DPZ·Domino's Pizza, Inc.

Realized volatility (21d)

46.4% 96th pct

Below its peak

-44.8%

vs 200-day average

-8.8%

Up days (1y)

46%

Domino's Pizza, Inc. is currently running 46.4% annualised volatility over the last 21 sessions. Measured against DPZ's own 13 years of daily returns rather than a market-wide average, that is the 96th percentile — an extreme by its own standards, against a typical reading of 25.0%.

DPZ is trading -44.8% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -22.0%, and the deepest was -45.5% 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 -8.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 16th percentile — a narrower gap than it typically runs. Over the past year DPZ closed higher on 46% of sessions, and it is currently 1 session into a falling streak.

On November specifically: over 13 years of records, DPZ finished the month higher 12 of 13 times, with a median return of +4.8% and an average of +6.4%. Its strongest month historically has been November at +6.4% on average, its weakest December at -1.6%.

Overnight risk is measurable too: DPZ has opened more than 2% away from the prior close in 81 of 3,268 sessions (2.5% of the time), with the largest gaps running +6.0% and -9.9%.

Across the last 4 dated reports on file, DPZ moved an average of 2.0% in the session after earnings, closing higher 3 of those 4 times, with a median move of +1.3% and a largest of +3.7%.

All figures computed from 3,269 daily closes between 2013-11-06 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against DPZ's own 13-year history, not a peer group or index.