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

Correlation

The correlation between ^NYA and WTKWY 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

^NYA vs. WTKWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Composite (^NYA) and Wolters Kluwer NV (WTKWY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.13%
8.18%
^NYA
WTKWY

Key characteristics

Sharpe Ratio

^NYA:

1.37

WTKWY:

0.81

Sortino Ratio

^NYA:

1.94

WTKWY:

1.22

Omega Ratio

^NYA:

1.24

WTKWY:

1.15

Calmar Ratio

^NYA:

2.26

WTKWY:

1.59

Martin Ratio

^NYA:

6.38

WTKWY:

4.40

Ulcer Index

^NYA:

2.30%

WTKWY:

3.48%

Daily Std Dev

^NYA:

10.69%

WTKWY:

18.93%

Max Drawdown

^NYA:

-59.01%

WTKWY:

-62.40%

Current Drawdown

^NYA:

-1.93%

WTKWY:

-4.55%

Returns By Period

In the year-to-date period, ^NYA achieves a 4.11% return, which is significantly lower than WTKWY's 9.47% return. Over the past 10 years, ^NYA has underperformed WTKWY with an annualized return of 6.00%, while WTKWY has yielded a comparatively higher 21.00% annualized return.


^NYA

YTD

4.11%

1M

-0.49%

6M

4.13%

1Y

12.86%

5Y*

8.02%

10Y*

6.00%

WTKWY

YTD

9.47%

1M

1.93%

6M

8.18%

1Y

14.16%

5Y*

21.57%

10Y*

21.00%

*Annualized

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Risk-Adjusted Performance

^NYA vs. WTKWY — Risk-Adjusted Performance Rank

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

^NYA
The Risk-Adjusted Performance Rank of ^NYA is 7171
Overall Rank
The Sharpe Ratio Rank of ^NYA is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NYA is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ^NYA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ^NYA is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ^NYA is 6868
Martin Ratio Rank

WTKWY
The Risk-Adjusted Performance Rank of WTKWY is 7373
Overall Rank
The Sharpe Ratio Rank of WTKWY is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of WTKWY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of WTKWY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of WTKWY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of WTKWY is 7979
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.

^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.


The chart of Sharpe ratio for ^NYA, currently valued at 1.37, compared to the broader market-0.500.000.501.001.502.002.501.370.81
The chart of Sortino ratio for ^NYA, currently valued at 1.94, compared to the broader market0.001.002.003.001.941.22
The chart of Omega ratio for ^NYA, currently valued at 1.24, compared to the broader market1.001.101.201.301.401.501.241.15
The chart of Calmar ratio for ^NYA, currently valued at 2.26, compared to the broader market0.001.002.003.002.261.59
The chart of Martin ratio for ^NYA, currently valued at 6.38, compared to the broader market0.005.0010.0015.0020.006.384.40
^NYA
WTKWY

The current ^NYA Sharpe Ratio is 1.37, which is higher than the WTKWY Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of ^NYA and WTKWY, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.37
0.81
^NYA
WTKWY

Drawdowns

^NYA vs. WTKWY - Drawdown Comparison

The maximum ^NYA drawdown since its inception was -59.01%, smaller than the maximum WTKWY drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for ^NYA and WTKWY. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.93%
-4.55%
^NYA
WTKWY

Volatility

^NYA vs. WTKWY - Volatility Comparison

The current volatility for NYSE Composite (^NYA) is 2.82%, while Wolters Kluwer NV (WTKWY) has a volatility of 5.68%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
2.82%
5.68%
^NYA
WTKWY