RPRX·Royalty Pharma plc

Realized volatility (21d)

36.5% 83rd pct

Below its peak

-8.1%

vs 200-day average

+16.9%

Up days (1y)

53%

Royalty Pharma plc is currently running 36.5% annualised volatility over the last 21 sessions. Measured against RPRX's own 6 years of daily returns rather than a market-wide average, that is the 83rd percentile — elevated for this stock, against a typical reading of 27.4%. 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.

RPRX is trading -8.1% below its running peak. Across 5 full years on file, its median worst-drawdown-in-a-year was -21.7%, and the deepest was -34.1% in 2023. 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 +16.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 84th percentile — a wider gap than this stock usually carries. Over the past year RPRX closed higher on 53% of sessions, and it is currently 1 session into a rising streak.

On September specifically: over 7 years of records, RPRX finished the month higher 1 of 7 times, with a median return of -4.2% and an average of -3.7%. Its strongest month historically has been January at +5.3% 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: RPRX has opened more than 2% away from the prior close in 140 of 1,574 sessions (8.9% of the time), with the largest gaps running +8.0% and -6.3%. 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, RPRX moved an average of 0.7% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.4% and a largest of +1.2%.

All figures computed from 1,575 daily closes between 2020-06-16 and 2026-09-21, split-adjusted, recomputed daily. Percentiles are against RPRX's own 6-year history, not a peer group or index.