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WBC.AX vs. ANZ.AX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

WBC.AX vs. ANZ.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Westpac Banking Corporation (WBC.AX) and ANZ Group Holdings Limited (ANZ.AX). The values are adjusted to include any dividend payments, if applicable.

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WBC.AX vs. ANZ.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBC.AX
Westpac Banking Corporation
3.78%24.74%49.36%4.83%15.26%15.75%-18.71%3.24%-14.67%1.94%
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, WBC.AX achieves a 3.78% return, which is significantly higher than ANZ.AX's 0.08% return. Over the past 10 years, WBC.AX has underperformed ANZ.AX with an annualized return of 8.71%, while ANZ.AX has yielded a comparatively higher 9.48% annualized return.


WBC.AX

1D
1.49%
1M
-4.16%
YTD
3.78%
6M
5.43%
1Y
32.54%
3Y*
29.77%
5Y*
16.38%
10Y*
8.71%

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

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Return for Risk

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

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

WBC.AX
WBC.AX Risk / Return Rank: 8282
Overall Rank
WBC.AX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WBC.AX Sortino Ratio Rank: 7878
Sortino Ratio Rank
WBC.AX Omega Ratio Rank: 7575
Omega Ratio Rank
WBC.AX Calmar Ratio Rank: 8787
Calmar Ratio Rank
WBC.AX Martin Ratio Rank: 8787
Martin Ratio Rank

ANZ.AX
ANZ.AX Risk / Return Rank: 7979
Overall Rank
ANZ.AX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ANZ.AX Sortino Ratio Rank: 7777
Sortino Ratio Rank
ANZ.AX Omega Ratio Rank: 7575
Omega Ratio Rank
ANZ.AX Calmar Ratio Rank: 8080
Calmar Ratio Rank
ANZ.AX Martin Ratio Rank: 8181
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.

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

This table presents a comparison of risk-adjusted performance metrics for Westpac Banking Corporation (WBC.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.


WBC.AXANZ.AXDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.37

+0.10

Sortino ratio

Return per unit of downside risk

2.04

1.99

+0.06

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

3.47

2.37

+1.09

Martin ratio

Return relative to average drawdown

9.34

6.55

+2.80

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

The current WBC.AX Sharpe Ratio is 1.47, which is comparable to the ANZ.AX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of WBC.AX and ANZ.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.


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Sharpe Ratios by Period


WBC.AXANZ.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.37

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.62

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.41

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.37

+0.23

Correlation

The correlation between WBC.AX and ANZ.AX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WBC.AX vs. ANZ.AX - Dividend Comparison

WBC.AX's dividend yield for the trailing twelve months is around 3.82%, less than ANZ.AX's 4.56% yield.


TTM20252024202320222021202020192018201720162015
WBC.AX
Westpac Banking Corporation
3.82%3.96%5.14%6.20%5.35%5.53%1.60%7.18%7.51%6.00%5.77%5.55%
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

WBC.AX vs. ANZ.AX - Drawdown Comparison

The maximum WBC.AX drawdown since its inception was -51.74%, smaller than the maximum ANZ.AX drawdown of -62.31%. Use the drawdown chart below to compare losses from any high point for WBC.AX and ANZ.AX.


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Drawdown Indicators


WBC.AXANZ.AXDifference

Max Drawdown

Largest peak-to-trough decline

-51.74%

-62.31%

+10.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-12.20%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-24.44%

-0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-51.74%

-51.89%

+0.15%

Current Drawdown

Current decline from peak

-6.73%

-11.05%

+4.32%

Average Drawdown

Average peak-to-trough decline

-9.84%

-15.20%

+5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

4.42%

-1.08%

Volatility

WBC.AX vs. ANZ.AX - Volatility Comparison

Westpac Banking Corporation (WBC.AX) has a higher volatility of 6.85% compared to ANZ Group Holdings Limited (ANZ.AX) at 6.40%. This indicates that WBC.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


WBC.AXANZ.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

6.40%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.83%

16.10%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

21.63%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.53%

18.69%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.78%

22.98%

-0.20%

Financials

WBC.AX vs. ANZ.AX - Financials Comparison

This section allows you to compare key financial metrics between Westpac Banking Corporation 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in AUD except per share items