COST·Costco Wholesale Corporation

Realized volatility (21d)

14.8% 32nd pct

Below its peak

-15.6%

vs 200-day average

-3.9%

Up days (1y)

49%

Costco Wholesale Corporation is currently running 14.8% annualised volatility over the last 21 sessions. Measured against COST's own 13 years of daily returns rather than a market-wide average, that is the 32nd percentile — on the quiet side for this stock, against a typical reading of 17.1%. 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.

COST is trading -15.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -15.5%, and the deepest was -31.3% 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 -3.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 9th percentile — a narrower gap than it typically runs. Over the past year COST closed higher on 49% of sessions, and it is currently 3 sessions into a rising streak.

On October specifically: over 13 years of records, COST finished the month higher 6 of 13 times, with a median return of -0.3% and an average of +2.1%. Its strongest month historically has been November at +5.3% on average, its weakest December at -1.2%. 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: COST has opened more than 2% away from the prior close in 27 of 3,267 sessions (0.8% of the time), with the largest gaps running +3.9% and -5.9%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

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