SJM·The J. M. Smucker Company

Realized volatility (21d)

19.6% 49th pct

Below its peak

-25.1%

vs 200-day average

+11.4%

Up days (1y)

53%

The J. M. Smucker Company is currently running 19.6% annualised volatility over the last 21 sessions. Measured against SJM's own 13 years of daily returns rather than a market-wide average, that is the 49th percentile — close to its own typical level, against a typical reading of 19.9%. 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.

SJM is trading -25.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -20.0%, and the deepest was -33.4% in 2023. 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 +11.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 91st percentile — a wider gap than this stock usually carries. Over the past year SJM closed higher on 53% of sessions, and it is currently 5 sessions into a rising streak.

On October specifically: over 14 years of records, SJM finished the month higher 8 of 14 times, with a median return of +1.9% and an average of +0.8%. Its strongest month historically has been January at +2.3% on average, its weakest September at -2.7%. 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: SJM has opened more than 2% away from the prior close in 58 of 3,268 sessions (1.8% of the time), with the largest gaps running +15.5% and -7.5%. 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, SJM moved an average of 1.6% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.3% and a largest of +3.2%.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against SJM's own 13-year history, not a peer group or index.