DCI·Donaldson Company Inc.

Realized volatility (21d)

15.9% 25th pct

Below its peak

-22.0%

vs 200-day average

-4.6%

Up days (1y)

52%

Donaldson Company Inc. is currently running 15.9% annualised volatility over the last 21 sessions. Measured against DCI's own 13 years of daily returns rather than a market-wide average, that is the 25th percentile — unusually subdued by its own history, against a typical reading of 20.5%. 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.

DCI is trading -22.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -16.9%, and the deepest was -42.8% in 2020. 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 -4.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 24th percentile — a narrower gap than it typically runs. Over the past year DCI closed higher on 52% of sessions, and it is currently 3 sessions into a falling streak.

On October specifically: over 13 years of records, DCI finished the month higher 8 of 13 times, with a median return of +1.6% and an average of +1.7%. Its strongest month historically has been November at +4.2% on average, its weakest March at -2.6%. 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: DCI has opened more than 2% away from the prior close in 102 of 3,266 sessions (3.1% of the time), with the largest gaps running +7.4% and -12.3%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against DCI's own 13-year history, not a peer group or index.