Stock price volatility in Canada
Canada: Stock price volatility was 22.87 in 2021. ▲ Rising
Latest (2021)
22.87
Change on year
down 5.8%
World rank
23rd
of 86 countries
All-time high
37.53
in 2009
All-time low
7.82
in 1993
Years of data
38
1984–2021
Stock price volatility in Canada, 1984–2021
Source: Bloomberg.
Analysis
Canada recorded 22.87 for stock price volatility in 2021.
Compared with earlier readings it is down 5.8% on the previous year and up 60.3% over ten years.
Over the whole period, stock price volatility in Canada peaked at 37.53 in 2009 and was at its lowest, 7.82, in 1993.
Canada ranks 23rd of 86 countries on this measure, in the middle of the range.
The long-run direction has been consistently rising across the 38 years of available data.
Stock price volatility in Canada, year by year
| Year | Value | Change |
|---|---|---|
| 1984 | 10.15 | — |
| 1985 | 9.47 | -6.7% |
| 1986 | 9.14 | -3.5% |
| 1987 | 13.48 | +47.4% |
| 1988 | 21.28 | +57.8% |
| 1989 | 10.01 | -53.0% |
| 1990 | 9.09 | -9.2% |
| 1991 | 9.12 | +0.3% |
| 1992 | 8.13 | -10.9% |
| 1993 | 7.82 | -3.8% |
| 1994 | 9.68 | +23.8% |
| 1995 | 9.57 | -1.2% |
| 1996 | 8.24 | -13.9% |
| 1997 | 9.85 | +19.6% |
| 1998 | 15.1 | +53.3% |
| 1999 | 18.96 | +25.6% |
| 2000 | 19.95 | +5.2% |
| 2001 | 24.75 | +24.0% |
| 2002 | 18.24 | -26.3% |
| 2003 | 15.35 | -15.8% |
| 2004 | 11.32 | -26.2% |
| 2005 | 10.63 | -6.1% |
| 2006 | 11.74 | +10.4% |
| 2007 | 13.27 | +13.0% |
| 2008 | 19.93 | +50.2% |
| 2009 | 37.53 | +88.3% |
| 2010 | 24.62 | -34.4% |
| 2011 | 14.27 | -42.0% |
| 2012 | 17.02 | +19.3% |
| 2013 | 12.35 | -27.4% |
| 2014 | 9.53 | -22.8% |
| 2015 | 11.49 | +20.5% |
| 2016 | 14.97 | +30.3% |
| 2017 | 10.78 | -28.0% |
| 2018 | 8.21 | -23.9% |
| 2019 | 9.63 | +17.3% |
| 2020 | 24.27 | +152.0% |
| 2021 | 22.87 | -5.8% |
Canada compared with similar countries
- Canada's 22.87 is above the median for high income countries, which is 20.18, 1.1× the median. (49 countries reporting)
Averages by decade
| Decade | Average | Lowest | Highest | Years |
|---|---|---|---|---|
| 1980s | 12.26 | 9.14 | 21.28 | 6 |
| 1990s | 10.56 | 7.82 | 18.96 | 10 |
| 2000s | 18.27 | 10.63 | 37.53 | 10 |
| 2010s | 13.29 | 8.21 | 24.62 | 10 |
| 2020s | 23.57 | 22.87 | 24.27 | 2 |
Countries ranked near Canada
More financial sector data for Canada
- Reserve position in the IMF, US dollar, annual growth rate 6.08 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.0017 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 93.62 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 1.02 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0012 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 68.36 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 6.08 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.0017 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 93.62 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 1.02 % change on previous year (2025)
Frequently asked questions
- What is stock price volatility in Canada?
- Stock price volatility in Canada was 22.87 in 2021, according to Bloomberg.
- What is the highest stock price volatility recorded in Canada?
- The highest recorded value was 37.53 in 2009.
- What is the lowest stock price volatility recorded in Canada?
- The lowest recorded value was 7.82 in 1993.
- How does Canada rank for stock price volatility?
- Canada ranks 23rd out of 86 countries with data for 2021.
- Is stock price volatility rising or falling in Canada?
- Over the last ten years it is up 60.3%. The long-run trend across the full record is rising.
- Where does this Canada data come from?
- The figures come from Bloomberg, published as part of Stock price volatility. Statizoid updates them automatically from the source API.
Download this data
CSV · JSON — 38 observations, free to reuse under CC BY 4.0 (World Bank Open Data).
About this data
Stock price volatility is the average of the 360-day volatility of the national stock market index.