BMY·Bristol-Myers Squibb Company

Realized volatility (21d)

21.8% 51st pct

Below its peak

-29.2%

vs 200-day average

-3.7%

Up days (1y)

50%

Bristol-Myers Squibb Company is currently running 21.8% annualised volatility over the last 21 sessions. Measured against BMY's own 13 years of daily returns rather than a market-wide average, that is the 51st percentile — close to its own typical level, against a typical reading of 21.6%. 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.

BMY is trading -29.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -24.7%, and the deepest was -36.3% in 2016. 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 -3.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 36th percentile — close to the gap it normally carries. Over the past year BMY closed higher on 50% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, BMY finished the month higher 6 of 14 times, with a median return of -2.0% and an average of +0.6%. Its strongest month historically has been February at +3.4% on average, its weakest April at -2.5%. 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: BMY has opened more than 2% away from the prior close in 44 of 3,268 sessions (1.3% of the time), with the largest gaps running +6.8% and -5.0%. 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, BMY moved an average of 2.4% in the session after earnings, closing higher 2 of those 3 times, with a median move of +0.7% and a largest of +3.8%.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against BMY's own 13-year history, not a peer group or index.