KHC·The Kraft Heinz Company

Realized volatility (21d)

32.2% 87th pct

Below its peak

-73.1%

vs 200-day average

+8.2%

Up days (1y)

52%

The Kraft Heinz Company is currently running 32.2% annualised volatility over the last 21 sessions. Measured against KHC's own 11 years of daily returns rather than a market-wide average, that is the 87th percentile — elevated for this stock, against a typical reading of 21.0%.

KHC is trading -73.1% below its running peak. Across 11 full years on file, its median worst-drawdown-in-a-year was -26.2%, and the deepest was -48.3% in 2019. 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 +8.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 87th percentile — a wider gap than this stock usually carries. Over the past year KHC closed higher on 52% of sessions, and it is currently 2 sessions into a rising streak.

On November specifically: over 11 years of records, KHC finished the month higher 5 of 11 times, with a median return of -1.9% and an average of -0.6%. Its strongest month historically has been April at +2.8% on average, its weakest August at -4.2%.

Overnight risk is measurable too: KHC has opened more than 2% away from the prior close in 29 of 2,852 sessions (1.0% of the time), with the largest gaps running +6.8% and -5.6%.

Across the last 4 dated reports on file, KHC moved an average of 2.3% in the session after earnings, closing higher 2 of those 4 times, with a median move of -0.4% and a largest of -3.7%.

All figures computed from 2,853 daily closes between 2015-07-06 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against KHC's own 11-year history, not a peer group or index.