Stock price volatility in United States

United States: Stock price volatility was 24.99 in 2021. ▲ Rising

Latest (2021)
24.99
Change on year
down 6.5%
World rank
14th
of 86 countries
All-time high
39.57
in 2009
All-time low
9.04
in 1994
Years of data
38
1984–2021

Stock price volatility in United States, 1984–2021

102030401984200220211984: 12.81985: 121986: 121987: 17.81988: 30.81989: 181990: 14.21991: 16.11992: 131993: 9.91994: 91995: 91996: 9.91997: 13.41998: 18.31999: 20.92000: 20.42001: 22.12002: 22.42003: 24.72004: 15.42005: 112006: 10.42007: 11.52008: 21.42009: 39.62010: 26.42011: 18.62012: 212013: 13.92014: 11.32015: 12.62016: 15.72017: 112018: 11.12019: 15.52020: 26.72021: 25

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.

Averages by decade

DecadeAverage LowestHighest 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

  1. 11 Poland 26.57 compare
  2. 12 Spain 26.47 compare
  3. 13 Belgium 25.13 compare
  4. 15 Ireland 24.79 compare
  5. 16 Turkey 24.64 compare
  6. 17 France 24.62 compare

See the full ranking of 86 places →

More financial sector data for United States

All data for United States →

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

Indicator
Stock price volatility
Source
Bloomberg
Licence
CC BY 4.0 (World Bank Open Data)
Coverage
86 places, 2,347 data points, 1984–2021
Last refreshed

Stock price volatility is the average of the 360-day volatility of the national stock market index.