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ANZGY vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ANZGY vs. VOO

Last updated Jun 5, 2026

ANZGY (ANZ Group Holdings Limited) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, ANZGY returned 23.91%/yr vs 22.68%/yr for VOO. At a 0.47 correlation, their price movements are largely independent.

Performance

ANZGY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ANZ Group Holdings Limited (ANZGY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ANZGY achieves a 4.09% return, which is significantly lower than VOO's 11.34% return.

ANZGY

1D
0.20%
1M
-2.96%
YTD
4.09%
6M
7.65%
1Y
33.81%
3Y*
23.91%
5Y*
—
10Y*
—

VOO

1D
0.39%
1M
4.62%
YTD
11.34%
6M
11.27%
1Y
28.62%
3Y*
22.68%
5Y*
13.98%
10Y*
15.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANZGY vs. VOO - Yearly Performance Comparison

2026 (YTD)202520242023
ANZGY
ANZ Group Holdings Limited		4.09%44.80%5.39%18.29%
VOO
Vanguard S&P 500 ETF		11.34%17.82%24.98%26.81%

Correlation

The correlation between ANZGY and VOO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2023

0.47

The correlation between ANZGY and VOO shifts across timeframes, from 0.38 (1 year) to 0.48 (3 years), reflecting how their relationship changes across market environments.

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ANZ Group Holdings Limited

Vanguard S&P 500 ETF

Often compared with ANZGY:
ANZGY vs. AMATANZGY vs. CATANZGY vs. AEMANZGY vs. APLDANZGY vs. BLKANZGY vs. BRK-BANZGY vs. CI
Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. IVV

Return for Risk

ANZGY vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ANZGY
ANZGY Risk / Return Rank: 7777
Overall Rank
ANZGY Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ANZGY Sortino Ratio Rank: 7575
Sortino Ratio Rank
ANZGY Omega Ratio Rank: 7474
Omega Ratio Rank
ANZGY Calmar Ratio Rank: 7676
Calmar Ratio Rank
ANZGY Martin Ratio Rank: 7878
Martin Ratio Rank
VOO
VOO Risk / Return Rank: 7474
Overall Rank
VOO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7575
Sortino Ratio Rank
VOO Omega Ratio Rank: 7575
Omega Ratio Rank
VOO Calmar Ratio Rank: 6666
Calmar Ratio Rank
VOO Martin Ratio Rank: 7878
Martin Ratio Rank
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ANZ Group Holdings Limited (ANZGY) and Vanguard S&P 500 ETF (VOO). 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.

ANZGYVOODifference
Sharpe ratioReturn per unit of total volatility
1.43
2.44

-1.01

Sortino ratioReturn per unit of downside risk
2.00
3.31

-1.31

Omega ratioGain probability vs. loss probability

1.26

1.44

-0.18

Calmar ratioReturn relative to maximum drawdown

2.23

3.23

-1.00

Martin ratioReturn relative to average drawdown

5.91

15.03

-9.12

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. VOO - Sharpe Ratio Comparison

The current ANZGY Sharpe Ratio is 1.43, which is lower than the VOO Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of ANZGY and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ANZGYVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.44

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.84

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.87

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.89

-0.02

Drawdowns

ANZGY vs. VOO - Drawdown Comparison

The maximum ANZGY drawdown since its inception was -25.20%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ANZGY and VOO.

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Drawdown Indicators

ANZGYVOODifference

Max Drawdown

Largest peak-to-trough decline

-25.20%

-33.99%

+8.79%

Max Drawdown (1Y)

Largest decline over 1 year

-15.25%

-8.90%

-6.35%

Max Drawdown (3Y)

Largest decline over 3 years

-25.20%

-18.69%

-6.51%

Max Drawdown (5Y)

Largest decline over 5 years

—

-24.52%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.99%

—

Current Drawdown

Current decline from peak

-13.18%

-0.32%

-12.86%

Average Drawdown

Average peak-to-trough decline

-5.93%

-3.69%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.74%

1.91%

+3.83%

Volatility

ANZGY vs. VOO - Volatility Comparison

ANZ Group Holdings Limited (ANZGY) has a higher volatility of 7.31% compared to Vanguard S&P 500 ETF (VOO) at 2.78%. This indicates that ANZGY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ANZGYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

2.78%

+4.53%

Volatility (6M)

Calculated over the trailing 6-month period

18.74%

8.90%

+9.84%

Volatility (1Y)

Calculated over the trailing 1-year period

23.77%

11.80%

+11.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.45%

16.81%

+6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.45%

18.00%

+5.45%

Dividends

ANZGY vs. VOO - Dividend Comparison

ANZGY's dividend yield for the trailing twelve months is around 4.62%, more than VOO's 1.02% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF		1.02%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions

ANZGY and VOO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ANZGY has higher volatility (7.31%) compared to VOO (2.78%). In terms of maximum drawdown, ANZGY dropped -25.20% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.44 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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