TD·Toronto Dominion Bank (The)

Realized volatility (21d)

20.8% 71st pct

Below its peak

-5.5%

vs 200-day average

+8.6%

Up days (1y)

60%

Toronto Dominion Bank (The) is currently running 20.8% annualised volatility over the last 21 sessions. Measured against TD's own 13 years of daily returns rather than a market-wide average, that is the 71st percentile — a little above its own norm, against a typical reading of 17.1%. 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.

TD is trading -5.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -18.4%, and the deepest was -40.9% 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 +8.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 72nd percentile — a somewhat wider gap than its own norm. Over the past year TD closed higher on 60% of sessions, and it is currently 4 sessions into a rising streak.

On October specifically: over 13 years of records, TD finished the month higher 8 of 13 times, with a median return of +1.0% and an average of -0.8%. Its strongest month historically has been November at +3.2% on average, its weakest March at -2.1%. 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: TD has opened more than 2% away from the prior close in 69 of 3,267 sessions (2.1% of the time), with the largest gaps running +5.7% and -7.7%. 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 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against TD's own 13-year history, not a peer group or index.