WMT·Walmart Inc.

Realized volatility (21d)

21.0% 72nd pct

Below its peak

-17.1%

vs 200-day average

-5.7%

Up days (1y)

50%

Walmart Inc. is currently running 21.0% annualised volatility over the last 21 sessions. Measured against WMT's own 13 years of daily returns rather than a market-wide average, that is the 72nd percentile — a little above its own norm, against a typical reading of 16.8%. 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.

WMT is trading -17.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -12.7%, and the deepest was -37.7% in 2015. 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 -5.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 10th percentile — a narrower gap than it typically runs. Over the past year WMT closed higher on 50% of sessions, and it is currently 5 sessions into a rising streak.

On October specifically: over 13 years of records, WMT finished the month higher 7 of 13 times, with a median return of +0.9% and an average of +1.7%. Its strongest month historically has been November at +4.6% on average, its weakest May at -1.6%. 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: WMT has opened more than 2% away from the prior close in 19 of 3,267 sessions (0.6% of the time), with the largest gaps running +5.8% and -6.4%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against WMT's own 13-year history, not a peer group or index.