SCI·Service Corporation International

Realized volatility (21d)

17.8% 39th pct

Below its peak

-14.3%

vs 200-day average

-5.0%

Up days (1y)

47%

Service Corporation International is currently running 17.8% annualised volatility over the last 21 sessions. Measured against SCI's own 13 years of daily returns rather than a market-wide average, that is the 39th percentile — on the quiet side for this stock, against a typical reading of 19.6%. 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.

SCI is trading -14.3% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.8%, and the deepest was -34.3% 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 -5.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 11th percentile — a narrower gap than it typically runs. Over the past year SCI closed higher on 47% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, SCI finished the month higher 8 of 13 times, with a median return of +2.1% and an average of +1.7%. Its strongest month historically has been July at +5.1% on average, its weakest September at -2.5%. 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: SCI has opened more than 2% away from the prior close in 88 of 3,267 sessions (2.7% of the time), with the largest gaps running +11.9% and -11.1%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against SCI's own 13-year history, not a peer group or index.