NU·Nu Holdings Ltd.

Realized volatility (21d)

67.1% 85th pct

Below its peak

-14.5%

vs 200-day average

+9.6%

Up days (1y)

49%

Nu Holdings Ltd. is currently running 67.1% annualised volatility over the last 21 sessions. Measured against NU's own 5 years of daily returns rather than a market-wide average, that is the 85th percentile — elevated for this stock, against a typical reading of 41.6%. 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.

NU is trading -14.5% below its running peak. Across 4 full years on file, its median worst-drawdown-in-a-year was -33.8%, and the deepest was -67.5% in 2022. 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 +9.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 46th percentile — close to the gap it normally carries. Over the past year NU closed higher on 49% of sessions, and it is currently 1 session into a rising streak.

Overnight risk is measurable too: NU has opened more than 2% away from the prior close in 134 of 1,212 sessions (11.1% of the time), with the largest gaps running +7.4% and -8.5%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 1,213 daily closes between 2021-12-09 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against NU's own 5-year history, not a peer group or index.