RKLB·Rocket Lab USA Inc.

Realized volatility (21d)

63.0% 41st pct

Below its peak

-57.0%

vs 200-day average

-21.6%

Up days (1y)

49%

Rocket Lab USA Inc. is currently running 63.0% annualised volatility over the last 21 sessions. Measured against RKLB's own 6 years of daily returns rather than a market-wide average, that is the 41st percentile — close to its own typical level, against a typical reading of 68.2%. 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.

RKLB is trading -57.0% below its running peak. Across 6 full years on file, its median worst-drawdown-in-a-year was -48.4%, and the deepest was -70.7% in 2022. 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 -21.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 19th percentile — a narrower gap than it typically runs. Over the past year RKLB closed higher on 49% of sessions, and it is currently 6 sessions into a falling streak.

On October specifically: over 6 years of records, RKLB finished the month higher 3 of 6 times, with a median return of +7.2% and an average of +7.0%. Its strongest month historically has been November at +20.7% on average, its weakest March at -10.4%. 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: RKLB has opened more than 2% away from the prior close in 263 of 1,479 sessions (17.8% of the time), with the largest gaps running +21.3% and -11.9%. 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, RKLB moved an average of 12.6% in the session after earnings, closing higher 2 of those 3 times, with a median move of +7.2% and a largest of +29.3%.

All figures computed from 1,480 daily closes between 2020-11-24 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against RKLB's own 6-year history, not a peer group or index.