WTKWY vs. ^NYA
WTKWY (Wolters Kluwer NV) is a stock, while ^NYA (NYSE Composite) is an index. Over the past 10 years, WTKWY returned 8.79%/yr vs 8.44%/yr for ^NYA. Their 0.47 correlation means their historical movements had little consistent relationship.
Performance
WTKWY vs. ^NYA - Performance Comparison
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Returns By Period
In the year-to-date period, WTKWY achieves a -20.18% return, which is significantly lower than ^NYA's 10.23% return. Both investments have delivered pretty close results over the past 10 years, with WTKWY having a 8.79% annualized return and ^NYA not far behind at 8.44%.
WTKWY
- 1D
- 2.98%
- 1M
- 22.15%
- 6M
- -12.91%
- YTD
- -20.18%
- 1Y
- -45.88%
- 3Y*
- -11.36%
- 5Y*
- -5.12%
- 10Y*
- 8.79%
- ALL TIME*
- 7.33%
^NYA
- 1D
- 0.61%
- 1M
- 1.25%
- 6M
- 5.99%
- YTD
- 10.23%
- 1Y
- 19.68%
- 3Y*
- 14.71%
- 5Y*
- 7.89%
- 10Y*
- 8.44%
- ALL TIME*
- 6.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^NYA NYSE Composite | $114.99T | $116.40T | $129.81T |
WTKWY Wolters Kluwer NV | $7.40M | $7.73M | $6.88M |
WTKWY vs. ^NYA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTKWY Wolters Kluwer NV | -20.18% | -36.20% | 17.53% | 36.95% | -9.84% | 43.14% | 17.24% | 25.81% | 14.47% | 48.79% |
^NYA NYSE Composite | 10.23% | 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 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.47 |
Over the past year, the correlation between WTKWY and ^NYA has dropped to 0.19 - well below their long-term average of 0.47, 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 | -4.34 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.32 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.39 | -3.19 |
| Martin ratioReturn relative to average drawdown | -1.14 | 9.02 | -10.16 |
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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 | -57.76% | -8.26% | -49.50% |
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 | -55.59% | 0.00% | -55.59% |
Average DrawdownAverage peak-to-trough decline | -16.80% | -9.83% | -6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.26% | 2.19% | +38.07% |
Volatility
WTKWY vs. ^NYA - Volatility Comparison
Wolters Kluwer NV (WTKWY) has a higher volatility of 15.01% compared to NYSE Composite (^NYA) at 2.56%. 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 | 15.01% | 2.56% | +12.45% |
Volatility (6M)Calculated over the trailing 6-month period | 32.61% | 8.75% | +23.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.05% | 11.17% | +27.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.91% | 14.81% | +12.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.13% | 16.82% | +7.31% |
Frequently Asked Questions
WTKWY and ^NYA have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTKWY has higher volatility (15.01%) compared to ^NYA (2.56%). In terms of maximum drawdown, WTKWY dropped -65.12% vs ^NYA's -59.01%.
^NYA currently has the higher Sharpe Ratio (1.77 vs -1.18), 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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