MCD·McDonald's Corporation

Realized volatility (21d)

21.1% 82nd pct

Below its peak

-31.0%

vs 200-day average

-18.0%

Up days (1y)

46%

McDonald's Corporation is currently running 21.1% annualised volatility over the last 21 sessions. Measured against MCD's own 13 years of daily returns rather than a market-wide average, that is the 82nd percentile — elevated for this stock, against a typical reading of 15.3%. 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.

MCD is trading -31.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -15.4%, and the deepest was -36.0% in 2020. 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 -18.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 1st percentile — a narrower gap than it typically runs. Over the past year MCD closed higher on 46% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 14 years of records, MCD finished the month higher 8 of 14 times, with a median return of +1.3% and an average of +2.5%. Its strongest month historically has been April at +3.4% on average, its weakest September at -1.0%. 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: MCD has opened more than 2% away from the prior close in 22 of 3,268 sessions (0.7% of the time), with the largest gaps running +5.0% and -12.1%. 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, MCD moved an average of 2.5% in the session after earnings, closing higher 2 of those 3 times, with a median move of +2.0% and a largest of +2.8%.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against MCD's own 13-year history, not a peer group or index.