NUE·Nucor Corporation

Realized volatility (21d)

32.0% 59th pct

Below its peak

-6.5%

vs 200-day average

+17.9%

Up days (1y)

57%

Nucor Corporation is currently running 32.0% annualised volatility over the last 21 sessions. Measured against NUE's own 13 years of daily returns rather than a market-wide average, that is the 59th percentile — close to its own typical level, against a typical reading of 29.9%. 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.

NUE is trading -6.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -25.9%, and the deepest was -47.4% 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 +17.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 80th percentile — a wider gap than this stock usually carries. Over the past year NUE closed higher on 57% of sessions, and it is currently 4 sessions into a rising streak.

On October specifically: over 14 years of records, NUE finished the month higher 11 of 14 times, with a median return of +5.6% and an average of +4.8%. Its strongest month historically has been July at +7.0% on average, its weakest September at -4.6%. 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: NUE has opened more than 2% away from the prior close in 149 of 3,269 sessions (4.6% of the time), with the largest gaps running +7.0% and -8.4%. 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, NUE moved an average of 3.8% in the session after earnings, closing higher 3 of those 3 times, with a median move of +1.7% and a largest of +8.9%.

All figures computed from 3,270 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against NUE's own 13-year history, not a peer group or index.