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 | 23.47% | 18.30% |
| 1Y Return | 32.59% | 30.86% |
| 3Y Return (Ann) | 18.02% | 4.88% |
| 5Y Return (Ann) | 21.59% | 8.27% |
| 10Y Return (Ann) | 22.55% | 6.23% |
| Sharpe Ratio | 2.14 | 2.80 |
| Sortino Ratio | 3.06 | 3.89 |
| Omega Ratio | 1.38 | 1.50 |
| Calmar Ratio | 5.40 | 2.45 |
| Martin Ratio | 13.72 | 17.97 |
| Ulcer Index | 2.60% | 1.66% |
| Daily Std Dev | 16.69% | 10.68% |
| Max Drawdown | -55.98% | -59.01% |
| Current Drawdown | -1.78% | 0.00% |
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 23.47% return, which is significantly higher than ^NYA's 18.30% return. Over the past 10 years, WTKWY has outperformed ^NYA with an annualized return of 22.55%, while ^NYA has yielded a comparatively lower 6.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 5.93% compared to NYSE Composite (^NYA) at 3.20%. 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.