O·Realty Income Corporation

Realized volatility (21d)

15.4% 31st pct

Below its peak

-34.3%

vs 200-day average

-12.3%

Up days (1y)

51%

Realty Income Corporation is currently running 15.4% annualised volatility over the last 21 sessions. Measured against O's own 13 years of daily returns rather than a market-wide average, that is the 31st percentile — on the quiet side for this stock, against a typical reading of 17.7%. 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.

O is trading -34.3% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.7%, and the deepest was -47.8% in 2020. 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 -12.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 5th percentile — a narrower gap than it typically runs. Over the past year O closed higher on 51% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, O finished the month higher 7 of 13 times, with a median return of +2.1% and an average of +0.9%. Its strongest month historically has been January at +4.1% on average, its weakest September at -3.4%. 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: O has opened more than 2% away from the prior close in 40 of 3,266 sessions (1.2% of the time), with the largest gaps running +5.2% and -6.0%. 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, O moved an average of 1.8% in the session after earnings, closing higher 0 of those 3 times, with a median move of -1.6% and a largest of -3.3%.

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