TSCO·Tractor Supply Company

Realized volatility (21d)

29.5% 68th pct

Below its peak

-49.6%

vs 200-day average

-21.3%

Up days (1y)

48%

Tractor Supply Company is currently running 29.5% annualised volatility over the last 21 sessions. Measured against TSCO's own 13 years of daily returns rather than a market-wide average, that is the 68th percentile — a little above its own norm, against a typical reading of 25.0%. 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.

TSCO is trading -49.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -25.1%, and the deepest was -36.3% in 2016. 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 -21.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 5th percentile — a narrower gap than it typically runs. Over the past year TSCO closed higher on 48% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, TSCO finished the month higher 7 of 13 times, with a median return of +1.8% and an average of +2.1%. Its strongest month historically has been November at +5.5% on average, its weakest September at -3.6%. 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: TSCO has opened more than 2% away from the prior close in 91 of 3,267 sessions (2.8% of the time), with the largest gaps running +34.2% and -7.4%. 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, TSCO moved an average of 1.7% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.0% and a largest of +2.4%.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against TSCO's own 13-year history, not a peer group or index.