MKC·McCormick & Company, Incorporated

Realized volatility (21d)

22.5% 68th pct

Below its peak

-52.3%

vs 200-day average

-11.9%

Up days (1y)

50%

McCormick & Company, Incorporated is currently running 22.5% annualised volatility over the last 21 sessions. Measured against MKC's own 13 years of daily returns rather than a market-wide average, that is the 68th percentile — a little above its own norm, against a typical reading of 19.0%. 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.

MKC is trading -52.3% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -15.8%, and the deepest was -36.8% in 2023. 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 -11.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 9th percentile — a narrower gap than it typically runs. Over the past year MKC closed higher on 50% of sessions, and it is currently 2 sessions into a falling streak.

On September specifically: over 14 years of records, MKC finished the month higher 4 of 14 times, with a median return of -5.0% and an average of -3.1%. Its strongest month historically has been November at +2.7% on average, its weakest September at -3.1%. 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: MKC has opened more than 2% away from the prior close in 72 of 3,268 sessions (2.2% of the time), with the largest gaps running +13.5% and -11.5%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,269 daily closes between 2013-09-16 and 2026-09-15, split-adjusted, recomputed daily. Percentiles are against MKC's own 13-year history, not a peer group or index.