^NYA vs. WTKWY
Compare and contrast key facts about NYSE Composite (^NYA) and Wolters Kluwer NV (WTKWY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NYA or WTKWY.
Key characteristics
| ^NYA | WTKWY | |
|---|---|---|
| YTD Return | 17.76% | 20.11% |
| 1Y Return | 26.14% | 28.83% |
| 3Y Return (Ann) | 4.70% | 16.56% |
| 5Y Return (Ann) | 8.05% | 20.52% |
| 10Y Return (Ann) | 6.21% | 22.20% |
| Sharpe Ratio | 2.71 | 1.79 |
| Sortino Ratio | 3.77 | 2.58 |
| Omega Ratio | 1.48 | 1.32 |
| Calmar Ratio | 3.06 | 4.53 |
| Martin Ratio | 17.33 | 11.38 |
| Ulcer Index | 1.66% | 2.63% |
| Daily Std Dev | 10.65% | 16.73% |
| Max Drawdown | -59.01% | -55.98% |
| Current Drawdown | -0.85% | -4.45% |
Correlation
The correlation between ^NYA and WTKWY 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
^NYA vs. WTKWY - Performance Comparison
In the year-to-date period, ^NYA achieves a 17.76% return, which is significantly lower than WTKWY's 20.11% return. Over the past 10 years, ^NYA has underperformed WTKWY with an annualized return of 6.21%, while WTKWY has yielded a comparatively higher 22.20% 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
^NYA vs. WTKWY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) and Wolters Kluwer NV (WTKWY). 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
^NYA vs. WTKWY - Drawdown Comparison
The maximum ^NYA drawdown since its inception was -59.01%, which is greater than WTKWY's maximum drawdown of -55.98%. Use the drawdown chart below to compare losses from any high point for ^NYA and WTKWY. For additional features, visit the drawdowns tool.
Volatility
^NYA vs. WTKWY - Volatility Comparison
The current volatility for NYSE Composite (^NYA) is 3.05%, while Wolters Kluwer NV (WTKWY) has a volatility of 5.84%. This indicates that ^NYA experiences smaller price fluctuations and is considered to be less risky than WTKWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.