BN·Brookfield Corporation

Realized volatility (21d)

16.0% 23rd pct

Below its peak

-25.4%

vs 200-day average

-15.1%

Up days (1y)

47%

Brookfield Corporation is currently running 16.0% annualised volatility over the last 21 sessions. Measured against BN's own 13 years of daily returns rather than a market-wide average, that is the 23rd percentile — unusually subdued by its own history, against a typical reading of 24.3%. 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.

BN is trading -25.4% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -14.9%, and the deepest was -48.2% 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 -15.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 4th percentile — a narrower gap than it typically runs. Over the past year BN closed higher on 47% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, BN finished the month higher 8 of 14 times, with a median return of +0.4% and an average of +0.8%. Its strongest month historically has been November at +6.7% on average, its weakest March at -1.7%. 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: BN has opened more than 2% away from the prior close in 166 of 3,268 sessions (5.1% of the time), with the largest gaps running +14.9% and -8.8%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

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