PEP·PepsiCo, Inc.

Realized volatility (21d)

27.6% 94th pct

Below its peak

-26.2%

vs 200-day average

-0.9%

Up days (1y)

46%

PepsiCo, Inc. is currently running 27.6% 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 94th percentile — an extreme by its own standards, against a typical reading of 16.2%.

PEP is trading -26.2% below its running peak. Across 9 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 -0.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 34th percentile — close to the gap it normally carries. Over the past year PEP closed higher on 46% of sessions, and it is currently 2 sessions into a rising streak.

On November specifically: over 8 years of records, PEP finished the month higher 5 of 8 times, with a median return of +2.5% and an average of +2.7%. Its strongest month historically has been November at +2.7% on average, its weakest September at -3.7%.

Overnight risk is measurable too: PEP has opened more than 2% away from the prior close in 14 of 2,230 sessions (0.6% of the time), with the largest gaps running +4.4% and -7.5%.

Across the last 4 dated reports on file, PEP moved an average of 1.3% in the session after earnings, closing higher 1 of those 4 times, with a median move of -0.7% and a largest of +2.0%.

All figures computed from 2,231 daily closes between 2017-12-20 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against PEP's own 9-year history, not a peer group or index.