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The Lowest-Volatility Stocks
The calmest large caps: annualized realized volatility over the past year, lowest firstranking · 2026-08-22 · 15×2Preview: 15 ranked values, smallest first. Maximum drawdown of the calmest names: the worst peak-to-trough fall over the past yearranking · 2026-08-22 · 8×2Preview: 8 ranked values, largest first.
The calmest large caps: annualized realized volatility over the past year, lowest first

The calmest large caps: annualized realized volatility over the past year, lowest first

most recentas of ranking 15×2read in context →
The calmest large caps: annualized realized volatility over the past year, lowest first — 15 rows by 2 columns, computed from US exchange, SIP and OPRA data.
tickerannual_vol_pct
SPY12.8
DUK16
SO17.2
MCD18
JNJ18.5
KO18.7
PG19.5
COST19.8
PEP21.2
NEE21.3
JPM22.2
CVX23.5
PFE23.8
T25
VZ25.1
the exact SQL behind every number 
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
More from this analysisThe Lowest-Volatility Stocks
Maximum drawdown of the calmest names: the worst peak-to-trough fall over the past year ranking 8×2 → Annualized volatility vs total return, 25 large caps, calmest to wildest (~2 years) ranking 25×3 → Growth of $100: a calm name (KO), the market (SPY), a wild name (NVDA), weekly series 115×4 → Volatility thirds: median return, and the range from worst to best name in each table 3×6 → See all 2,170 queries →
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