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WTKWY vs. ^NYA
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, WTKWY achieves a -26.70% return, which is significantly lower than ^NYA's 7.13% return. Both investments have delivered pretty close results over the past 10 years, with WTKWY having a 8.20% annualized return and ^NYA not far ahead at 8.37%.


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%

^NYA

1D
1.27%
1M
2.45%
YTD
7.13%
6M
7.95%
1Y
18.53%
3Y*
15.56%
5Y*
7.13%
10Y*
8.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTKWY vs. ^NYA - 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%
^NYA
NYSE Composite
7.13%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

0.37

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

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

^NYA
^NYA Risk / Return Rank: 5858
Overall Rank
^NYA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
^NYA Sortino Ratio Rank: 5959
Sortino Ratio Rank
^NYA Omega Ratio Rank: 5959
Omega Ratio Rank
^NYA Calmar Ratio Rank: 5656
Calmar Ratio Rank
^NYA Martin Ratio Rank: 5757
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. ^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^NYADifference
Sharpe ratioReturn per unit of total volatility

-3.29

Sortino ratioReturn per unit of downside risk

-5.15

Omega ratioGain probability vs. loss probability

0.67

1.30

-0.63

Calmar ratioReturn relative to maximum drawdown

-0.92

2.25

-3.17

Martin ratioReturn relative to average drawdown

-1.38

8.34

-9.72

WTKWY vs. ^NYA - Sharpe Ratio Comparison

The current WTKWY Sharpe Ratio is -1.61, which is lower than the ^NYA Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of WTKWY and ^NYA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WTKWY^NYADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.61

1.68

-3.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.48

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.50

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.42

-0.16

Drawdowns

WTKWY vs. ^NYA - Drawdown Comparison

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

Max Drawdown

Largest peak-to-trough decline

-64.03%

-59.01%

-5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-62.36%

-8.26%

-54.10%

Max Drawdown (3Y)

Largest decline over 3 years

-64.03%

-15.21%

-48.82%

Max Drawdown (5Y)

Largest decline over 5 years

-64.03%

-22.37%

-41.66%

Max Drawdown (10Y)

Largest decline over 10 years

-64.03%

-38.11%

-25.92%

Current Drawdown

Current decline from peak

-59.22%

0.00%

-59.22%

Average Drawdown

Average peak-to-trough decline

-16.43%

-9.87%

-6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.40%

2.23%

+39.17%

Volatility

WTKWY vs. ^NYA - Volatility Comparison

Wolters Kluwer NV (WTKWY) has a higher volatility of 16.35% compared to NYSE Composite (^NYA) at 3.14%. 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^NYADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.35%

3.14%

+13.21%

Volatility (6M)

Calculated over the trailing 6-month period

29.53%

8.66%

+20.87%

Volatility (1Y)

Calculated over the trailing 1-year period

35.60%

11.10%

+24.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.93%

14.86%

+11.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.77%

16.89%

+6.88%

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 (16.35%) compared to ^NYA (3.14%). In terms of maximum drawdown, WTKWY dropped -64.03% vs ^NYA's -59.01%.

^NYA currently has the higher Sharpe Ratio (1.68 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.

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