WTKWY vs. ^NYA
Compare and contrast key facts about Wolters Kluwer NV (WTKWY) and NYSE Composite (^NYA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTKWY or ^NYA.
Key characteristics
| WTKWY | ^NYA | |
|---|---|---|
| YTD Return | 20.11% | 17.76% |
| 1Y Return | 28.83% | 26.14% |
| 3Y Return (Ann) | 16.56% | 4.70% |
| 5Y Return (Ann) | 20.52% | 8.05% |
| 10Y Return (Ann) | 22.20% | 6.21% |
| Sharpe Ratio | 1.79 | 2.71 |
| Sortino Ratio | 2.58 | 3.77 |
| Omega Ratio | 1.32 | 1.48 |
| Calmar Ratio | 4.53 | 3.06 |
| Martin Ratio | 11.38 | 17.33 |
| Ulcer Index | 2.63% | 1.66% |
| Daily Std Dev | 16.73% | 10.65% |
| Max Drawdown | -55.98% | -59.01% |
| Current Drawdown | -4.45% | -0.85% |
Correlation
The correlation between WTKWY and ^NYA is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
WTKWY vs. ^NYA - Performance Comparison
In the year-to-date period, WTKWY achieves a 20.11% return, which is significantly higher than ^NYA's 17.76% return. Over the past 10 years, WTKWY has outperformed ^NYA with an annualized return of 22.20%, while ^NYA has yielded a comparatively lower 6.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
WTKWY vs. ^NYA - Risk-Adjusted Performance 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.
Drawdowns
WTKWY vs. ^NYA - Drawdown Comparison
The maximum WTKWY drawdown since its inception was -55.98%, smaller than the maximum ^NYA drawdown of -59.01%. Use the drawdown chart below to compare losses from any high point for WTKWY and ^NYA. For additional features, visit the drawdowns tool.
Volatility
WTKWY vs. ^NYA - Volatility Comparison
Wolters Kluwer NV (WTKWY) has a higher volatility of 5.84% compared to NYSE Composite (^NYA) at 3.05%. 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.