Australian Stock & Housing Market History

Stock Market & Sydney/Melbourne Index - Nominal

Historical return of the Australian stock market and Sydney/Melbourne housing markets from 1882 to 2018/2019. Chart shows the cumulative return of the stock market accumulation index, stock market price index,  Australian government bonds, and Sydney/Melbourne house price index if $100 dollars was invested in 1882  (source Brailsford et al., S&P Down Jones Indices, ABS, RBA, Stapledon, N. D. (2012) – updated by author as of 2018).

Stock Market & Sydney/Melbourne Index - Inflation adjusted

Historical return of the Australian stock market and Sydney/Melbourne housing markets from 1882 to 2018/2019. Chart shows the cumulative return of the stock market accumulation index, stock market price index,  Australian government bonds, and Sydney/Melbourne house price index if $100 dollars was invested in 1882  (source Brailsford et al., S&P Down Jones Indices, ABS, RBA, Stapledon, N. D. (2012) – updated by author as of 2018). Data adjusted for inflation using inflation values from Brailsford et al. and Stapledon, N. D. (2012) – updated by author as of 2018).

Summary 1882-2018 - Nominal Returns

 Accumulation IndexStock Price Index10 Yr Gov BondsSydneyMelbourne
Mean11.49%6.41%5.5%5.87%6.04%
Maximum63.7%56.6%15%95.5%159.6%
Minimum-43.3%-45.8%2.3%-30.5%-18.4%
Std. Dev.16.3%15.7%2.9%12.75%16.01%
CAGR10.26%5.21%5.46%5.19%5.21%

Table shows summary statistics of the Australian Stock Market Accumulation Index, Price Index, 10 Year Australian Government Bond returns, Sydney and Melbourne median house price index (1882-2018). Statistics include the arithmetic average (i.e. mean), maximum, minimum, standard deviation (Std. Dev.), and geometric average (i.e. CAGR).

Summary 1882-2018 - Real Return

 Accumulation IndexStock Price Index10 Yr Gov BondsSydneyMelbourne
Mean8.3%3.35%2.41%2.46%2.58%
Maximum50.7%44.2%21.2%78.8%137.4%
Minimum-45.3%-47.7%-17.4%-29%-17.9%
Std. Dev.16.7%16.0%4.8%11.34%13.96%
CAGR6.91%2.01%2.29%1.90%1.92%

Table shows summary statistics of the Australian Stock Market Accumulation Index, Price Index, 10 Year Australian Government Bond returns, Sydney and Melbourne median house price index (1882-2018). Statistics include the arithmetic average (i.e. mean), maximum, minimum, standard deviation (Std. Dev.), and geometric average (i.e. CAGR). Data is in real terms meaning inflation has been taken into account.

Sydney / Melbourne Median House Price - Nominal

Chart shows the Median house prices for Sydney and Melbourne (June quarter) from 1882-2018 (source Stapledon, N. D. (2012) – updated by author as of 2018). Median prices for Sydney and Melbourne have not been adjusted for inflation.  

Sydney / Melbourne Median House Price - 2018 Dollars

Chart shows the Median house prices for Sydney and Melbourne (June quarter) from 1882-2018 (source Stapledon, N. D. (2012) – updated by author as of 2018). Median prices for Sydney and Melbourne have been deflated by the consumer price deflator meaning they represent the value in 2018 dollars.

Stock Market Price Index - Rolling Returns

Australian stock market price index real rolling returns. Chart shows the compound annual growth rate over a rolling 3, 5, 8, 13, and 21 year window (source Brailsford et al., S&P Down Jones Indices, ABS, RBA).

Sydney House Price Index - Rolling Returns

Chart shows the compound annual growth rate of Sydney median house prices over a rolling 3, 5, 8, 13, and 21 year window (source Stapledon, N. D. (2012) – updated by author as of 2018). Data adjusted for inflation. 

Melbourne House Price Index - Rolling Returns

Chart shows the compound annual growth rate of Melbourne median house prices over a rolling 3, 5, 8, 13, and 21 year window (source Stapledon, N. D. (2012) – updated by author as of 2018). Data adjusted for inflation. 

  • Data is compiled using R. Charts created using ggplot2 and published using Plotly.