ANZ.AX vs. MXT.AX

Last updated Apr 2, 2026

Compare and contrast key facts about ANZ Group Holdings Limited (ANZ.AX) and Metrics Master Income Trust (MXT.AX).

Performance

ANZ.AX vs. MXT.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in ANZ Group Holdings Limited (ANZ.AX) and Metrics Master Income Trust (MXT.AX). The values are adjusted to include any dividend payments, if applicable.

ANZ.AX vs. MXT.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%	-3.26%
MXT.AX Metrics Master Income Trust	-2.57%	1.15%	11.43%	14.81%	-0.33%	6.29%	4.73%	4.28%	7.02%	2.94%

Returns By Period

In the year-to-date period, ANZ.AX achieves a 0.08% return, which is significantly higher than MXT.AX's -2.57% 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%

MXT.AX

• 1D: 1.06%
• 1M: -3.06%
• YTD: -2.57%
• 6M: -0.38%
• 1Y: 3.55%
• 3Y*: 7.64%
• 5Y*: 5.82%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ANZ.AX vs. MXT.AX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANZ.AX

ANZ.AX Risk / Return Rank: 79
ANZ.AX Sharpe Ratio Rank: 81
ANZ.AX Sortino Ratio Rank: 77
ANZ.AX Omega Ratio Rank: 75
ANZ.AX Calmar Ratio Rank: 80
ANZ.AX Martin Ratio Rank: 81

MXT.AX

MXT.AX Risk / Return Rank: 48
MXT.AX Sharpe Ratio Rank: 51
MXT.AX Sortino Ratio Rank: 42
MXT.AX Omega Ratio Rank: 41
MXT.AX Calmar Ratio Rank: 53
MXT.AX Martin Ratio Rank: 55

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANZ.AX vs. MXT.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ANZ Group Holdings Limited (ANZ.AX) and Metrics Master Income Trust (MXT.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	MXT.AX	Difference
Sharpe ratio Return per unit of total volatility	1.37	0.31	+1.06
Sortino ratio Return per unit of downside risk	1.99	0.53	+1.46
Omega ratio Gain probability vs. loss probability	1.25	1.07	+0.19
Calmar ratio Return relative to maximum drawdown	2.37	0.55	+1.83
Martin ratio Return relative to average drawdown	6.55	1.39	+5.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ANZ.AX vs. MXT.AX - Sharpe Ratio Comparison

The current ANZ.AX Sharpe Ratio is 1.37, which is higher than the MXT.AX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ANZ.AX and MXT.AX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ANZ.AX	MXT.AX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.37	0.31	+1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.49	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.31	+0.06

Correlation

The correlation between ANZ.AX and MXT.AX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ANZ.AX vs. MXT.AX - Dividend Comparison

ANZ.AX's dividend yield for the trailing twelve months is around 4.56%, less than MXT.AX's 7.48% 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%
MXT.AX Metrics Master Income Trust	7.48%	7.89%	7.80%	8.79%	5.90%	4.09%	5.29%	4.86%	5.01%	1.05%	0.00%	0.00%

Drawdowns

ANZ.AX vs. MXT.AX - Drawdown Comparison

The maximum ANZ.AX drawdown since its inception was -62.31%, which is greater than MXT.AX's maximum drawdown of -38.61%. Use the drawdown chart below to compare losses from any high point for ANZ.AX and MXT.AX.

Drawdown Indicators

	ANZ.AX	MXT.AX	Difference
Max Drawdown Largest peak-to-trough decline	-62.31%	-38.61%	-23.70%
Max Drawdown (1Y) Largest decline over 1 year	-12.20%	-6.97%	-5.23%
Max Drawdown (5Y) Largest decline over 5 years	-24.44%	-16.19%	-8.25%
Max Drawdown (10Y) Largest decline over 10 years	-51.89%	—	—
Current Drawdown Current decline from peak	-11.05%	-4.92%	-6.13%
Average Drawdown Average peak-to-trough decline	-15.20%	-1.87%	-13.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.42%	2.75%	+1.67%

Volatility

ANZ.AX vs. MXT.AX - Volatility Comparison

ANZ Group Holdings Limited (ANZ.AX) has a higher volatility of 6.40% compared to Metrics Master Income Trust (MXT.AX) at 5.85%. This indicates that ANZ.AX's price experiences larger fluctuations and is considered to be riskier than MXT.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ANZ.AX	MXT.AX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.40%	5.85%	+0.55%
Volatility (6M) Calculated over the trailing 6-month period	16.10%	8.45%	+7.65%
Volatility (1Y) Calculated over the trailing 1-year period	21.63%	11.45%	+10.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.69%	11.79%	+6.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.98%	18.57%	+4.41%

Financials