KLAC·KLA Corporation

Realized volatility (21d)

43.0% 76th pct

Below its peak

-32.1%

vs 200-day average

+15.7%

Up days (1y)

53%

KLA Corporation is currently running 43.0% 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 76th percentile — elevated for this stock, 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 -32.1% 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 +15.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 60th percentile — a somewhat wider gap than its own norm. Over the past year KLAC closed higher on 53% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, KLAC finished the month higher 9 of 13 times, with a median return of +3.7% and an average of +4.9%. 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 2013-10-07 and 2026-10-06, split-adjusted, recomputed daily. Percentiles are against KLAC's own 13-year history, not a peer group or index.