Australia and New Zealand Banking Group Ltd

10-Year Study

AN3PL.AU · · AU · Common Stock

Executive Summary: Australia and New Zealand Banking Group Ltd has compounded at 99.3% annually over the last 10 years, with a maximum drawdown of 71.5% and an annualized volatility of 475.6%.

1Y CAGR
+4.4%
3Y CAGR
+460.1%
5Y CAGR
+177.2%
10Y CAGR
+99.3%

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 →
71.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1622707.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
794886171.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12479.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +34145.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -59.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.20.7-1.7-0.0————————-0.8%
20250.20.30.9-0.8-0.11.00.81.1-0.11.2-0.61.45.4%
2024-6.93.733016.10.9-0.51.31.6-0.42.51.2-0.60.934145.9%
20235.62.6-6.45.5-11.7-4.41.5-19.7-11.3-27.714.7-25.6-59.7%
20223.210.9-22.50.05.50.03.40.0-6.7-7.119.216.116.1%
2021-7.64.10.0-1.3-8.0-2.9-7.5-1.6-6.612.3-10.98.8-21.5%
2020-14.3-7.1-14.1-4.51.63.41.54.5-14.510.215.45.3-16.6%
2019————-6.74.8-7.58.9-0.811.91.13.213.9%

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 475.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 17.8% of variance. Idiosyncratic stock-specific factors contribute 49.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019333.333428898692
2019-06-019777.7775707195
2019-07-019045.802350148082
2019-08-019847.328605380555
2019-09-019764.222580225984
2019-10-0110926.630388622982
2019-11-0111042.871312810721
2019-12-0111391.594085373936
2020-01-019764.222580225984
2020-02-019066.778468579938
2020-03-017788.130452735392
2020-04-017439.4076801721785
2020-05-017555.648604359916
2020-06-017816.18796425502
2020-07-017936.437616331412
2020-08-018297.184422340019
2020-09-017094.693635497619
2020-10-017816.18796425502
2020-11-019018.678751097419
2020-12-019499.675209182416
2021-01-018778.180880425016
2021-02-019138.92768643362
2021-03-019138.92768643362
2021-04-019018.678751097419
2021-05-018297.184422340019
2021-06-018056.686551667614
2021-07-017455.441158246415
2021-08-017335.192222910213
2021-09-016854.195764825215
2021-10-017695.939028918818
2021-11-016854.195764825215
2021-12-017455.441158246415
2022-01-017695.939028918818
2022-02-018537.68229301242
2022-03-016613.697894152812
2022-04-016613.697894152812
2022-05-016974.444700161417
2022-06-016974.444700161417
2022-07-017214.943287574011
2022-08-017214.943287574011
2022-09-016733.946829489014
2022-10-016252.950371404016
2022-11-017455.441158246415
2022-12-018657.931945088814
2023-01-019138.92768643362
2023-02-019379.425557106024
2023-03-018778.180880425016
2023-04-019259.176621769822
2023-05-018176.935487003816
2023-06-017816.18796425502
2023-07-017936.437616331412
2023-08-016373.199306740217
2023-09-015651.705336352912
2023-10-014088.467743501908
2023-11-014689.712778553012
2023-12-013487.2223500807086
2024-01-013246.724479408305
2024-02-013366.973414744507
2024-03-011115011.7212416779
2024-04-011125537.1205894586
2024-05-011119945.5397637782
2024-06-011134213.0895480143
2024-07-011152448.8579827333
2024-08-011148112.6772392057
2024-09-011176990.4866002195
2024-10-011191312.1484569623
2024-11-011183981.7663680704
2024-12-011194229.3904103173
2025-01-011196629.5614486095
2025-02-011200743.28144961
2025-03-011211600.5681754309
2025-04-011201871.217538747
2025-05-011200944.0973631341
2025-06-011212754.9590555716
2025-07-011222965.3058923138
2025-08-011236226.3711279277
2025-09-011235206.6591838035
2025-10-011250059.8218416108
2025-11-011241980.288171128
2025-12-011259007.5536531997
2026-01-011261653.0327535216
2026-02-011270671.711504619
2026-03-011248906.6334519705
2026-04-011248786.3844019559
Annual Return Matrix
YearAnnual Return
2020-0.16608025725044206
2021-0.21518988869851452
20220.16129035979478323
2023-0.5972222498169641
2024341.4586305437845
20250.054242646984785425
2026-0.008118433619866416
Total Factor Risk
4.756290691126797
VTI.US Exposure
0.17755350929725489
VEA.US Exposure
0.006572300526169609
VWO.US Exposure
0.015258246433505476
QQQ.US Exposure
0.0634789864619266
VTV.US Exposure
0.07349711570973508
IJR.US Exposure
0.005141617487619792
QUAL.US Exposure
0.012136374034309325
SHV.US Exposure
0.00008644928907264977
TLT.US Exposure
0.008730313704023034
LQD.US Exposure
0.013751114846622607
HYG.US Exposure
0.007400106510100541
GLD.US Exposure
0.00039229696911585954
USO.US Exposure
0.006737829247001859
VNQ.US Exposure
0.009468557207816006
BTC-USD.CC Exposure
0.006532170409531589
CPER.US Exposure
0.0023424484641967106
VIX.INDX Exposure
0.018926976204708266
UUP.US Exposure
0.07879112580357539
TIP.US Exposure
0.00007741821490605708
Idiosyncratic Exposure
0.49312504317880845
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
475.6%

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 →4.06%
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
$29,649
Avg Yield on Cost
148.24%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$14,867.59148.68%Solid
2026$14,781.01147.81%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 →
-0.9%
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 →
+1.1%
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 →
2.3% 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 →
1.00
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 (AN3PL.AU) has an annualized volatility of 475.6% and experienced a maximum drawdown of 71.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AN3PL.AU?

Over the past 10 years, AN3PL.AU has generated a Compound Annual Growth Rate (CAGR) of 99.3%. It has had a positive return in 43% 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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