DKS·Dick's Sporting Goods Inc

Realized volatility (21d)

130.0% 99th pct

Below its peak

-49.7%

vs 200-day average

-38.8%

Up days (1y)

46%

Dick's Sporting Goods Inc is currently running 130.0% annualised volatility over the last 21 sessions. Measured against DKS's own 13 years of daily returns rather than a market-wide average, that is the 99th percentile — an extreme by its own standards, against a typical reading of 34.2%. 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.

DKS is trading -49.7% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -32.0%, and the deepest was -65.8% 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 -38.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 2nd percentile — a narrower gap than it typically runs. Over the past year DKS closed higher on 46% of sessions, and it is currently 2 sessions into a falling streak.

On September specifically: over 14 years of records, DKS finished the month higher 6 of 14 times, with a median return of -3.5% and an average of -1.7%. Its strongest month historically has been November at +6.2% on average, its weakest October at -2.4%. 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: DKS has opened more than 2% away from the prior close in 204 of 3,268 sessions (6.2% of the time), with the largest gaps running +7.3% and -12.0%. 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 2013-09-16 and 2026-09-15, split-adjusted, recomputed daily. Percentiles are against DKS's own 13-year history, not a peer group or index.