VRTX·Vertex Pharmaceuticals Incorporated

Realized volatility (21d)

14.4% 3rd pct

Below its peak

-8.8%

vs 200-day average

+7.4%

Up days (1y)

49%

Vertex Pharmaceuticals Incorporated is currently running 14.4% annualised volatility over the last 21 sessions. Measured against VRTX's own 13 years of daily returns rather than a market-wide average, that is the 3rd percentile — unusually subdued by its own history, against a typical reading of 29.5%. 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.

VRTX is trading -8.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -25.1%, and the deepest was -41.7% in 2016. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +7.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 52nd percentile — close to the gap it normally carries. Over the past year VRTX closed higher on 49% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, VRTX finished the month higher 8 of 13 times, with a median return of +2.5% and an average of -0.3%. Its strongest month historically has been June at +5.2% on average, its weakest September at -2.3%. 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: VRTX has opened more than 2% away from the prior close in 118 of 3,266 sessions (3.6% of the time), with the largest gaps running +48.0% and -7.1%. 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, VRTX moved an average of 3.5% in the session after earnings, closing higher 2 of those 3 times, with a median move of +2.6% and a largest of +7.7%.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against VRTX's own 13-year history, not a peer group or index.