YUMC·Yum China Holdings, Inc.

Realized volatility (21d)

28.1% 42nd pct

Below its peak

-41.1%

vs 200-day average

-13.6%

Up days (1y)

43%

Yum China Holdings, Inc. is currently running 28.1% annualised volatility over the last 21 sessions. Measured against YUMC's own 10 years of daily returns rather than a market-wide average, that is the 42nd percentile — close to its own typical level, against a typical reading of 29.4%. 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.

YUMC is trading -41.1% below its running peak. Across 9 full years on file, its median worst-drawdown-in-a-year was -32.2%, and the deepest was -38.3% in 2023. 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 -13.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 15th percentile — a narrower gap than it typically runs. Over the past year YUMC closed higher on 43% of sessions, and it is currently 4 sessions into a falling streak.

On September specifically: over 10 years of records, YUMC finished the month higher 4 of 10 times, with a median return of -2.2% and an average of +1.5%. Its strongest month historically has been February at +4.2% on average, its weakest October at -4.0%. 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: YUMC has opened more than 2% away from the prior close in 216 of 2,493 sessions (8.7% of the time), with the largest gaps running +7.4% and -9.6%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 2,494 daily closes between 2016-10-17 and 2026-09-18, split-adjusted, recomputed daily. Percentiles are against YUMC's own 10-year history, not a peer group or index.