COST·Costco Wholesale Corporation

Realized volatility (21d)

13.1% 19th pct

Below its peak

-12.5%

vs 200-day average

-0.7%

Up days (1y)

49%

Costco Wholesale Corporation is currently running 13.1% 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 19th percentile — unusually subdued by its own history, 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 -12.5% 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 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 -0.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 21st percentile — a narrower gap than it typically runs. Over the past year COST closed higher on 49% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, COST finished the month higher 7 of 14 times, with a median return of +1.0% and an average of +2.2%. 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 3,268 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 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against COST's own 13-year history, not a peer group or index.