KLAC·KLA Corporation

Realized volatility (21d)

40.3% 71st pct

Below its peak

-40.0%

vs 200-day average

+1.2%

Up days (1y)

52%

KLA Corporation is currently running 40.3% annualised volatility over the last 21 sessions. Measured against KLAC's own 13 years of daily returns rather than a market-wide average, that is the 71st percentile — a little above its own norm, against a typical reading of 32.1%. 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.

KLAC is trading -40.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -24.5%, and the deepest was -40.7% in 2022. 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 +1.2% 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 KLAC closed higher on 52% of sessions, and it is currently 4 sessions into a falling streak.

On October specifically: over 14 years of records, KLAC finished the month higher 9 of 14 times, with a median return of +3.6% and an average of +3.8%. Its strongest month historically has been June at +7.1% on average, its weakest August at -0.6%. 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: KLAC has opened more than 2% away from the prior close in 194 of 3,269 sessions (5.9% of the time), with the largest gaps running +18.7% and -19.3%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, KLAC moved an average of 2.3% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.8% and a largest of +3.5%.

All figures computed from 3,270 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against KLAC's own 13-year history, not a peer group or index.