Maximum drawdown: deepest peak-to-trough drop over the last year
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-22, from The Real Risk of One Stock.
| ticker | max_drawdown_pct |
|---|---|
| KO | 8.5 |
| SPY | 9.1 |
| JNJ | 10.9 |
| PG | 16.1 |
| NVDA | 20.3 |
| TSLA | 39.1 |
| PLTR | 48.3 |
- Rows × columns
- 7 × 2
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 7 distinct values (JNJ, KO, NVDA…) | |
max_drawdown_pct |
number | 8.5 to 48.3 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
the exact SQL behind every number
SELECT ticker,
round(abs(min(c / peak - 1)) * 100, 1) AS max_drawdown_pct
FROM (
SELECT ticker, dt, c,
max(c) OVER (PARTITION BY ticker ORDER BY dt
ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS peak
FROM (
SELECT ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS dt,
argMax(toFloat64(close), toTimeZone(window_start, 'America/New_York')) AS c
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'KO', 'JNJ', 'PG', 'NVDA', 'TSLA', 'PLTR')
AND window_start >= now() - INTERVAL 400 DAY
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY ticker, dt
)
WHERE dt >= today() - 370
)
GROUP BY ticker
ORDER BY max_drawdown_pct
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