PEP·PepsiCo, Inc.

Realized volatility (21d)

13.8% 28th pct

Below its peak

-35.9%

vs 200-day average

-14.7%

Up days (1y)

45%

PepsiCo, Inc. is currently running 13.8% annualised volatility over the last 21 sessions. Measured against PEP's own 9 years of daily returns rather than a market-wide average, that is the 28th percentile — on the quiet side for this stock, against a typical reading of 16.2%. 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.

PEP is trading -35.9% below its running peak. Across 8 full years on file, its median worst-drawdown-in-a-year was -17.6%, and the deepest was -29.2% 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 -14.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 2nd percentile — a narrower gap than it typically runs. Over the past year PEP closed higher on 45% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 8 years of records, PEP finished the month higher 5 of 8 times, with a median return of +0.9% and an average of +1.1%. Its strongest month historically has been November at +2.7% on average, its weakest September at -3.7%. 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: PEP has opened more than 2% away from the prior close in 13 of 2,207 sessions (0.6% of the time), with the largest gaps running +4.4% and -7.5%. 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, PEP moved an average of 1.2% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.4% and a largest of +2.0%.

All figures computed from 2,208 daily closes between 2017-12-20 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against PEP's own 9-year history, not a peer group or index.