AZO·AutoZone, Inc.

Realized volatility (21d)

24.2% 70th pct

Below its peak

-33.6%

vs 200-day average

-11.8%

Up days (1y)

48%

AutoZone, Inc. is currently running 24.2% annualised volatility over the last 21 sessions. Measured against AZO's own 13 years of daily returns rather than a market-wide average, that is the 70th percentile — a little above its own norm, against a typical reading of 20.0%. 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.

AZO is trading -33.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -15.6%, and the deepest was -39.2% 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 -11.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 6th percentile — a narrower gap than it typically runs. Over the past year AZO closed higher on 48% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 13 years of records, AZO finished the month higher 6 of 13 times, with a median return of -1.4% and an average of +1.0%. Its strongest month historically has been November at +5.4% on average, its weakest May at -2.4%. 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: AZO has opened more than 2% away from the prior close in 84 of 3,267 sessions (2.6% of the time), with the largest gaps running +6.7% and -10.1%. 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, AZO moved an average of 1.6% in the session after earnings, closing higher 1 of those 3 times, with a median move of -1.2% and a largest of +2.0%.

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