ANZGY vs. VO
ANZGY (ANZ Group Holdings Limited) is a stock, while VO (Vanguard Mid-Cap ETF) is Mid Cap Blend Equities fund tracking the CRSP US Mid Cap Index. Over the past 3 years, ANZGY returned 23.39%/yr vs 16.43%/yr for VO. At a 0.49 correlation, their price movements are largely independent.
Performance
ANZGY vs. VO - Performance Comparison
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Returns By Period
In the year-to-date period, ANZGY achieves a 1.86% return, which is significantly lower than VO's 11.52% return.
ANZGY
- 1D
- -1.51%
- 1M
- -6.11%
- YTD
- 1.86%
- 6M
- 0.81%
- 1Y
- 33.67%
- 3Y*
- 23.39%
- 5Y*
- —
- 10Y*
- —
VO
- 1D
- 0.61%
- 1M
- 2.61%
- YTD
- 11.52%
- 6M
- 9.97%
- 1Y
- 18.69%
- 3Y*
- 16.43%
- 5Y*
- 7.81%
- 10Y*
- 12.36%
ANZGY vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ANZGY ANZ Group Holdings Limited | 1.86% | 44.80% | 5.39% | 18.29% |
VO Vanguard Mid-Cap ETF | 11.52% | 11.62% | 15.31% | 16.03% |
Correlation
The correlation between ANZGY and VO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2023 | 0.49 |
The correlation between ANZGY and VO shifts across timeframes, from 0.37 (1 year) to 0.50 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
ANZGY vs. VO — Risk / Return Rank
ANZGY
VO
ANZGY vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ANZ Group Holdings Limited (ANZGY) and Vanguard Mid-Cap ETF (VO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ANZGY | VO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.30 | -0.27 |
| Martin ratioReturn relative to average drawdown | 5.08 | 8.66 | -3.58 |
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Drawdowns
ANZGY vs. VO - Drawdown Comparison
The maximum ANZGY drawdown since its inception was -25.20%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for ANZGY and VO.
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Drawdown Indicators
| ANZGY | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.20% | -58.87% | +33.67% |
Max Drawdown (1Y)Largest decline over 1 year | -16.71% | -8.17% | -8.54% |
Max Drawdown (3Y)Largest decline over 3 years | -25.20% | -19.02% | -6.18% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.57% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.37% | — |
Current DrawdownCurrent decline from peak | -15.05% | -0.25% | -14.80% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -7.84% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.64% | 2.16% | +4.48% |
Volatility
ANZGY vs. VO - Volatility Comparison
ANZ Group Holdings Limited (ANZGY) has a higher volatility of 6.22% compared to Vanguard Mid-Cap ETF (VO) at 4.41%. This indicates that ANZGY's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANZGY | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 4.41% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 19.18% | 9.83% | +9.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.70% | 12.76% | +10.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.44% | 17.66% | +5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.44% | 18.92% | +4.52% |
Dividends
ANZGY vs. VO - Dividend Comparison
ANZGY's dividend yield for the trailing twelve months is around 4.72%, more than VO's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANZGY ANZ Group Holdings Limited | 4.72% | 4.36% | 6.22% | 6.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VO Vanguard Mid-Cap ETF | 1.34% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Frequently Asked Questions
ANZGY and VO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ANZGY has higher volatility (6.22%) compared to VO (4.41%). In terms of maximum drawdown, ANZGY dropped -25.20% vs VO's -58.87%.
VO currently has the higher Sharpe Ratio (1.47 vs 1.43), 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.
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