Australia and New Zealand Banking Group Ltd

10-Year Study

AN3PJ.AU · Financial Services · AU · Common Stock

Executive Summary: Australia and New Zealand Banking Group Ltd has compounded at 1.8% annually over the last 10 years, with a maximum drawdown of 97.3% and an annualized volatility of 265.5%.

1Y CAGR
+0.8%
3Y CAGR
+2.9%
5Y CAGR
+81.7%
10Y CAGR
+1.8%

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 →
97.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.97
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
5.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
405.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +1016.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -95.4%
% 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.
2026-0.50.8-1.3-0.1————————-1.1%
20250.1-0.60.2-0.3-0.91.10.01.2-0.91.1-0.80.30.3%
20240.31.21.21.4-1.60.41.7-1.71.40.9-1.81.04.2%
20230.10.5-2.81.2-1.91.51.4-0.21.2-0.21.10.52.3%
20223.4-1.4961.80.7-2.0-3.42.91.01.0-0.81.62.21016.2%
2021-4.04.226.58.7-5.633.13.31.53.30.2-2.913.8107.1%
2020———————-95.20.0-43.275.3-3.5-95.4%

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 265.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 71.8% of variance. Idiosyncratic stock-specific factors contribute 6.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-07-0110000
2020-08-01479.55083957321995
2020-09-01479.55083957321995
2020-10-01272.408387071821
2020-11-01477.50356399788285
2020-12-01460.67526146144303
2021-01-01442.2692776445789
2021-02-01460.67526146144303
2021-03-01582.6805468145993
2021-04-01633.1655069747576
2021-05-01597.4053443782584
2021-06-01795.064814102459
2021-07-01821.566885236115
2021-08-01834.2879718697463
2021-09-01861.8502561748287
2021-10-01863.9703146618101
2021-11-01838.5282990470641
2021-12-01954.0777138619443
2022-01-01986.9403808632547
2022-02-01973.1593438123911
2022-03-0110333.414118014049
2022-04-0110408.10146734554
2022-05-0110196.305469197008
2022-06-019850.056813258283
2022-07-0110133.762941905257
2022-08-0110231.54969867349
2022-09-0110331.937342920288
2022-10-0110250.04244947447
2022-11-0110419.011969903924
2022-12-0110649.443988078949
2023-01-0110665.148499337229
2023-02-0110723.756633282168
2023-03-0110428.611008013371
2023-04-0110550.01514557213
2023-05-0110349.063525724056
2023-06-0110500.113372254587
2023-07-0110647.26188756727
2023-08-0110626.20131141669
2023-09-0110750.437771356766
2023-10-0110723.64642618562
2023-11-0110840.47696923758
2023-12-0110893.442499839195
2024-01-0110922.77962894063
2024-02-0111056.438795635675
2024-03-0111186.020299758393
2024-04-0111340.310234927472
2024-05-0111156.80439846316
2024-06-0111197.041009413326
2024-07-0111382.188931616223
2024-08-0111183.22103950604
2024-09-0111344.718518789447
2024-10-0111445.00697664935
2024-11-0111234.12569740218
2024-12-0111350.118666520366
2025-01-0111362.351654237342
2025-02-0111297.682129982188
2025-03-0111318.268815617605
2025-04-0111285.206686652802
2025-05-0111178.17355448408
2025-06-0111296.227396307737
2025-07-0111296.227396307737
2025-08-0111430.680054097935
2025-09-0111327.085383341553
2025-10-0111447.211118580339
2025-11-0111352.433015547902
2025-12-0111386.597215478198
2026-01-0111334.799880100007
2026-02-0111420.430794118845
2026-03-0111269.777693135893
2026-04-0111260.961125411946
Annual Return Matrix
YearAnnual Return
2020-0.9539324738538557
20211.071041780787696
202210.162029919944162
20230.0229118545562923
20240.04192211660252587
20250.003213935468836304
2026-0.011033681765388992
Total Factor Risk
2.6554942971292843
VTI.US Exposure
-0.003905171602279667
VEA.US Exposure
-0.004036075093955528
VWO.US Exposure
0.000603455316719442
QQQ.US Exposure
0.040180096856287414
VTV.US Exposure
0.027493041463550697
IJR.US Exposure
-0.00263897495419098
QUAL.US Exposure
0.006492873825959299
SHV.US Exposure
0.7176223634204093
TLT.US Exposure
0.0021247102013613075
LQD.US Exposure
0.023333610243685344
HYG.US Exposure
-0.00023501719188361047
GLD.US Exposure
-0.00017114417376327514
USO.US Exposure
-0.000420039059226748
VNQ.US Exposure
0.012771919238042453
BTC-USD.CC Exposure
0.0026795533309066717
CPER.US Exposure
0.00023766919868492805
VIX.INDX Exposure
0.0014437131136732606
UUP.US Exposure
0.000017063349233559266
TIP.US Exposure
0.11258497878593608
Idiosyncratic Exposure
0.06382137373085013
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
265.5%

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 →
-0.5%
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 →
-0.3%
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 →
2.0% 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 →
0.79
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 (AN3PJ.AU) has an annualized volatility of 265.5% and experienced a maximum drawdown of 97.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AN3PJ.AU?

Over the past 10 years, AN3PJ.AU has generated a Compound Annual Growth Rate (CAGR) of 1.8%. 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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