UPS·United Parcel Service, Inc.

Realized volatility (21d)

25.9% 69th pct

Below its peak

-50.5%

vs 200-day average

+9.3%

Up days (1y)

56%

United Parcel Service, Inc. is currently running 25.9% annualised volatility over the last 21 sessions. Measured against UPS's own 13 years of daily returns rather than a market-wide average, that is the 69th percentile — a little above its own norm, against a typical reading of 20.6%.

UPS is trading -50.5% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -23.4%, and the deepest was -39.5% in 2025. 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 +9.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 86th percentile — a wider gap than this stock usually carries. Over the past year UPS closed higher on 56% of sessions, and it is currently 1 session into a rising streak.

On November specifically: over 13 years of records, UPS finished the month higher 11 of 13 times, with a median return of +3.7% and an average of +4.1%. Its strongest month historically has been November at +4.1% on average, its weakest January at -3.2%.

Overnight risk is measurable too: UPS has opened more than 2% away from the prior close in 47 of 3,267 sessions (1.4% of the time), with the largest gaps running +3.6% and -12.7%.

Across the last 4 dated reports on file, UPS moved an average of 1.7% in the session after earnings, closing higher 1 of those 4 times, with a median move of -0.9% and a largest of -3.3%.

All figures computed from 3,268 daily closes between 2013-11-06 and 2026-11-04, split-adjusted, recomputed daily. Percentiles are against UPS's own 13-year history, not a peer group or index.