The calmest large caps: annualized realized volatility over the past year, lowest first
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 2026-10-04, from The Lowest-Volatility Stocks.
| ticker | annual_vol_pct |
|---|---|
| SPY | 12.9 |
| DUK | 15.9 |
| SO | 17.3 |
| KO | 18.8 |
| JNJ | 19 |
| MCD | 19.1 |
| PG | 19.6 |
| COST | 19.8 |
| PEP | 21.1 |
| NEE | 21.1 |
| JPM | 22.4 |
| PFE | 23.4 |
| CVX | 23.8 |
| T | 25.4 |
| HD | 25.6 |
- Rows × columns
- 15 × 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 | 15 distinct values (COST, CVX, DUK…) | |
annual_vol_pct |
number | 12.9 to 25.6 | 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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH d AS (
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','PEP','WMT','MCD','MO','VZ','T','XOM','CVX','JPM','HD','COST','UNH','ABBV','MRK','PFE','LLY','CAT','HON','LMT','IBM','ORCL','CSCO','TXN','SO','DUK','NEE','NVDA','TSLA')
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
),
r AS (
SELECT ticker, dt,
c / lagInFrame(c) OVER (PARTITION BY ticker ORDER BY dt) - 1 AS ret
FROM d
)
SELECT ticker,
round(stddevSamp(ret) * sqrt(252) * 100, 1) AS annual_vol_pct
FROM r
WHERE ret IS NOT NULL AND dt >= today() - 370
GROUP BY ticker
ORDER BY annual_vol_pct ASC
LIMIT 15
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