KEY·KeyCorp

Realized volatility (21d)

15.4% 3rd pct

Below its peak

-26.5%

vs 200-day average

-7.6%

Up days (1y)

48%

KeyCorp is currently running 15.4% annualised volatility over the last 21 sessions. Measured against KEY's own 13 years of daily returns rather than a market-wide average, that is the 3rd percentile — unusually subdued by its own history, against a typical reading of 27.0%. 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.

KEY is trading -26.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -22.0%, and the deepest was -58.4% 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 -7.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 25th percentile — a narrower gap than it typically runs. Over the past year KEY closed higher on 48% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, KEY finished the month higher 9 of 14 times, with a median return of +1.7% and an average of +1.9%. Its strongest month historically has been November at +7.4% on average, its weakest March at -7.2%. 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: KEY has opened more than 2% away from the prior close in 163 of 3,268 sessions (5.0% of the time), with the largest gaps running +9.3% and -8.2%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,269 daily closes between 2013-10-16 and 2026-10-15, split-adjusted, recomputed daily. Percentiles are against KEY's own 13-year history, not a peer group or index.