Procter & Gamble (PG) Volatility

    Consumer Staples
    Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1

    PG volatility — the short answer

    PG's realised volatility is 12.9% annualised over 20 days and 18.9% over 60 days, placing it in the 3th percentile of its own last year.

    Volatility and drawdown

    Realised volatility (20d, annualised)+12.9%
    Realised volatility (60d, annualised)+18.9%
    1-year volatility percentile3
    Current drawdown from peak-12.4%
    Deepest 1-year drawdown-16.2%
    SPY volatility (20d)+8.1%

    Signal drivers

    MomentumNeutral
    Technical trendNeutral
    VolatilityNeutral
    SentimentNeutral

    Sector peers — 20-day volatility

    WMT — Walmart Inc.40.2
    COST — Costco Wholesale19.8
    KO — Coca-Cola Co.15.6
    PEP — PepsiCo Inc.17.7
    PM — Philip Morris23.8

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    PG overviewPG technical analysisPG rsiPG moving averagesPG momentumPG relative strengthPG drawdownPG volumePG trendPG algo score historyPG vs WMTPG vs COSTConsumer Staples sector strengthAlgo Score rankings

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