ANZ.AX vs. MQG.AX
Compare and contrast key facts about ANZ Group Holdings Limited (ANZ.AX) and Macquarie Group Limited (MQG.AX).
Performance
ANZ.AX vs. MQG.AX - Performance Comparison
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ANZ.AX vs. MQG.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANZ.AX ANZ Group Holdings Limited | 0.08% | 33.91% | 16.31% | 17.72% | -8.23% | 27.41% | -4.99% | 6.71% | -9.96% | -5.26% |
MQG.AX Macquarie Group Limited | 2.62% | -5.28% | 24.58% | 14.62% | -15.65% | 53.59% | 3.19% | 33.06% | 14.21% | 20.44% |
Returns By Period
In the year-to-date period, ANZ.AX achieves a 0.08% return, which is significantly lower than MQG.AX's 2.62% return. Over the past 10 years, ANZ.AX has underperformed MQG.AX with an annualized return of 9.48%, while MQG.AX has yielded a comparatively higher 17.19% annualized return.
ANZ.AX
- 1D
- 1.11%
- 1M
- -7.53%
- YTD
- 0.08%
- 6M
- 11.67%
- 1Y
- 29.75%
- 3Y*
- 23.71%
- 5Y*
- 11.52%
- 10Y*
- 9.48%
MQG.AX
- 1D
- 3.27%
- 1M
- 4.34%
- YTD
- 2.62%
- 6M
- -3.74%
- 1Y
- 9.34%
- 3Y*
- 9.67%
- 5Y*
- 10.36%
- 10Y*
- 17.19%
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Return for Risk
ANZ.AX vs. MQG.AX — Risk / Return Rank
ANZ.AX
MQG.AX
ANZ.AX vs. MQG.AX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ANZ Group Holdings Limited (ANZ.AX) and Macquarie Group Limited (MQG.AX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ANZ.AX | MQG.AX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.34 | +1.03 |
Sortino ratioReturn per unit of downside risk | 1.99 | 0.65 | +1.34 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.09 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | 0.59 | +1.78 |
Martin ratioReturn relative to average drawdown | 6.55 | 1.30 | +5.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ANZ.AX | MQG.AX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 0.34 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.44 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.67 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.01 | +0.36 |
Correlation
The correlation between ANZ.AX and MQG.AX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ANZ.AX vs. MQG.AX - Dividend Comparison
ANZ.AX's dividend yield for the trailing twelve months is around 4.56%, more than MQG.AX's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANZ.AX ANZ Group Holdings Limited | 4.56% | 4.57% | 5.82% | 6.75% | 6.17% | 5.14% | 2.54% | 6.23% | 6.27% | 0.29% | 0.01% | 0.01% |
MQG.AX Macquarie Group Limited | 3.21% | 3.30% | 2.91% | 3.84% | 3.89% | 2.96% | 2.27% | 4.43% | 4.92% | 4.87% | 4.94% | 4.35% |
Drawdowns
ANZ.AX vs. MQG.AX - Drawdown Comparison
The maximum ANZ.AX drawdown since its inception was -62.31%, smaller than the maximum MQG.AX drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for ANZ.AX and MQG.AX.
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Drawdown Indicators
| ANZ.AX | MQG.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.31% | -99.57% | +37.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -15.94% | +3.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.44% | -29.06% | +4.62% |
Max Drawdown (10Y)Largest decline over 10 years | -51.89% | -52.55% | +0.66% |
Current DrawdownCurrent decline from peak | -11.05% | -10.60% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -15.20% | -17.52% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.42% | 7.20% | -2.78% |
Volatility
ANZ.AX vs. MQG.AX - Volatility Comparison
The current volatility for ANZ Group Holdings Limited (ANZ.AX) is 6.40%, while Macquarie Group Limited (MQG.AX) has a volatility of 9.29%. This indicates that ANZ.AX experiences smaller price fluctuations and is considered to be less risky than MQG.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANZ.AX | MQG.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 9.29% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 16.10% | 19.02% | -2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.63% | 27.10% | -5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 23.37% | -4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.98% | 25.36% | -2.38% |
Financials
ANZ.AX vs. MQG.AX - Financials Comparison
This section allows you to compare key financial metrics between ANZ Group Holdings Limited and Macquarie Group Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities