comparison

The current WTKWY Sharpe Ratio is -1.55, which is lower than the ^NYA Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of WTKWY and ^NYA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WTKWY	^NYA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.55	0.91	-2.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	0.48	-0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.48	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.41	-0.15

Correlation

The correlation between WTKWY and ^NYA is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

WTKWY vs. ^NYA - Drawdown Comparison

The maximum WTKWY drawdown since its inception was -62.09%, 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.

Drawdown Indicators

	WTKWY	^NYA	Difference
Max Drawdown Largest peak-to-trough decline	-62.09%	-59.01%	-3.08%
Max Drawdown (1Y) Largest decline over 1 year	-61.26%	-12.00%	-49.26%
Max Drawdown (5Y) Largest decline over 5 years	-62.09%	-22.37%	-39.72%
Max Drawdown (10Y) Largest decline over 10 years	-62.09%	-38.11%	-23.98%
Current Drawdown Current decline from peak	-59.81%	-5.71%	-54.10%
Average Drawdown Average peak-to-trough decline	-16.02%	-9.90%	-6.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	34.83%	2.68%	+32.15%

Volatility

WTKWY vs. ^NYA - Volatility Comparison

Wolters Kluwer NV (WTKWY) has a higher volatility of 7.70% compared to NYSE Composite (^NYA) at 4.78%. 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.

Volatility by Period

	WTKWY	^NYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.70%	4.78%	+2.92%
Volatility (6M) Calculated over the trailing 6-month period	26.14%	8.68%	+17.46%
Volatility (1Y) Calculated over the trailing 1-year period	33.01%	15.77%	+17.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.71%	14.83%	+9.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.14%	16.89%	+6.25%