DKS·Dick's Sporting Goods Inc

Realized volatility (21d)

40.5% 65th pct

Below its peak

-45.0%

vs 200-day average

-30.3%

Up days (1y)

47%

Dick's Sporting Goods Inc is currently running 40.5% 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 65th percentile — a little above its own norm, against a typical reading of 34.4%. 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 -45.0% 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 -30.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 5th percentile — a narrower gap than it typically runs. Over the past year DKS closed higher on 47% of sessions, and it is currently 4 sessions into a rising streak.

On October specifically: over 13 years of records, DKS finished the month higher 5 of 13 times, with a median return of -1.1% and an average of -2.0%. Its strongest month historically has been November at +6.2% on average, its weakest October at -2.0%. 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 203 of 3,267 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 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against DKS's own 13-year history, not a peer group or index.