ANZ Group Holdings Ltd

10-Year Study

ANZ.AU · Financial Services · AU · Common Stock

Executive Summary: ANZ Group Holdings Ltd has compounded at 9.2% annually over the last 10 years, with a maximum drawdown of 39.4% and an annualized volatility of 27.8%.

1Y CAGR
+36.2%
3Y CAGR
+24.6%
5Y CAGR
+11.6%
10Y CAGR
+9.2%

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 →
39.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +33.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -10.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.09.1-10.24.9————————3.8%
20257.3-2.7-2.32.60.10.45.39.6-1.410.4-3.44.933.9%
20244.94.63.3-4.23.3-0.02.94.60.32.22.7-8.416.3%
20236.0-1.8-7.06.2-2.73.48.6-1.61.3-3.72.56.417.7%
2022-3.6-2.06.1-1.1-5.7-12.04.8-0.3-0.112.1-0.3-4.4-8.2%
20214.410.47.72.02.3-2.0-1.60.51.1-0.0-2.73.027.3%
20204.5-3.6-31.7-0.45.94.2-3.63.1-5.89.222.40.3-5.1%
20192.311.9-7.04.55.41.2-1.1-4.26.7-6.2-4.4-0.86.6%
2018-0.61.6-7.5-0.14.13.83.80.7-4.5-8.06.3-8.7-10.1%
2017-3.75.53.03.0-12.42.53.2-0.80.71.1-2.51.0-0.7%
2016———3.55.1-5.37.14.12.70.82.17.129.8%

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 27.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.4% of variance. Idiosyncratic stock-specific factors contribute 13.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110345.273315453314
2016-05-0110867.780020460643
2016-06-0110287.693200984322
2016-07-0111021.30395111566
2016-08-0111473.44264108165
2016-09-0111784.776177178092
2016-10-0111878.577155970914
2016-11-0112124.312218320567
2016-12-0112982.069289683966
2017-01-0112499.861752426246
2017-02-0113186.952193988996
2017-03-0113579.575303453425
2017-04-0113980.70063870379
2017-05-0112252.882461912794
2017-06-0112563.455636353581
2017-07-0112961.539524981337
2017-08-0112860.895291287638
2017-09-0112948.406005474604
2017-10-0113088.381673901624
2017-11-0112764.674979954103
2017-12-0112890.272900710594
2018-01-0112818.522409931706
2018-02-0113029.280836121327
2018-03-0112047.031824591479
2018-04-0112038.114856084274
2018-05-0112537.465092487628
2018-06-0113012.06901318882
2018-07-0113500.497691265518
2018-08-0113592.639699173282
2018-09-0112984.419498437805
2018-10-0111947.700942848454
2018-11-0112699.00738242044
2018-12-0111590.192717117816
2019-01-0111860.259352448365
2019-02-0113267.619653275084
2019-03-0112334.102911493903
2019-04-0112888.544806038655
2019-05-0113580.404788895954
2019-06-0113741.186717173116
2019-07-0113595.059031713994
2019-08-0113025.133408908674
2019-09-0113892.153067713662
2019-10-0113025.133408908674
2019-11-0112454.862167168967
2019-12-0112349.517515967596
2020-01-0112911.148284347611
2020-02-0112449.816130726906
2020-03-018503.815633035641
2020-04-018473.677661957034
2020-05-018970.124699311527
2020-06-019346.158099925347
2020-07-019005.170459258441
2020-08-019283.808444161805
2020-09-018745.472391959522
2020-10-019552.976470262947
2020-11-0111693.532778499737
2020-12-0111724.500235020876
2021-01-0112246.177454585673
2021-02-0113516.741781181743
2021-03-0114554.911936295519
2021-04-0114844.125860591146
2021-05-0115187.118091077502
2021-06-0114890.922664307242
2021-07-0114658.182873890564
2021-08-0114732.214449636409
2021-09-0114890.922664307242
2021-10-0114885.600132717671
2021-11-0114489.036967401222
2021-12-0114928.526004368625
2022-01-0114396.756711919707
2022-02-0114114.593413885588
2022-03-0114977.396521691047
2022-04-0114814.610003594436
2022-05-0113967.014128902038
2022-06-0112288.066469433463
2022-07-0112875.203915171289
2022-08-0112835.87248043797
2022-09-0112819.00627643985
2022-10-0114370.76616805375
2022-11-0114325.420963862085
2022-12-0113700.058063980978
2023-01-0114528.091906987032
2023-02-0114273.30162855642
2023-03-0113277.36610722482
2023-04-0114099.593552133161
2023-05-0113725.35736997816
2023-06-0114198.440567368045
2023-07-0115420.065252854813
2023-08-0115168.59291619432
2023-09-0115366.21782287721
2023-10-0114797.259933088177
2023-11-0115163.61600353914
2023-12-0116128.03107805458
2024-01-0116924.4753504576
2024-02-0117702.256200403684
2024-03-0118293.40282578041
2024-04-0117521.843116653305
2024-05-0118094.11894821246
2024-06-0118087.69043603285
2024-07-0118606.53358033567
2024-08-0119471.20303038682
2024-09-0119522.423756463075
2024-10-0119951.544225398844
2024-11-0120486.424088257252
2024-12-0118757.845549810605
2025-01-0120124.975806674593
2025-02-0119579.450880637047
2025-03-0119119.36295518014
2025-04-0119625.41819891061
2025-05-0119644.703735449442
2025-06-0119725.855061243674
2025-07-0120781.167915503083
2025-08-0122776.77164265767
2025-09-0122465.576354134988
2025-10-0124792.62863936738
2025-11-0123944.479774379965
2025-12-0125119.58415129815
2026-01-0125368.429784057294
2026-02-0127677.164265767136
2026-03-0124863.826139851248
2026-04-0126080.404788895954
Annual Return Matrix
YearAnnual Return
2017-0.007071013636194223
2018-0.10085746000933071
20190.06551442390844087
2020-0.05061066395011693
20210.27327610602773333
2022-0.0822899688842792
20230.17722355647944443
20240.16305861881270878
20250.33915081476677256
20260.038249862410566715
Total Factor Risk
0.2781653804678317
VTI.US Exposure
0.19117756560139976
VEA.US Exposure
0.2377436370970335
VWO.US Exposure
-0.042271474767722535
QQQ.US Exposure
-0.05948404277810422
VTV.US Exposure
0.017159483446835298
IJR.US Exposure
0.017996276815242573
QUAL.US Exposure
-0.0179222182866899
SHV.US Exposure
0.46427133827324996
TLT.US Exposure
0.03209072921791666
LQD.US Exposure
-0.003406149744376281
HYG.US Exposure
-0.01432745959253346
GLD.US Exposure
0.004596302388329578
USO.US Exposure
-0.0012395936887390332
VNQ.US Exposure
-0.020298105429473006
BTC-USD.CC Exposure
0.02374862234730533
CPER.US Exposure
-0.0008860675148861079
VIX.INDX Exposure
-0.0049911085132194645
UUP.US Exposure
0.018968466183698567
TIP.US Exposure
0.023304380554643404
Idiosyncratic Exposure
0.13376941839008927
Value Score
42.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
55.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.8%

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 →18.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.61%
Market Cap$108.5B
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 →
+8.2%
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 →
7.7% 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 →
0.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ANZ Group Holdings Ltd a high-risk investment?

ANZ Group Holdings Ltd (ANZ.AU) has an annualized volatility of 27.8% and experienced a maximum drawdown of 39.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ANZ.AU has generated a Compound Annual Growth Rate (CAGR) of 9.2%. It has had a positive return in 60% 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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