DPZ·Domino's Pizza, Inc.

Realized volatility (21d)

38.8% 89th pct

Below its peak

-47.9%

vs 200-day average

-18.5%

Up days (1y)

44%

Domino's Pizza, Inc. is currently running 38.8% 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 89th percentile — elevated for this stock, against a typical reading of 24.8%. 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.

DPZ is trading -47.9% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -21.1%, 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 -18.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 4th percentile — a narrower gap than it typically runs. Over the past year DPZ closed higher on 44% of sessions, and it is currently 4 sessions into a falling streak.

On September specifically: over 13 years of records, DPZ finished the month higher 7 of 13 times, with a median return of +1.3% and an average of -1.2%. Its strongest month historically has been November at +6.5% on average, its weakest December at -1.6%. 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: DPZ has opened more than 2% away from the prior close in 81 of 3,267 sessions (2.5% of the time), with the largest gaps running +6.0% and -9.9%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, DPZ moved an average of 2.3% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.4% and a largest of +3.7%.

All figures computed from 3,268 daily closes between 2013-09-20 and 2026-09-18, split-adjusted, recomputed daily. Percentiles are against DPZ's own 13-year history, not a peer group or index.