EXC·Exelon Corporation

Realized volatility (21d)

17.1% 35th pct

Below its peak

-16.9%

vs 200-day average

-8.4%

Up days (1y)

48%

Exelon Corporation is currently running 17.1% annualised volatility over the last 21 sessions. Measured against EXC's own 13 years of daily returns rather than a market-wide average, that is the 35th percentile — on the quiet side for this stock, against a typical reading of 19.0%. 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.

EXC is trading -16.9% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -15.6%, and the deepest was -40.5% 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 -8.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 11th percentile — a narrower gap than it typically runs. Over the past year EXC closed higher on 48% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, EXC finished the month higher 9 of 13 times, with a median return of +2.7% and an average of +2.3%. Its strongest month historically has been March at +4.3% on average, its weakest September at -1.7%. 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: EXC has opened more than 2% away from the prior close in 55 of 3,266 sessions (1.7% of the time), with the largest gaps running +9.8% and -5.8%. 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, EXC moved an average of 1.3% in the session after earnings, closing higher 2 of those 3 times, with a median move of +0.4% and a largest of +1.9%.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against EXC's own 13-year history, not a peer group or index.