BNY·The Bank of New York Mellon Corporation

Realized volatility (21d)

15.8% 20th pct

Below its peak

-13.2%

vs 200-day average

+5.0%

Up days (1y)

54%

The Bank of New York Mellon Corporation is currently running 15.8% annualised volatility over the last 21 sessions. Measured against BNY's own 13 years of daily returns rather than a market-wide average, that is the 20th percentile — unusually subdued by its own history, 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.

BNY is trading -13.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -18.4%, and the deepest was -46.6% 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 +5.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 47th percentile — close to the gap it normally carries. Over the past year BNY closed higher on 54% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, BNY finished the month higher 11 of 13 times, with a median return of +5.5% and an average of +3.3%. Its strongest month historically has been November at +5.8% on average, its weakest March at -2.0%. 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: BNY has opened more than 2% away from the prior close in 135 of 3,267 sessions (4.1% of the time), with the largest gaps running +5.9% and -8.7%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against BNY's own 13-year history, not a peer group or index.