SPGI·S&P Global Inc.

Realized volatility (21d)

18.9% 45th pct

Below its peak

-23.0%

vs 200-day average

-2.5%

Up days (1y)

53%

S&P Global Inc. is currently running 18.9% annualised volatility over the last 21 sessions. Measured against SPGI's own 13 years of daily returns rather than a market-wide average, that is the 45th percentile — close to its own typical level, against a typical reading of 19.7%. 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.

SPGI is trading -23.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.9%, and the deepest was -38.5% 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 -2.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 23rd percentile — a narrower gap than it typically runs. Over the past year SPGI closed higher on 53% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, SPGI finished the month higher 8 of 14 times, with a median return of +1.5% and an average of +0.7%. Its strongest month historically has been November at +4.9% on average, its weakest September at -4.5%. 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: SPGI has opened more than 2% away from the prior close in 89 of 3,268 sessions (2.7% of the time), with the largest gaps running +7.4% and -10.2%. 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, SPGI moved an average of 1.7% in the session after earnings, closing higher 0 of those 3 times, with a median move of -1.3% and a largest of -2.8%.

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