AJG·Arthur J. Gallagher & Co.

Realized volatility (21d)

23.1% 76th pct

Below its peak

-33.4%

vs 200-day average

+0.2%

Up days (1y)

47%

Arthur J. Gallagher & Co. is currently running 23.1% annualised volatility over the last 21 sessions. Measured against AJG's own 13 years of daily returns rather than a market-wide average, that is the 76th percentile — elevated for this stock, against a typical reading of 16.8%. 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.

AJG is trading -33.4% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -12.3%, and the deepest was -37.5% in 2020. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits +0.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 19th percentile — a narrower gap than it typically runs. Over the past year AJG closed higher on 47% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, AJG finished the month higher 8 of 13 times, with a median return of +3.7% and an average of +1.2%. Its strongest month historically has been November at +3.6% on average, its weakest December 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: AJG has opened more than 2% away from the prior close in 65 of 3,266 sessions (2.0% of the time), with the largest gaps running +5.0% and -16.6%. 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, AJG moved an average of 1.0% in the session after earnings, closing higher 0 of those 3 times, with a median move of -0.2% and a largest of -2.7%.

All figures computed from 3,267 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against AJG's own 13-year history, not a peer group or index.