KO·The Coca-Cola Company

Realized volatility (21d)

12.9% 43rd pct

Below its peak

-4.3%

vs 200-day average

+11.5%

Up days (1y)

53%

The Coca-Cola Company is currently running 12.9% annualised volatility over the last 21 sessions. Measured against KO's own 13 years of daily returns rather than a market-wide average, that is the 43rd percentile — close to its own typical level, against a typical reading of 13.7%. 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.

KO is trading -4.3% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -13.7%, and the deepest was -36.1% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +11.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 95th percentile — a wider gap than this stock usually carries. Over the past year KO closed higher on 53% of sessions, and it is currently 2 sessions into a rising streak.

On September specifically: over 13 years of records, KO finished the month higher 5 of 13 times, with a median return of -1.5% and an average of -1.7%. Its strongest month historically has been April at +2.5% on average, its weakest September at -1.7%. 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: KO has opened more than 2% away from the prior close in 20 of 3,268 sessions (0.6% of the time), with the largest gaps running +6.2% and -4.3%. 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, KO moved an average of 1.3% in the session after earnings, closing higher 3 of those 3 times, with a median move of +1.0% and a largest of +2.3%.

All figures computed from 3,269 daily closes between 2013-09-19 and 2026-09-18, split-adjusted, recomputed daily. Percentiles are against KO's own 13-year history, not a peer group or index.