SGI·Somnigroup International Inc.

Realized volatility (21d)

29.5% 36th pct

Below its peak

-36.5%

vs 200-day average

-18.1%

Up days (1y)

44%

Somnigroup International Inc. is currently running 29.5% annualised volatility over the last 21 sessions. Measured against SGI's own 13 years of daily returns rather than a market-wide average, that is the 36th percentile — on the quiet side for this stock, against a typical reading of 33.1%. 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.

SGI is trading -36.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -21.8%, and the deepest was -74.9% 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 -18.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 12th percentile — a narrower gap than it typically runs. Over the past year SGI closed higher on 44% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, SGI finished the month higher 4 of 13 times, with a median return of -2.9% and an average of -0.7%. Its strongest month historically has been July at +8.8% on average, its weakest March at -6.5%. 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: SGI has opened more than 2% away from the prior close in 251 of 3,266 sessions (7.7% of the time), with the largest gaps running +10.2% and -14.8%. 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 SGI's own 13-year history, not a peer group or index.