TDG·TransDigm Group Incorporated

Realized volatility (21d)

18.0% 25th pct

Below its peak

-31.4%

vs 200-day average

-10.5%

Up days (1y)

51%

TransDigm Group Incorporated is currently running 18.0% annualised volatility over the last 21 sessions. Measured against TDG's own 13 years of daily returns rather than a market-wide average, that is the 25th percentile — unusually subdued by its own history, against a typical reading of 22.5%. 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.

TDG is trading -31.4% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.5%, and the deepest was -62.2% 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 -10.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 7th percentile — a narrower gap than it typically runs. Over the past year TDG closed higher on 51% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, TDG finished the month higher 8 of 13 times, with a median return of +0.6% and an average of -0.3%. Its strongest month historically has been May at +6.2% on average, its weakest March at -3.9%. 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: TDG has opened more than 2% away from the prior close in 147 of 3,267 sessions (4.5% of the time), with the largest gaps running +11.0% and -12.4%. 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, TDG moved an average of 1.5% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.1% and a largest of +1.8%.

All figures computed from 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against TDG's own 13-year history, not a peer group or index.