KR·The Kroger Co.

Realized volatility (21d)

28.5% 71st pct

Below its peak

-18.5%

vs 200-day average

-2.8%

Up days (1y)

47%

The Kroger Co. is currently running 28.5% annualised volatility over the last 21 sessions. Measured against KR'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 23.1%. 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.

KR is trading -18.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -18.9%, and the deepest was -42.8% in 2017. 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 -2.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 29th percentile — a narrower gap than it typically runs. Over the past year KR closed higher on 47% of sessions, and it is currently 3 sessions into a rising streak.

On October specifically: over 13 years of records, KR finished the month higher 9 of 13 times, with a median return of +3.1% and an average of +2.0%. Its strongest month historically has been November at +5.1% on average, its weakest September at -2.5%. 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: KR has opened more than 2% away from the prior close in 45 of 3,266 sessions (1.4% of the time), with the largest gaps running +5.7% and -5.6%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against KR's own 13-year history, not a peer group or index.