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

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.


-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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,399.13%
151.75%
WTKWY
^NYA

Key characteristics

Sharpe Ratio

WTKWY:

1.07

^NYA:

1.48

Sortino Ratio

WTKWY:

1.56

^NYA:

2.07

Omega Ratio

WTKWY:

1.20

^NYA:

1.26

Calmar Ratio

WTKWY:

2.00

^NYA:

2.41

Martin Ratio

WTKWY:

6.12

^NYA:

8.44

Ulcer Index

WTKWY:

3.14%

^NYA:

1.85%

Daily Std Dev

WTKWY:

17.93%

^NYA:

10.58%

Max Drawdown

WTKWY:

-55.98%

^NYA:

-59.01%

Current Drawdown

WTKWY:

-4.96%

^NYA:

-5.69%

Returns By Period

In the year-to-date period, WTKWY achieves a 19.47% return, which is significantly higher than ^NYA's 13.45% return. Over the past 10 years, WTKWY has outperformed ^NYA with an annualized return of 20.75%, while ^NYA has yielded a comparatively lower 5.74% annualized return.


WTKWY

YTD

19.47%

1M

4.25%

6M

2.98%

1Y

19.37%

5Y*

20.07%

10Y*

20.75%

^NYA

YTD

13.45%

1M

-3.19%

6M

6.24%

1Y

14.32%

5Y*

6.61%

10Y*

5.74%

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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.


Sharpe ratio
The chart of Sharpe ratio for WTKWY, currently valued at 1.07, compared to the broader market-4.00-2.000.002.001.071.48
The chart of Sortino ratio for WTKWY, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.562.07
The chart of Omega ratio for WTKWY, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.26
The chart of Calmar ratio for WTKWY, currently valued at 2.00, compared to the broader market0.002.004.006.002.002.41
The chart of Martin ratio for WTKWY, currently valued at 6.12, compared to the broader market-5.000.005.0010.0015.0020.0025.006.128.44
WTKWY
^NYA

The current WTKWY Sharpe Ratio is 1.07, which is comparable to the ^NYA Sharpe Ratio of 1.48. 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.07
1.48
WTKWY
^NYA

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.96%
-5.69%
WTKWY
^NYA

Volatility

WTKWY vs. ^NYA - Volatility Comparison

Wolters Kluwer NV (WTKWY) has a higher volatility of 4.77% compared to NYSE Composite (^NYA) at 3.52%. 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%JulyAugustSeptemberOctoberNovemberDecember
4.77%
3.52%
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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