CEG·Constellation Energy Corporation

Realized volatility (21d)

51.5% 72nd pct

Below its peak

-31.7%

vs 200-day average

-3.5%

Up days (1y)

47%

Constellation Energy Corporation is currently running 51.5% annualised volatility over the last 21 sessions. Measured against CEG's own 5 years of daily returns rather than a market-wide average, that is the 72nd percentile — a little above its own norm, against a typical reading of 44.3%. 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.

CEG is trading -31.7% below its running peak. Across 4 full years on file, its median worst-drawdown-in-a-year was -24.1%, and the deepest was -51.2% in 2025. 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 -3.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 24th percentile — a narrower gap than it typically runs. Over the past year CEG closed higher on 47% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 5 years of records, CEG finished the month higher 4 of 5 times, with a median return of +7.4% and an average of +6.6%. Its strongest month historically has been May at +10.9% on average, its weakest June at -2.6%. 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: CEG has opened more than 2% away from the prior close in 65 of 1,190 sessions (5.5% of the time), with the largest gaps running +11.1% 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, CEG moved an average of 3.1% in the session after earnings, closing higher 2 of those 3 times, with a median move of +2.8% and a largest of +4.2%.

All figures computed from 1,191 daily closes between 2022-01-19 and 2026-10-15, split-adjusted, recomputed daily. Percentiles are against CEG's own 5-year history, not a peer group or index.