Australia and New Zealand Banking Group Ltd

10-Year Study

AN3PI.AU · Financial Services · AU · Common Stock

Executive Summary: Australia and New Zealand Banking Group Ltd has compounded at 58.6% annually over the last 10 years, with a maximum drawdown of 49.8% and an annualized volatility of 234.2%.

1Y CAGR
-0.0%
3Y CAGR
+2.4%
5Y CAGR
+74.6%
10Y CAGR
+58.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
49.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
27.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
491.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +2038.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -1.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.40.5-1.2-0.3————————-1.4%
2025-0.8-0.30.3-0.3-1.11.00.20.9-1.30.7-0.0-0.1-0.8%
2024-0.11.51.01.8-3.12.00.4-1.11.00.2-0.50.23.2%
2023-0.40.4-2.60.9-1.62.02.2-1.21.9-0.92.20.02.9%
2022-1.60.6-0.80.3-1.4-2.01.31.70.7-0.91.52.41.5%
2021-5.931.70.65.810.31.41298.9-0.31.10.30.42.22038.5%
2020-11.8-13.2-27.820.012.614.012.83.8-5.8-1.91.919.011.6%
2019————-3.00.83.19.7-8.4-5.80.64.70.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 234.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.4% of variance. Idiosyncratic stock-specific factors contribute 13.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019699.247778004288
2019-06-019774.435094454033
2019-07-0110075.187907689091
2019-08-0111052.63070764728
2019-09-0110127.302108643304
2019-10-019543.035839037217
2019-11-019601.462111254217
2019-12-0110049.401594832663
2020-01-018861.390084112074
2020-02-017692.855179942512
2020-03-015550.540794805419
2020-04-016660.64942675798
2020-05-017498.099756740483
2020-06-018549.780342758004
2020-07-019640.412959398884
2020-08-0110010.449564209302
2020-09-019426.182703363867
2020-10-019250.902112994825
2020-11-019426.182703363867
2020-12-0111217.935316523532
2021-01-0110555.766168149416
2021-02-0113905.566305600738
2021-03-0113983.468001890074
2021-04-0114801.442907800245
2021-05-0116320.538992707892
2021-06-0116554.24644653328
2021-07-01231571.94265262134
2021-08-01230779.634553541
2021-09-01233248.8088078581
2021-10-01233953.57864121845
2021-11-01234817.3060619061
2021-12-01239895.02144117665
2022-01-01235965.47085024475
2022-02-01237381.95406212175
2022-03-01235493.55776337467
2022-04-01236136.57964159542
2022-05-01232760.52879311965
2022-06-01228076.85960146686
2022-07-01230940.57601091286
2022-08-01234797.21937770402
2022-09-01236505.08350238838
2022-10-01234408.87681646462
2022-11-01237832.54054601188
2022-12-01243580.80400037274
2023-01-01242639.9536316995
2023-02-01243698.34830051797
2023-03-01237464.7806364857
2023-04-01239699.36225802347
2023-05-01235865.28541299017
2023-06-01240558.87395486623
2023-07-01245747.6860566369
2023-08-01242772.3769571796
2023-09-01247383.63489220288
2023-10-01245117.80731746196
2023-11-01250444.99435484674
2023-12-01250543.9398733234
2024-01-01250301.90772787662
2024-02-01253968.59553789298
2024-03-01256440.00164601032
2024-04-01261002.90274869537
2024-05-01252849.4448489573
2024-06-01257903.10580393652
2024-07-01259019.03270404972
2024-08-01256040.99578328096
2024-09-01258572.66194400442
2024-10-01259217.4197085143
2024-11-01258047.68033344008
2024-12-01258523.0651928883
2025-01-01256415.20327045227
2025-02-01255706.217713247
2025-03-01256489.59839712648
2025-04-01255770.44550594245
2025-05-01252989.3076871048
2025-06-01255423.26824812943
2025-07-01255844.84063261666
2025-08-01258151.08955951722
2025-09-01254852.9056102938
2025-10-01256663.18702603297
2025-11-01256586.31206180295
2025-12-01256415.20327045227
2026-01-01255299.27637033907
2026-02-01256663.18702603297
2026-03-01253612.98683239025
2026-04-01252943.43069232235
Annual Return Matrix
YearAnnual Return
20200.11627893568227199
202120.384953172962383
20220.015364147772028103
20230.02858655427108303
20240.03184720941005059
2025-0.008153477218225347
2026-0.013539651837524258
Total Factor Risk
2.3421920228432853
VTI.US Exposure
0.08695999230985933
VEA.US Exposure
0.007244848336226185
VWO.US Exposure
0.018201328093736813
QQQ.US Exposure
0.006244400070463525
VTV.US Exposure
0.024549407878014858
IJR.US Exposure
0.011283213647930128
QUAL.US Exposure
0.0018656048185143677
SHV.US Exposure
0.6342781083259932
TLT.US Exposure
-0.0014781079955013675
LQD.US Exposure
0.03161445438466604
HYG.US Exposure
0.024871153568098454
GLD.US Exposure
0.00017523929902048236
USO.US Exposure
-0.0003798962863791777
VNQ.US Exposure
0.004513600727582903
BTC-USD.CC Exposure
0.00005810969106827065
CPER.US Exposure
0.004348671298731292
VIX.INDX Exposure
0.00266442607321203
UUP.US Exposure
0.007277873641403136
TIP.US Exposure
-0.000329725486566244
Idiosyncratic Exposure
0.13603729760392572
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
234.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Australia and New Zealand Banking Group Ltd a high-risk investment?

Australia and New Zealand Banking Group Ltd (AN3PI.AU) has an annualized volatility of 234.2% and experienced a maximum drawdown of 49.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AN3PI.AU?

Over the past 10 years, AN3PI.AU has generated a Compound Annual Growth Rate (CAGR) of 58.6%. It has had a positive return in 71% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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