CAT·Caterpillar Inc.

Realized volatility (21d)

30.5% 67th pct

Below its peak

-26.8%

vs 200-day average

-3.7%

Up days (1y)

55%

Caterpillar Inc. is currently running 30.5% annualised volatility over the last 21 sessions. Measured against CAT's own 13 years of daily returns rather than a market-wide average, that is the 67th percentile — a little above its own norm, against a typical reading of 26.0%. 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.

CAT is trading -26.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -22.6%, and the deepest was -39.5% 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 -3.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 27th percentile — a narrower gap than it typically runs. Over the past year CAT closed higher on 55% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, CAT finished the month higher 8 of 14 times, with a median return of +4.1% and an average of +2.8%. Its strongest month historically has been November at +4.2% on average, its weakest January at +0.2%. 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: CAT has opened more than 2% away from the prior close in 58 of 3,268 sessions (1.8% of the time), with the largest gaps running +8.5% and -5.7%. 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, CAT moved an average of 0.6% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.5% and a largest of -1.2%.

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