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WTKWY vs. ^NYA
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between WTKWY and ^NYA is 0.44, 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.


-0.50.00.51.00.4

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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.15%
7.77%
WTKWY
^NYA

Key characteristics

Sharpe Ratio

WTKWY:

1.10

^NYA:

1.78

Sortino Ratio

WTKWY:

1.59

^NYA:

2.46

Omega Ratio

WTKWY:

1.20

^NYA:

1.32

Calmar Ratio

WTKWY:

2.20

^NYA:

2.95

Martin Ratio

WTKWY:

6.10

^NYA:

8.40

Ulcer Index

WTKWY:

3.46%

^NYA:

2.28%

Daily Std Dev

WTKWY:

19.12%

^NYA:

10.80%

Max Drawdown

WTKWY:

-62.40%

^NYA:

-59.01%

Current Drawdown

WTKWY:

-2.59%

^NYA:

-1.44%

Returns By Period

In the year-to-date period, WTKWY achieves a 7.68% return, which is significantly higher than ^NYA's 4.62% return. Over the past 10 years, WTKWY has outperformed ^NYA with an annualized return of 22.20%, while ^NYA has yielded a comparatively lower 6.63% annualized return.


WTKWY

YTD

7.68%

1M

6.42%

6M

6.59%

1Y

20.12%

5Y*

20.51%

10Y*

22.20%

^NYA

YTD

4.62%

1M

3.85%

6M

7.77%

1Y

17.88%

5Y*

7.65%

10Y*

6.63%

*Annualized

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Risk-Adjusted Performance

WTKWY vs. ^NYA — Risk-Adjusted Performance Rank

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

WTKWY
The Risk-Adjusted Performance Rank of WTKWY is 8080
Overall Rank
The Sharpe Ratio Rank of WTKWY is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of WTKWY is 7373
Sortino Ratio Rank
The Omega Ratio Rank of WTKWY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of WTKWY is 9191
Calmar Ratio Rank
The Martin Ratio Rank of WTKWY is 8484
Martin Ratio Rank

^NYA
The Risk-Adjusted Performance Rank of ^NYA is 8080
Overall Rank
The Sharpe Ratio Rank of ^NYA is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NYA is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ^NYA is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ^NYA is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ^NYA is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for WTKWY, currently valued at 1.00, compared to the broader market-2.000.002.004.001.001.78
The chart of Sortino ratio for WTKWY, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.006.001.472.46
The chart of Omega ratio for WTKWY, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.32
The chart of Calmar ratio for WTKWY, currently valued at 1.99, compared to the broader market0.002.004.006.001.992.95
The chart of Martin ratio for WTKWY, currently valued at 5.54, compared to the broader market0.0010.0020.0030.005.548.40
WTKWY
^NYA

The current WTKWY Sharpe Ratio is 1.10, which is lower than the ^NYA Sharpe Ratio of 1.78. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.00
1.78
WTKWY
^NYA

Drawdowns

WTKWY vs. ^NYA - Drawdown Comparison

The maximum WTKWY drawdown since its inception was -62.40%, 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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.59%
-1.44%
WTKWY
^NYA

Volatility

WTKWY vs. ^NYA - Volatility Comparison

Wolters Kluwer NV (WTKWY) has a higher volatility of 6.13% 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
6.13%
3.14%
WTKWY
^NYA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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