NOC·Northrop Grumman Corporation

Realized volatility (21d)

19.7% 45th pct

Below its peak

-38.0%

vs 200-day average

-20.5%

Up days (1y)

46%

Northrop Grumman Corporation is currently running 19.7% annualised volatility over the last 21 sessions. Measured against NOC's own 13 years of daily returns rather than a market-wide average, that is the 45th percentile — close to its own typical level, against a typical reading of 20.5%. 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.

NOC is trading -38.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -13.7%, and the deepest was -37.2% in 2018. 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 -20.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 0th percentile — a narrower gap than it typically runs. Over the past year NOC closed higher on 46% of sessions, and it is currently 6 sessions into a falling streak.

On October specifically: over 13 years of records, NOC finished the month higher 7 of 13 times, with a median return of +1.5% and an average of +1.6%. Its strongest month historically has been February at +3.9% on average, its weakest June at -0.7%. 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: NOC has opened more than 2% away from the prior close in 76 of 3,267 sessions (2.3% of the time), with the largest gaps running +10.3% and -6.9%. 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, NOC moved an average of 2.7% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.5% and a largest of -3.7%.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against NOC's own 13-year history, not a peer group or index.