Lemonade Inc. (LMND) Volatility
Financials
Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1LMND volatility — the short answer
LMND's realised volatility is 39.8% annualised over 20 days and 80.3% over 60 days, placing it in the 2th percentile of its own last year.
Volatility and drawdown
Realised volatility (20d, annualised)+39.8%
Realised volatility (60d, annualised)+80.3%
1-year volatility percentile2
Current drawdown from peak-44.7%
Deepest 1-year drawdown-50.9%
SPY volatility (20d)+8.1%
Signal drivers
MomentumNeutral
Technical trendNegative
VolatilityNeutral
SentimentNeutral
LMND's Algo Score rose 9 points over the last seven days. The factors currently reading positive are none; reading negative: technical trend.
Sector peers — 20-day volatility
JPM — JPMorgan Chase14.1
BAC — Bank of America17.3
COIN — Coinbase Global82.3
SOFI — SoFi Technologies52.5
BRK.B — Berkshire Hathaway15.1
Score history
- 2026-09-0743
- 2026-09-0443
- 2026-09-0349
- 2026-09-0240
- 2026-08-3134
- 2026-08-2849
- 2026-08-2756
- 2026-08-2621
- 2026-08-2521
- 2026-08-2417
- 2026-08-2121
- 2026-08-2010
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