Stock price volatility in United States
United States: Stock price volatility was 24.99 in 2021. ▲ Rising
Stock price volatility in United States, 1984–2021
Source: Bloomberg.
Analysis
In 2021, stock price volatility in United States stood at 24.99.
Compared with earlier readings it is down 6.5% on the previous year and up 34.4% over ten years.
Over the whole period, stock price volatility in United States peaked at 39.57 in 2009 and was at its lowest, 9.04, in 1994.
That places United States 14th out of 86 countries with data for 2021, putting it in the top quarter.
The long-run direction has been consistently rising across the 38 years of available data.
Stock price volatility in United States, year by year
| Year | Value | Change |
|---|---|---|
| 1984 | 12.81 | — |
| 1985 | 12.01 | -6.2% |
| 1986 | 12.01 | +0.0% |
| 1987 | 17.76 | +47.9% |
| 1988 | 30.81 | +73.5% |
| 1989 | 18.04 | -41.5% |
| 1990 | 14.16 | -21.5% |
| 1991 | 16.07 | +13.5% |
| 1992 | 13 | -19.1% |
| 1993 | 9.95 | -23.5% |
| 1994 | 9.04 | -9.1% |
| 1995 | 9.05 | +0.1% |
| 1996 | 9.92 | +9.6% |
| 1997 | 13.43 | +35.4% |
| 1998 | 18.3 | +36.3% |
| 1999 | 20.9 | +14.2% |
| 2000 | 20.44 | -2.2% |
| 2001 | 22.08 | +8.0% |
| 2002 | 22.41 | +1.5% |
| 2003 | 24.68 | +10.1% |
| 2004 | 15.37 | -37.7% |
| 2005 | 11.03 | -28.3% |
| 2006 | 10.44 | -5.3% |
| 2007 | 11.51 | +10.2% |
| 2008 | 21.42 | +86.0% |
| 2009 | 39.57 | +84.8% |
| 2010 | 26.42 | -33.2% |
| 2011 | 18.59 | -29.6% |
| 2012 | 21.04 | +13.2% |
| 2013 | 13.92 | -33.8% |
| 2014 | 11.29 | -18.9% |
| 2015 | 12.56 | +11.3% |
| 2016 | 15.72 | +25.1% |
| 2017 | 11.01 | -30.0% |
| 2018 | 11.12 | +1.0% |
| 2019 | 15.49 | +39.3% |
| 2020 | 26.74 | +72.7% |
| 2021 | 24.99 | -6.5% |
United States compared with similar countries
- United States's 24.99 is above the median for high income countries, which is 20.18, 1.2× the median. (49 countries reporting)
Averages by decade
| Decade | Average | Lowest | Highest | Years |
|---|---|---|---|---|
| 1980s | 17.24 | 12.01 | 30.81 | 6 |
| 1990s | 13.38 | 9.04 | 20.9 | 10 |
| 2000s | 19.9 | 10.44 | 39.57 | 10 |
| 2010s | 15.72 | 11.01 | 26.42 | 10 |
| 2020s | 25.87 | 24.99 | 26.74 | 2 |
Countries ranked near United States
More financial sector data for United States
- Reserve position in the IMF, US dollar, annual growth rate 17.82 % change on previous year (2025)
- Reserve position in the IMF, US dollar, per unit of GDP 0.001 units per US$ of GDP (2025)
- Reserve position in the IMF, US dollar, per capita 89.64 units per person (2025)
- Reserve position in the IMF, SDR, annual growth rate 12.2 % change on previous year (2025)
- Reserve position in the IMF, SDR, per unit of GDP 0.0007 units per US$ of GDP (2025)
- Reserve position in the IMF, SDR, per capita 65.46 units per person (2025)
- Reserve tranche position, US dollar, annual growth rate 17.82 % change on previous year (2025)
- Reserve tranche position, US dollar, per unit of GDP 0.001 units per US$ of GDP (2025)
- Reserve tranche position, US dollar, per capita 89.64 units per person (2025)
- Reserve tranche position, SDR, annual growth rate 12.2 % change on previous year (2025)
Frequently asked questions
- What is stock price volatility in United States?
- Stock price volatility in United States was 24.99 in 2021, according to Bloomberg.
- What is the highest stock price volatility recorded in United States?
- The highest recorded value was 39.57 in 2009.
- What is the lowest stock price volatility recorded in United States?
- The lowest recorded value was 9.04 in 1994.
- How does United States rank for stock price volatility?
- United States ranks 14th out of 86 countries with data for 2021.
- Is stock price volatility rising or falling in United States?
- Over the last ten years it is up 34.4%. The long-run trend across the full record is rising.
- Where does this United States 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.