ADI·Analog Devices, Inc.

Realized volatility (21d)

24.7% 44th pct

Below its peak

-6.7%

vs 200-day average

+14.0%

Up days (1y)

55%

Analog Devices, Inc. is currently running 24.7% annualised volatility over the last 21 sessions. Measured against ADI's own 13 years of daily returns rather than a market-wide average, that is the 44th percentile — close to its own typical level, against a typical reading of 26.3%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

ADI is trading -6.7% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -22.6%, and the deepest was -34.1% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +14.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 78th percentile — a somewhat wider gap than its own norm. Over the past year ADI closed higher on 55% of sessions, and it is currently 4 sessions into a rising streak.

On October specifically: over 14 years of records, ADI finished the month higher 7 of 14 times, with a median return of -0.1% and an average of +0.3%. Its strongest month historically has been November at +7.2% on average, its weakest March at -1.2%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: ADI has opened more than 2% away from the prior close in 146 of 3,267 sessions (4.5% of the time), with the largest gaps running +5.7% and -6.8%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, ADI moved an average of 1.7% in the session after earnings, closing higher 0 of those 3 times, with a median move of -1.8% and a largest of -2.7%.

All figures computed from 3,268 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against ADI's own 13-year history, not a peer group or index.