MCK·McKesson Corporation

Realized volatility (21d)

24.8% 60th pct

Below its peak

-5.7%

vs 200-day average

+10.4%

Up days (1y)

53%

McKesson Corporation is currently running 24.8% annualised volatility over the last 21 sessions. Measured against MCK's own 13 years of daily returns rather than a market-wide average, that is the 60th percentile — close to its own typical level, against a typical reading of 22.9%. 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.

MCK is trading -5.7% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -18.7%, and the deepest was -38.8% in 2018. 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 +10.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 62nd percentile — a somewhat wider gap than its own norm. Over the past year MCK closed higher on 53% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, MCK finished the month higher 8 of 13 times, with a median return of +1.4% and an average of +0.0%. Its strongest month historically has been November at +6.3% on average, its weakest August at -2.1%. 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: MCK has opened more than 2% away from the prior close in 73 of 3,267 sessions (2.2% of the time), with the largest gaps running +6.6% and -9.9%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against MCK's own 13-year history, not a peer group or index.