GWW·W.W. Grainger, Inc.

Realized volatility (21d)

17.8% 28th pct

Below its peak

-8.0%

vs 200-day average

+6.5%

Up days (1y)

50%

W.W. Grainger, Inc. is currently running 17.8% annualised volatility over the last 21 sessions. Measured against GWW's own 13 years of daily returns rather than a market-wide average, that is the 28th percentile — on the quiet side for this stock, against a typical reading of 22.1%. 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.

GWW is trading -8.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -18.8%, and the deepest was -39.4% in 2017. 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 +6.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 55th percentile — close to the gap it normally carries. Over the past year GWW closed higher on 50% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, GWW finished the month higher 9 of 13 times, with a median return of +4.0% and an average of +2.8%. Its strongest month historically has been November at +4.4% on average, its weakest September at -0.7%. 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: GWW has opened more than 2% away from the prior close in 89 of 3,266 sessions (2.7% of the time), with the largest gaps running +26.8% 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, GWW moved an average of 1.7% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.8% and a largest of +3.5%.

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