ES·Eversource Energy

Realized volatility (21d)

17.8% 45th pct

Below its peak

-33.4%

vs 200-day average

-6.4%

Up days (1y)

50%

Eversource Energy is currently running 17.8% annualised volatility over the last 21 sessions. Measured against ES's own 13 years of daily returns rather than a market-wide average, that is the 45th percentile — close to its own typical level, against a typical reading of 18.7%. 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.

ES is trading -33.4% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.4%, and the deepest was -38.9% in 2023. 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 -6.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 15th percentile — a narrower gap than it typically runs. Over the past year ES closed higher on 50% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 14 years of records, ES finished the month higher 10 of 14 times, with a median return of +2.5% and an average of +1.7%. Its strongest month historically has been July at +2.7% on average, its weakest September at -1.8%. 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: ES has opened more than 2% away from the prior close in 74 of 3,268 sessions (2.3% of the time), with the largest gaps running +10.1% and -8.1%. 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, ES moved an average of 2.0% in the session after earnings, closing higher 2 of those 3 times, with a median move of +0.0% and a largest of +4.3%.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against ES's own 13-year history, not a peer group or index.