NSC·Norfolk Southern Corporation

Realized volatility (21d)

18.1% 25th pct

Below its peak

-10.0%

vs 200-day average

+1.9%

Up days (1y)

52%

Norfolk Southern Corporation is currently running 18.1% annualised volatility over the last 21 sessions. Measured against NSC's own 13 years of daily returns rather than a market-wide average, that is the 25th percentile — on the quiet side for this stock, against a typical reading of 21.8%. 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.

NSC is trading -10.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -20.6%, and the deepest was -44.6% in 2020. 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 +1.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 37th percentile — close to the gap it normally carries. Over the past year NSC closed higher on 52% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, NSC finished the month higher 8 of 13 times, with a median return of +1.1% and an average of +2.0%. Its strongest month historically has been November at +6.8% on average, its weakest March at -1.3%. 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: NSC has opened more than 2% away from the prior close in 111 of 3,266 sessions (3.4% of the time), with the largest gaps running +6.9% and -9.6%. 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, NSC moved an average of 0.8% in the session after earnings, closing higher 3 of those 3 times, with a median move of +0.8% and a largest of +0.9%.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against NSC's own 13-year history, not a peer group or index.