WDC·Western Digital Corporation

Realized volatility (21d)

58.4% 85th pct

Below its peak

-50.5%

vs 200-day average

-8.9%

Up days (1y)

53%

Western Digital Corporation is currently running 58.4% annualised volatility over the last 21 sessions. Measured against WDC's own 13 years of daily returns rather than a market-wide average, that is the 85th percentile — elevated for this stock, against a typical reading of 39.3%. 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.

WDC is trading -50.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -37.8%, and the deepest was -67.1% in 2018. 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 -8.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 34th percentile — close to the gap it normally carries. Over the past year WDC closed higher on 53% of sessions, and it is currently 3 sessions into a falling streak.

On October specifically: over 14 years of records, WDC finished the month higher 6 of 14 times, with a median return of -1.4% and an average of -4.5%. Its strongest month historically has been May at +7.1% on average, its weakest October at -4.5%. 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: WDC has opened more than 2% away from the prior close in 226 of 3,269 sessions (6.9% of the time), with the largest gaps running +9.2% and -7.3%. 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, WDC moved an average of 5.2% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.2% and a largest of -7.7%.

All figures computed from 3,270 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against WDC's own 13-year history, not a peer group or index.