RY·Royal Bank Of Canada

Realized volatility (21d)

16.6% 56th pct

Below its peak

-12.3%

vs 200-day average

+2.7%

Up days (1y)

55%

Royal Bank Of Canada is currently running 16.6% annualised volatility over the last 21 sessions. Measured against RY's own 13 years of daily returns rather than a market-wide average, that is the 56th percentile — close to its own typical level, against a typical reading of 15.8%. 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.

RY is trading -12.3% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -13.5%, and the deepest was -38.3% in 2020. 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 +2.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 43rd percentile — close to the gap it normally carries. Over the past year RY closed higher on 55% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, RY finished the month higher 7 of 13 times, with a median return of +0.0% and an average of -0.5%. Its strongest month historically has been November at +3.6% on average, its weakest March at -1.1%. 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: RY has opened more than 2% away from the prior close in 76 of 3,266 sessions (2.3% of the time), with the largest gaps running +7.5% and -7.4%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

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