SRE·Sempra

Realized volatility (21d)

28.6% 90th pct

Below its peak

-16.0%

vs 200-day average

-7.9%

Up days (1y)

51%

Sempra is currently running 28.6% annualised volatility over the last 21 sessions. Measured against SRE's own 13 years of daily returns rather than a market-wide average, that is the 90th percentile — elevated for this stock, against a typical reading of 18.4%. 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.

SRE is trading -16.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.1%, and the deepest was -45.0% 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 -7.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 9th percentile — a narrower gap than it typically runs. Over the past year SRE closed higher on 51% of sessions, and it is currently 1 session into a rising streak.

On September specifically: over 13 years of records, SRE finished the month higher 6 of 13 times, with a median return of -0.2% and an average of -0.6%. Its strongest month historically has been October at +2.7% on average, its weakest December at -1.6%. 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: SRE has opened more than 2% away from the prior close in 59 of 3,267 sessions (1.8% of the time), with the largest gaps running +6.0% and -6.1%. 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, SRE moved an average of 0.5% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.0% and a largest of +1.3%.

All figures computed from 3,268 daily closes between 2013-09-16 and 2026-09-14, split-adjusted, recomputed daily. Percentiles are against SRE's own 13-year history, not a peer group or index.