MRK·Merck & Co., Inc.

Realized volatility (21d)

24.3% 78th pct

Below its peak

-9.4%

vs 200-day average

+14.4%

Up days (1y)

55%

Merck & Co., Inc. is currently running 24.3% annualised volatility over the last 21 sessions. Measured against MRK's own 13 years of daily returns rather than a market-wide average, that is the 78th percentile — elevated for this stock, against a typical reading of 19.5%. 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.

MRK is trading -9.4% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.3%, and the deepest was -27.8% in 2024. 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 +14.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 86th percentile — a wider gap than this stock usually carries. Over the past year MRK closed higher on 55% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 13 years of records, MRK finished the month higher 6 of 13 times, with a median return of -1.4% and an average of -0.8%. Its strongest month historically has been November at +4.1% on average, its weakest September at -1.9%. 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: MRK has opened more than 2% away from the prior close in 30 of 3,267 sessions (0.9% of the time), with the largest gaps running +5.3% and -4.2%. 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, MRK moved an average of 0.8% in the session after earnings, closing higher 2 of those 3 times, with a median move of +0.8% and a largest of +1.1%.

All figures computed from 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against MRK's own 13-year history, not a peer group or index.