MQG.AX vs. ANZ.AX
Compare and contrast key facts about Macquarie Group Limited (MQG.AX) and ANZ Group Holdings Limited (ANZ.AX).
Performance
MQG.AX vs. ANZ.AX - Performance Comparison
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MQG.AX vs. ANZ.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
In the year-to-date period, MQG.AX achieves a 2.62% return, which is significantly higher than ANZ.AX's 0.08% return. Over the past 10 years, MQG.AX has outperformed ANZ.AX with an annualized return of 17.19%, while ANZ.AX has yielded a comparatively lower 9.48% annualized return.
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%
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%
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Return for Risk
MQG.AX vs. ANZ.AX — Risk / Return Rank
MQG.AX
ANZ.AX
MQG.AX vs. ANZ.AX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Macquarie Group Limited (MQG.AX) and ANZ Group Holdings Limited (ANZ.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.
| MQG.AX | ANZ.AX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 1.37 | -1.03 |
Sortino ratioReturn per unit of downside risk | 0.65 | 1.99 | -1.34 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.25 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 2.37 | -1.78 |
Martin ratioReturn relative to average drawdown | 1.30 | 6.55 | -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
| MQG.AX | ANZ.AX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 1.37 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.62 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.41 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.37 | -0.36 |
Correlation
The correlation between MQG.AX and ANZ.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
MQG.AX vs. ANZ.AX - Dividend Comparison
MQG.AX's dividend yield for the trailing twelve months is around 3.21%, less than ANZ.AX's 4.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
MQG.AX vs. ANZ.AX - Drawdown Comparison
The maximum MQG.AX drawdown since its inception was -99.57%, which is greater than ANZ.AX's maximum drawdown of -62.31%. Use the drawdown chart below to compare losses from any high point for MQG.AX and ANZ.AX.
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Drawdown Indicators
| MQG.AX | ANZ.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.57% | -62.31% | -37.26% |
Max Drawdown (1Y)Largest decline over 1 year | -15.94% | -12.20% | -3.74% |
Max Drawdown (5Y)Largest decline over 5 years | -29.06% | -24.44% | -4.62% |
Max Drawdown (10Y)Largest decline over 10 years | -52.55% | -51.89% | -0.66% |
Current DrawdownCurrent decline from peak | -10.60% | -11.05% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -17.52% | -15.20% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.20% | 4.42% | +2.78% |
Volatility
MQG.AX vs. ANZ.AX - Volatility Comparison
Macquarie Group Limited (MQG.AX) has a higher volatility of 9.29% compared to ANZ Group Holdings Limited (ANZ.AX) at 6.40%. This indicates that MQG.AX's price experiences larger fluctuations and is considered to be riskier than ANZ.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MQG.AX | ANZ.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.29% | 6.40% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 19.02% | 16.10% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.10% | 21.63% | +5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.37% | 18.69% | +4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.36% | 22.98% | +2.38% |
Financials
MQG.AX vs. ANZ.AX - Financials Comparison
This section allows you to compare key financial metrics between Macquarie Group Limited and ANZ Group Holdings 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