CHD·Church & Dwight Co., Inc.

Realized volatility (21d)

19.9% 61st pct

Below its peak

-17.6%

vs 200-day average

-0.7%

Up days (1y)

49%

Church & Dwight Co., Inc. is currently running 19.9% annualised volatility over the last 21 sessions. Measured against CHD's own 13 years of daily returns rather than a market-wide average, that is the 61st percentile — a little above its own norm, against a typical reading of 17.8%. 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.

CHD is trading -17.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -15.6%, and the deepest was -32.7% in 2022. 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 -0.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 29th percentile — a narrower gap than it typically runs. Over the past year CHD closed higher on 49% of sessions, and it is currently 2 sessions into a falling streak.

On September specifically: over 13 years of records, CHD finished the month higher 2 of 13 times, with a median return of -3.5% and an average of -3.5%. Its strongest month historically has been January at +2.3% on average, its weakest September at -3.5%. 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: CHD has opened more than 2% away from the prior close in 64 of 3,267 sessions (2.0% of the time), with the largest gaps running +6.3% and -9.1%. 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, CHD moved an average of 1.9% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.1% and a largest of -3.3%.

All figures computed from 3,268 daily closes between 2013-09-20 and 2026-09-18, split-adjusted, recomputed daily. Percentiles are against CHD's own 13-year history, not a peer group or index.