ANZGY vs. VB

Last updated Jun 4, 2026

ANZGY (ANZ Group Holdings Limited) is a stock, while VB (Vanguard Small-Cap ETF) is Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. Over the past 3 years, ANZGY returned 24.15%/yr vs 17.05%/yr for VB. At a 0.48 correlation, their price movements are largely independent.

Performance

ANZGY vs. VB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ANZ Group Holdings Limited (ANZGY) and Vanguard Small-Cap ETF (VB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ANZGY achieves a 3.88% return, which is significantly lower than VB's 14.16% return.

ANZGY

• 1D: 0.08%
• 1M: -2.93%
• YTD: 3.88%
• 6M: 8.64%
• 1Y: 34.69%
• 3Y*: 24.15%
• 5Y*: —
• 10Y*: —

VB

• 1D: -0.65%
• 1M: 3.52%
• YTD: 14.16%
• 6M: 14.12%
• 1Y: 28.82%
• 3Y*: 17.05%
• 5Y*: 7.11%
• 10Y*: 11.30%

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

ANZGY vs. VB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ANZGY ANZ Group Holdings Limited	3.88%	44.80%	5.39%	18.29%
VB Vanguard Small-Cap ETF	14.16%	8.87%	14.17%	18.90%

Correlation

The correlation between ANZGY and VB is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (All Time) Calculated using the full available price history since Jan 4, 2023	0.48

The correlation between ANZGY and VB shifts across timeframes, from 0.39 (1 year) to 0.49 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

ANZGY vs. VB — Risk / Return Rank

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

ANZGY

ANZGY Risk / Return Rank: 78
ANZGY Sharpe Ratio Rank: 81
ANZGY Sortino Ratio Rank: 76
ANZGY Omega Ratio Rank: 75
ANZGY Calmar Ratio Rank: 77
ANZGY Martin Ratio Rank: 79

VB

VB Risk / Return Rank: 56
VB Sharpe Ratio Rank: 51
VB Sortino Ratio Rank: 51
VB Omega Ratio Rank: 48
VB Calmar Ratio Rank: 64
VB Martin Ratio Rank: 64

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.

ANZGY vs. VB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ANZ Group Holdings Limited (ANZGY) and Vanguard Small-Cap ETF (VB). 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.

	ANZGY	VB	Difference
Sharpe ratio: Return per unit of total volatility	1.47	1.78	-0.32
Sortino ratio: Return per unit of downside risk	2.04	2.56	-0.52
Omega ratio: Gain probability vs. loss probability	1.26	1.31	-0.05
Calmar ratio: Return relative to maximum drawdown	2.28	3.22	-0.94
Martin ratio: Return relative to average drawdown	6.13	11.87	-5.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ANZGY vs. VB - Sharpe Ratio Comparison

The current ANZGY Sharpe Ratio is 1.47, which is comparable to the VB Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of ANZGY and VB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ANZGY	VB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.47	1.78	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.34	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.44	+0.43

Drawdowns

ANZGY vs. VB - Drawdown Comparison

The maximum ANZGY drawdown since its inception was -25.20%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for ANZGY and VB.

Drawdown Indicators

	ANZGY	VB	Difference
Max Drawdown Largest peak-to-trough decline	-25.20%	-59.56%	+34.36%
Max Drawdown (1Y) Largest decline over 1 year	-15.25%	-8.98%	-6.27%
Max Drawdown (3Y) Largest decline over 3 years	-25.20%	-25.36%	+0.16%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.05%	—
Current Drawdown Current decline from peak	-13.36%	-0.65%	-12.71%
Average Drawdown Average peak-to-trough decline	-5.93%	-8.44%	+2.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.68%	2.43%	+3.25%

Volatility

ANZGY vs. VB - Volatility Comparison

ANZ Group Holdings Limited (ANZGY) has a higher volatility of 7.32% compared to Vanguard Small-Cap ETF (VB) at 4.42%. This indicates that ANZGY's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ANZGY	VB	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.32%	4.42%	+2.90%
Volatility (6M) Calculated over the trailing 6-month period	18.75%	11.72%	+7.03%
Volatility (1Y) Calculated over the trailing 1-year period	23.77%	16.28%	+7.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.47%	20.74%	+2.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.47%	21.42%	+2.05%

Dividends

ANZGY vs. VB - Dividend Comparison

ANZGY's dividend yield for the trailing twelve months is around 4.62%, more than VB's 1.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ANZGY ANZ Group Holdings Limited	4.62%	4.36%	6.22%	6.51%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VB Vanguard Small-Cap ETF	1.19%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%

Frequently Asked Questions

Can I hold both ANZGY and VB in my portfolio?

ANZGY and VB have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ANZGY or VB?

ANZGY has higher volatility (7.32%) compared to VB (4.42%). In terms of maximum drawdown, ANZGY dropped -25.20% vs VB's -59.56%.

Which has better risk-adjusted returns?

VB currently has the higher Sharpe Ratio (1.78 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.