STRASMORE/EXPLORE 2,170 QUERIES

Annualized volatility: the S&P 500 index versus six single stocks (last ~250 sessions)

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.

as of ranking 7×2read in context →
Annualized volatility: the S&P 500 index versus six single stocks (last ~250 sessions) — 7 rows by 2 columns, computed from US exchange, SIP and OPRA data.
tickerannual_vol_pct
SPY12.8
JNJ18.5
KO18.7
PG19.5
NVDA36.6
TSLA46.7
PLTR60
Rows × columns
7 × 2
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Annualized volatility: the S&P 500 index versus six single stocks (last ~250 sessions), derived from the stored result.
ColumnTypeRangeNotes
ticker text 7 distinct values (JNJ, KO, NVDA…)
annual_vol_pct number 12.8 to 60 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(stddevSamp(ret) * sqrt(252) * 100, 1) AS annual_vol_pct
FROM (
    SELECT ticker, dt,
           c / lagInFrame(c) OVER (PARTITION BY ticker ORDER BY dt) - 1 AS ret
    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 ret IS NOT NULL AND dt >= today() - 370
GROUP BY ticker
ORDER BY annual_vol_pct

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