HDB·HDFC Bank Ltd

Realized volatility (21d)

18.2% 27th pct

Below its peak

-42.2%

vs 200-day average

-14.3%

Up days (1y)

47%

HDFC Bank Ltd is currently running 18.2% annualised volatility over the last 21 sessions. Measured against HDB's own 12 years of daily returns rather than a market-wide average, that is the 27th percentile — on the quiet side for this stock, against a typical reading of 22.7%. 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.

HDB is trading -42.2% below its running peak. Across 11 full years on file, its median worst-drawdown-in-a-year was -21.3%, and the deepest was -51.6% 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 -14.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 8th percentile — a narrower gap than it typically runs. Over the past year HDB closed higher on 47% of sessions, and it is currently 5 sessions into a rising streak.

On October specifically: over 13 years of records, HDB finished the month higher 7 of 13 times, with a median return of +0.5% and an average of +3.2%. Its strongest month historically has been May at +3.4% on average, its weakest January at -2.2%. 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: HDB has opened more than 2% away from the prior close in 187 of 2,973 sessions (6.3% of the time), with the largest gaps running +64.0% and -7.1%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 2,974 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against HDB's own 13-year history, not a peer group or index.