ANZ Group Holdings Limited

10-Year Study

ANZGY.US · Financial Services · US · Common Stock

Executive Summary: ANZ Group Holdings Limited has compounded at 9.6% annually over the last 10 years, with a maximum drawdown of 49.8% and an annualized volatility of 28.7%.

1Y CAGR
+52.4%
3Y CAGR
+29.1%
5Y CAGR
+9.8%
10Y CAGR
+9.6%

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 →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +45.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.511.5-11.16.8————————11.7%
20257.0-1.0-2.15.01.11.72.912.1-0.39.2-2.65.945.0%
20240.35.53.4-6.27.2-0.21.17.32.9-3.03.3-14.25.4%
202310.2-6.5-7.55.7-5.26.810.6-6.60.2-3.46.19.117.9%
2022-6.00.77.8-7.5-3.0-15.37.1-3.0-5.410.96.2-5.1-14.8%
20213.013.05.32.93.7-5.7-3.0-0.8-0.76.1-9.06.220.9%
2020-1.3-5.8-34.84.38.68.8-0.86.7-7.47.126.65.44.7%
20196.69.5-6.93.73.62.7-4.0-5.87.0-4.1-6.82.66.4%
20183.2-2.8-6.9-3.14.91.83.5-2.3-4.9-8.910.6-13.7-19.1%
20171.36.92.61.0-13.17.17.0-1.2-0.4-1.5-3.73.68.0%
2016———2.72.6-1.08.52.45.8-0.83.03.729.8%

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 28.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.8% of variance. Idiosyncratic stock-specific factors contribute 11.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110268.068203836467
2016-05-0110536.23328812246
2016-06-0110432.37744623135
2016-07-0111314.764580507655
2016-08-0111585.836078279404
2016-09-0112254.795582251503
2016-10-0112150.939740360396
2016-11-0112518.891687657431
2016-12-0112976.458050765355
2017-01-0113148.711490021316
2017-02-0114051.83104049603
2017-03-0114420.267390040692
2017-04-0114568.785119162954
2017-05-0112655.396241038561
2017-06-0113553.187366789383
2017-07-0114499.903119550474
2017-08-0114322.805657818253
2017-09-0114267.874442937416
2017-10-0114054.05929083511
2017-11-0113532.939352838597
2017-12-0114016.0821546212
2018-01-0114467.835690757607
2018-02-0114066.266227475297
2018-03-0113100.077504359622
2018-04-0112692.307692307693
2018-05-0113317.380352644837
2018-06-0113556.190660724666
2018-07-0114027.514047665183
2018-08-0113711.199379965125
2018-09-0113039.817864754892
2018-10-0111877.833753148616
2018-11-0113131.369889556288
2018-12-0111336.17515985274
2019-01-0112087.483045921332
2019-02-0113231.059872117807
2019-03-0112313.505134663827
2019-04-0112772.33094361558
2019-05-0113231.83491571401
2019-06-0113587.96744816896
2019-07-0113046.890137570239
2019-08-0112293.547762061617
2019-09-0113156.461925983338
2019-10-0112622.263127300912
2019-11-0111759.639604727765
2019-12-0112060.550280953305
2020-01-0111899.631854291805
2020-02-0111213.621391203256
2020-03-017314.7645805076545
2020-04-017629.722921914358
2020-05-018287.7349350901
2020-06-019015.694632823095
2020-07-018945.650067816316
2020-08-019541.658593295873
2020-09-018839.372214687079
2020-10-019463.669831428018
2020-11-0111982.7552799845
2020-12-0112632.435574501067
2021-01-0113015.016469676422
2021-02-0114711.393140864175
2021-03-0115490.99011819415
2021-04-0115938.480914551443
2021-05-0116525.2857973261
2021-06-0115584.964154233678
2021-07-0115118.581670218951
2021-08-0115000.096880449528
2021-09-0114896.43479945747
2021-10-0115807.111024995154
2021-11-0114388.975004844022
2021-12-0115277.756248788995
2022-01-0114366.111218756054
2022-02-0114472.485952334819
2022-03-0115596.880449525288
2022-04-0114434.508816120908
2022-05-0113995.155977523737
2022-06-0111854.09804301492
2022-07-0112698.023638829685
2022-08-0112322.805657818251
2022-09-0111653.458632048056
2022-10-0112921.236194535946
2022-11-0113723.890718852937
2022-12-0113018.213524510755
2023-01-0114340.34101918233
2023-02-0113407.576051152879
2023-03-0112401.76322418136
2023-04-0113107.440418523543
2023-05-0112431.118000387522
2023-06-0113270.4902150746
2023-07-0114672.25343925596
2023-08-0113698.604921526836
2023-09-0113723.793838403411
2023-10-0113262.158496415424
2023-11-0114070.52896725441
2023-12-0115350.41658593296
2024-01-0115402.732028676613
2024-02-0116247.23890718853
2024-03-0116795.7760124007
2024-04-0115759.639604727767
2024-05-0116899.631854291805
2024-06-0116863.786087967448
2024-07-0117051.927920945553
2024-08-0118288.509978686307
2024-09-0118826.099593102113
2024-10-0118252.664212361946
2024-11-0118863.2048052703
2024-12-0116177.581863979849
2025-01-0117318.058515791512
2025-02-0117152.4898275528
2025-03-0116784.634760705292
2025-04-0117621.584964154237
2025-05-0117813.408254214304
2025-06-0118116.35341987987
2025-07-0118636.89207517923
2025-08-0120889.653167990702
2025-09-0120832.881224568882
2025-10-0122754.311180003875
2025-11-0122166.246851385393
2025-12-0123464.44487502422
2026-01-0124762.642898663053
2026-02-0127620.616159658985
2026-03-0124549.505909707423
2026-04-0126215.849641542336
Annual Return Matrix
YearAnnual Return
20170.08011616881807937
2018-0.19120228928487493
20190.06389942911838098
20200.047417844146872445
20210.2094070188355115
2022-0.1478975503655745
20230.17914924018039202
20240.053885526390528016
20250.4504296793125131
20260.11725846407927332
Total Factor Risk
0.2871255621298344
VTI.US Exposure
0.084735251392231
VEA.US Exposure
0.27157262753725114
VWO.US Exposure
-0.05386770816652661
QQQ.US Exposure
-0.027264602543325862
VTV.US Exposure
0.1286967119677518
IJR.US Exposure
0.040074319690925536
QUAL.US Exposure
-0.051345600101850374
SHV.US Exposure
0.45822527187630036
TLT.US Exposure
0.04469347436523591
LQD.US Exposure
-0.0244968042451581
HYG.US Exposure
-0.026566038582188208
GLD.US Exposure
0.02009783469167903
USO.US Exposure
-0.00211214197693044
VNQ.US Exposure
-0.011787437362483975
BTC-USD.CC Exposure
0.025128512710523757
CPER.US Exposure
-0.0023437557501320835
VIX.INDX Exposure
0.022268696664870823
UUP.US Exposure
-0.012709160352558094
TIP.US Exposure
0.0007133382286406563
Idiosyncratic Exposure
0.11628720995574375
Value Score
42.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
78.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.7%

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 →18.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.55%
Market Cap$76.4B
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 →
+0.8%
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 →
+15.3%
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 →
6.8% 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 ANZ Group Holdings Limited a high-risk investment?

ANZ Group Holdings Limited (ANZGY.US) has an annualized volatility of 28.7% 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 ANZGY.US?

Over the past 10 years, ANZGY.US has generated a Compound Annual Growth Rate (CAGR) of 9.6%. It has had a positive return in 80% 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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