WTW·Willis Towers Watson Public Limited Company

Realized volatility (21d)

21.8% 58th pct

Below its peak

-15.3%

vs 200-day average

-0.2%

Up days (1y)

47%

Willis Towers Watson Public Limited Company is currently running 21.8% annualised volatility over the last 21 sessions. Measured against WTW's own 11 years of daily returns rather than a market-wide average, that is the 58th percentile — close to its own typical level, against a typical reading of 20.1%. 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.

WTW is trading -15.3% below its running peak. Across 10 full years on file, its median worst-drawdown-in-a-year was -16.4%, and the deepest was -37.8% in 2023. 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 -0.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 30th percentile — a narrower gap than it typically runs. Over the past year WTW closed higher on 47% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 10 years of records, WTW finished the month higher 6 of 10 times, with a median return of +0.4% and an average of -0.3%. Its strongest month historically has been November at +5.3% on average, its weakest December at -0.9%. 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: WTW has opened more than 2% away from the prior close in 85 of 2,709 sessions (3.1% of the time), with the largest gaps running +30.3% and -9.5%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 2,710 daily closes between 2016-01-05 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against WTW's own 11-year history, not a peer group or index.