CLX·The Clorox Company

Realized volatility (21d)

27.7% 80th pct

Below its peak

-65.6%

vs 200-day average

-19.1%

Up days (1y)

44%

The Clorox Company is currently running 27.7% annualised volatility over the last 21 sessions. Measured against CLX's own 13 years of daily returns rather than a market-wide average, that is the 80th percentile — elevated for this stock, against a typical reading of 19.3%. 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.

CLX is trading -65.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -19.9%, and the deepest was -40.1% 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 -19.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 2nd percentile — a narrower gap than it typically runs. Over the past year CLX closed higher on 44% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, CLX finished the month higher 4 of 13 times, with a median return of -1.6% and an average of -0.1%. Its strongest month historically has been June at +2.0% on average, its weakest September at -3.4%. 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: CLX has opened more than 2% away from the prior close in 52 of 3,267 sessions (1.6% of the time), with the largest gaps running +5.9% and -5.0%. 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, CLX moved an average of 4.4% in the session after earnings, closing higher 2 of those 3 times, with a median move of +5.0% and a largest of +5.8%.

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