Australia and New Zealand Banking Group Ltd

10-Year Study

AN3PK.AU · · AU · Common Stock

Executive Summary: Australia and New Zealand Banking Group Ltd has compounded at 5.7% annually over the last 10 years, with a maximum drawdown of 1.8% and an annualized volatility of 17.1%.

1Y CAGR
+3.5%
3Y CAGR
+6.3%
5Y CAGR
+5.7%
10Y CAGR
+5.7%

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 →
1.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +8.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -1.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.21.0-1.6-0.2————————-1.0%
20250.10.51.1-0.60.10.60.40.90.60.60.01.15.6%
20240.10.91.31.6-0.70.62.2-0.81.80.40.11.08.9%
2023———0.2-1.01.11.5-0.41.30.20.31.14.3%

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 17.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 95.1% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-03-0110000
2023-04-0110019.945894161954
2023-05-019919.7426216948
2023-06-0110024.683910735768
2023-07-0110171.585536799945
2023-08-0110131.06971702485
2023-09-0110259.874431004657
2023-10-0110284.5005610505
2023-11-0110314.246060223657
2023-12-0110427.912233443232
2024-01-0110435.192600373726
2024-02-0110525.700273071541
2024-03-0110662.085813569449
2024-04-0110835.115867617506
2024-05-0110754.927826140218
2024-06-0110824.796236396984
2024-07-0111059.073821765061
2024-08-0110968.138571961805
2024-09-0111170.937237458991
2024-10-0111220.825085139848
2024-11-0111236.009850452017
2024-12-0111353.004191411246
2025-01-0111368.396967207149
2025-02-0111425.553625680514
2025-03-0111549.654991500462
2025-04-0111482.825845533725
2025-05-0111493.96596255118
2025-06-0111562.020059144315
2025-07-0111606.014276452868
2025-08-0111714.341513923415
2025-09-0111788.208347922959
2025-10-0111855.603744650953
2025-11-0111860.168419154992
2025-12-0111989.49315934412
2026-01-0111968.692110971282
2026-02-0112087.720332215855
2026-03-0111894.73282786786
2026-04-0111866.998096704074
Annual Return Matrix
YearAnnual Return
20240.08871305562020027
20250.056063483920351986
2026-0.010216867469879487
Total Factor Risk
0.1712603052707227
VTI.US Exposure
0.015217759745335466
VEA.US Exposure
-0.0005524175309195772
VWO.US Exposure
0.004566476022594419
QQQ.US Exposure
0.004396894013148357
VTV.US Exposure
0.000710625665724855
IJR.US Exposure
0.0020155521781585295
QUAL.US Exposure
-0.000035623145096970986
SHV.US Exposure
0.9512405061298085
TLT.US Exposure
-0.0006945445615348598
LQD.US Exposure
0.002836511649229541
HYG.US Exposure
0.0019032731231074576
GLD.US Exposure
0.00027641346951745544
USO.US Exposure
0.00040537258742529095
VNQ.US Exposure
-0.0001716625313213432
BTC-USD.CC Exposure
-0.00002127093254321998
CPER.US Exposure
0.0036893610750703
VIX.INDX Exposure
0.001245274336544705
UUP.US Exposure
0.0014192108007403074
TIP.US Exposure
0.00639319413044651
Idiosyncratic Exposure
0.005159093774564265
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.1%

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 →1.62%
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
$278
Avg Yield on Cost
1.39%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$139.551.40%Solid
2026$138.821.39%Solid

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 →
-0.8%
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 →
+0.1%
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 →
2.1% 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 →
0.59
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 (AN3PK.AU) has an annualized volatility of 17.1% and experienced a maximum drawdown of 1.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AN3PK.AU?

Over the past 10 years, AN3PK.AU has generated a Compound Annual Growth Rate (CAGR) of 5.7%. It has had a positive return in 67% 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.

Run a Full Backtest on Australia and New Zealand Banking Group Ltd

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest