CORT·Corcept Therapeutics Incorporated

Realized volatility (21d)

36.0% 21st pct

Below its peak

-2.3%

vs 200-day average

+71.1%

Up days (1y)

53%

Corcept Therapeutics Incorporated is currently running 36.0% annualised volatility over the last 21 sessions. Measured against CORT's own 13 years of daily returns rather than a market-wide average, that is the 21st percentile — unusually subdued by its own history, against a typical reading of 49.1%. 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.

CORT is trading -2.3% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -39.3%, and the deepest was -62.5% in 2025. 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 +71.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 97th percentile — a wider gap than this stock usually carries. Over the past year CORT closed higher on 53% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, CORT finished the month higher 7 of 13 times, with a median return of +0.6% and an average of +1.1%. Its strongest month historically has been March at +10.1% on average, its weakest December at -6.1%. 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: CORT has opened more than 2% away from the prior close in 346 of 3,264 sessions (10.6% of the time), with the largest gaps running +17.2% and -32.1%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,266 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against CORT's own 13-year history, not a peer group or index.