VMC·Vulcan Materials Company

Realized volatility (21d)

16.0% 9th pct

Below its peak

-26.8%

vs 200-day average

-14.4%

Up days (1y)

54%

Vulcan Materials Company is currently running 16.0% annualised volatility over the last 21 sessions. Measured against VMC's own 13 years of daily returns rather than a market-wide average, that is the 9th percentile — unusually subdued by its own history, against a typical reading of 24.7%. 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.

VMC is trading -26.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.4%, and the deepest was -48.8% 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 -14.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 4th percentile — a narrower gap than it typically runs. Over the past year VMC closed higher on 54% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 14 years of records, VMC finished the month higher 9 of 14 times, with a median return of +2.2% and an average of +1.9%. Its strongest month historically has been November at +3.8% on average, its weakest March at -2.2%. 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: VMC has opened more than 2% away from the prior close in 156 of 3,268 sessions (4.8% of the time), with the largest gaps running +12.4% and -8.5%. 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, VMC moved an average of 2.5% in the session after earnings, closing higher 1 of those 3 times, with a median move of -1.2% and a largest of -3.8%.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against VMC's own 13-year history, not a peer group or index.