HD·The Home Depot, Inc.

Realized volatility (21d)

22.2% 65th pct

Below its peak

-31.4%

vs 200-day average

-12.0%

Up days (1y)

46%

The Home Depot, Inc. is currently running 22.2% annualised volatility over the last 21 sessions. Measured against HD's own 13 years of daily returns rather than a market-wide average, that is the 65th percentile — a little above its own norm, against a typical reading of 19.1%. 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.

HD is trading -31.4% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -16.4%, and the deepest was -38.5% 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 -12.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 5th percentile — a narrower gap than it typically runs. Over the past year HD closed higher on 46% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 14 years of records, HD finished the month higher 8 of 14 times, with a median return of +1.2% and an average of +0.2%. Its strongest month historically has been November at +4.7% on average, its weakest March 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: HD has opened more than 2% away from the prior close in 33 of 3,268 sessions (1.0% of the time), with the largest gaps running +8.9% and -5.7%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

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