FDX·FedEx Corporation

Realized volatility (21d)

24.0% 49th pct

Below its peak

-2.8%

vs 200-day average

+7.9%

Up days (1y)

54%

FedEx Corporation is currently running 24.0% annualised volatility over the last 21 sessions. Measured against FDX's own 13 years of daily returns rather than a market-wide average, that is the 49th percentile — close to its own typical level, against a typical reading of 24.3%.

FDX is trading -2.8% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -23.9%, and the deepest was -46.0% in 2022. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +7.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 62nd percentile — a somewhat wider gap than its own norm. Over the past year FDX closed higher on 54% of sessions, and it is currently 1 session into a rising streak.

On November specifically: over 13 years of records, FDX finished the month higher 12 of 13 times, with a median return of +6.5% and an average of +6.1%. Its strongest month historically has been November at +6.1% on average, its weakest December at -3.1%.

Overnight risk is measurable too: FDX has opened more than 2% away from the prior close in 49 of 3,267 sessions (1.5% of the time), with the largest gaps running +5.7% and -9.4%.

Across the last 3 dated reports on file, FDX moved an average of 3.6% in the session after earnings, closing higher 3 of those 3 times, with a median move of +3.3% and a largest of +6.7%.

All figures computed from 3,268 daily closes between 2013-11-06 and 2026-11-04, split-adjusted, recomputed daily. Percentiles are against FDX's own 13-year history, not a peer group or index.