concentration risk — 3 answered market questions

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

most recentas of 2026-08-22 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 2026-08-22 from US exchange, SIP and OPRA data.
ticker	annual_vol_pct
SPY	12.8
JNJ	18.5
KO	18.7
PG	19.5
NVDA	36.6
TSLA	46.7
PLTR	60

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

More from this analysisThe Real Risk of One Stock

Maximum drawdown: deepest peak-to-trough drop over the last year ranking 7×2 → Same $100 invested: one single stock versus the S&P 500 index, indexed to 100 series 14×3 → The calmest large caps: annualized realized volatility over the past year, lowest first ranking 15×2 → Maximum drawdown of the calmest names: the worst peak-to-trough fall over the past year ranking 8×2 → See all 2,170 queries →