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

Correlation

The correlation between ^NYA and WTKWY is 0.27, 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

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.

Loading data...

Key characteristics

Returns By Period


^NYA

YTD

1.16%

1M

6.03%

6M

-3.10%

1Y

6.37%

5Y*

11.86%

10Y*

5.61%

WTKWY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 6262
Overall Rank
The Sharpe Ratio Rank of ^NYA is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NYA is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ^NYA is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ^NYA is 6666
Calmar Ratio Rank
The Martin Ratio Rank of ^NYA is 7474
Martin Ratio Rank

WTKWY
The Risk-Adjusted Performance Rank of WTKWY is 6969
Overall Rank
The Sharpe Ratio Rank of WTKWY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of WTKWY is 6262
Sortino Ratio Rank
The Omega Ratio Rank of WTKWY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of WTKWY is 7777
Calmar Ratio Rank
The Martin Ratio Rank of WTKWY is 7272
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.



Loading data...

Drawdowns

^NYA vs. WTKWY - Drawdown Comparison


Loading data...

Volatility

^NYA vs. WTKWY - Volatility Comparison


Loading data...