TRU·TransUnion

Realized volatility (21d)

36.4% 75th pct

Below its peak

-47.6%

vs 200-day average

-12.7%

Up days (1y)

48%

TransUnion is currently running 36.4% annualised volatility over the last 21 sessions. Measured against TRU's own 11 years of daily returns rather than a market-wide average, that is the 75th percentile — elevated for this stock, against a typical reading of 28.4%. 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.

TRU is trading -47.6% below its running peak. Across 10 full years on file, its median worst-drawdown-in-a-year was -27.6%, and the deepest was -56.4% in 2022. 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 -12.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 14th percentile — a narrower gap than it typically runs. Over the past year TRU closed higher on 48% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 11 years of records, TRU finished the month higher 5 of 11 times, with a median return of -2.2% and an average of -3.9%. Its strongest month historically has been April at +5.9% on average, its weakest September at -5.4%. 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: TRU has opened more than 2% away from the prior close in 159 of 2,839 sessions (5.6% of the time), with the largest gaps running +13.2% and -13.3%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 2,840 daily closes between 2015-06-25 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against TRU's own 11-year history, not a peer group or index.