UPS·United Parcel Service, Inc.

Realized volatility (21d)

21.3% 54th pct

Below its peak

-57.1%

vs 200-day average

-5.8%

Up days (1y)

56%

United Parcel Service, Inc. is currently running 21.3% 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 54th percentile — close to its own typical level, against a typical reading of 20.4%. 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.

UPS is trading -57.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -21.4%, 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 -5.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 27th percentile — a narrower gap than it typically runs. Over the past year UPS closed higher on 56% of sessions, and it is currently 1 session into a falling streak.

On September specifically: over 13 years of records, UPS finished the month higher 6 of 13 times, with a median return of -0.1% and an average of -1.8%. Its strongest month historically has been November at +4.2% on average, its weakest January at -3.2%. 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: 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%. 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, UPS moved an average of 2.1% in the session after earnings, closing higher 1 of those 3 times, with a median move of -1.2% and a largest of -3.3%.

All figures computed from 3,268 daily closes between 2013-09-20 and 2026-09-18, split-adjusted, recomputed daily. Percentiles are against UPS's own 13-year history, not a peer group or index.