WTRG·Essential Utilities Inc.

Realized volatility (21d)

15.2% 21st pct

Below its peak

-28.5%

vs 200-day average

-1.3%

Up days (1y)

45%

Essential Utilities Inc. is currently running 15.2% annualised volatility over the last 21 sessions. Measured against WTRG's own 13 years of daily returns rather than a market-wide average, that is the 21st percentile — unusually subdued by its own history, against a typical reading of 19.5%. 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.

WTRG is trading -28.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -14.4%, and the deepest was -39.9% 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 -1.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 35th percentile — close to the gap it normally carries. Over the past year WTRG closed higher on 45% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, WTRG finished the month higher 11 of 13 times, with a median return of +1.5% and an average of +2.0%. Its strongest month historically has been November at +3.0% on average, its weakest September at -3.4%. 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: WTRG has opened more than 2% away from the prior close in 96 of 3,267 sessions (2.9% of the time), with the largest gaps running +8.2% and -8.5%. 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 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against WTRG's own 13-year history, not a peer group or index.