COP·ConocoPhillips

Realized volatility (21d)

37.1% 78th pct

Below its peak

-10.8%

vs 200-day average

+12.5%

Up days (1y)

55%

ConocoPhillips is currently running 37.1% annualised volatility over the last 21 sessions. Measured against COP's own 13 years of daily returns rather than a market-wide average, that is the 78th percentile — elevated for this stock, against a typical reading of 29.1%.

COP is trading -10.8% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -28.6%, and the deepest was -65.3% 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 +12.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 74th percentile — a somewhat wider gap than its own norm. Over the past year COP closed higher on 55% of sessions, and it is currently 1 session into a rising streak.

On November specifically: over 13 years of records, COP finished the month higher 5 of 13 times, with a median return of -1.5% and an average of +1.8%. Its strongest month historically has been April at +2.9% on average, its weakest June at -1.2%.

Overnight risk is measurable too: COP has opened more than 2% away from the prior close in 126 of 3,268 sessions (3.9% of the time), with the largest gaps running +8.5% and -9.0%.

Across the last 3 dated reports on file, COP moved an average of 2.1% in the session after earnings, closing higher 2 of those 3 times, with a median move of +0.6% and a largest of +3.5%.

All figures computed from 3,269 daily closes between 2013-11-06 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against COP's own 13-year history, not a peer group or index.