COMP (COMP) Volatility
Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1
COMP volatility — the short answer
COMP's realised volatility is 50.9% annualised over 20 days and 59.1% over 60 days, placing it in the 34th percentile of its own last year.
Volatility and drawdown
Realised volatility (20d, annualised)+50.9%
Realised volatility (60d, annualised)+59.1%
1-year volatility percentile34
Current drawdown from peak-18.1%
Deepest 1-year drawdown-50.8%
SPY volatility (20d)+8.1%
Signal drivers
MomentumNegative
Technical trendNegative
VolatilityNeutral
SentimentNeutral
COMP's Algo Score fell 2 points over the last seven days. The factors currently reading positive are none; reading negative: momentum, technical trend.
Score history
- 2026-09-0716
- 2026-09-0416
- 2026-09-0316
- 2026-09-0218
- 2026-09-0116
- 2026-08-3118
- 2026-08-2821
- 2026-08-2721
- 2026-08-2624
- 2026-08-2542
- 2026-08-2440
- 2026-08-2162
Track COMP inside Autonium
Full factor detail, alerts when the score changes, and Toni to ask why.
Continue analysing COMP
Autonium publishes research, not recommendations. Scores, factors and written reads describe historical and current data and are not buy or sell advice. Not financial advice. Market data is refreshed on a schedule and may lag. See our methodology and disclosures.