ILMN·Illumina, Inc.

Realized volatility (21d)

52.6% 83rd pct

Below its peak

-52.2%

vs 200-day average

+56.2%

Up days (1y)

52%

Illumina, Inc. is currently running 52.6% annualised volatility over the last 21 sessions. Measured against ILMN's own 13 years of daily returns rather than a market-wide average, that is the 83rd percentile — elevated for this stock, against a typical reading of 36.4%. 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.

ILMN is trading -52.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -34.3%, and the deepest was -60.1% in 2023. 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 +56.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 100th percentile — a wider gap than this stock usually carries. Over the past year ILMN closed higher on 52% of sessions, and it is currently 1 session into a rising streak.

On September specifically: over 13 years of records, ILMN finished the month higher 5 of 13 times, with a median return of -3.8% and an average of -2.2%. Its strongest month historically has been January at +4.5% on average, its weakest February at -3.4%. 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: ILMN has opened more than 2% away from the prior close in 172 of 3,267 sessions (5.3% of the time), with the largest gaps running +8.1% and -10.2%. 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 2013-09-23 and 2026-09-21, split-adjusted, recomputed daily. Percentiles are against ILMN's own 13-year history, not a peer group or index.