FTS·Fortis Inc.

Realized volatility (21d)

10.7% 18th pct

Below its peak

-11.8%

vs 200-day average

-5.3%

Up days (1y)

49%

Fortis Inc. is currently running 10.7% annualised volatility over the last 21 sessions. Measured against FTS's own 13 years of daily returns rather than a market-wide average, that is the 18th percentile — unusually subdued by its own history, against a typical reading of 14.6%. 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.

FTS is trading -11.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -13.9%, and the deepest was -34.4% in 2020. 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 -5.3% 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 FTS closed higher on 49% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, FTS finished the month higher 8 of 13 times, with a median return of +1.3% and an average of +1.0%. Its strongest month historically has been March at +3.4% on average, its weakest February at -2.0%. 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: FTS has opened more than 2% away from the prior close in 127 of 3,267 sessions (3.9% of the time), with the largest gaps running +9.8% and -8.1%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against FTS's own 13-year history, not a peer group or index.