GITNUX MARKETDATA REPORT 2024

Statistics About The Least Volatile Stocks

The least volatile stocks typically have lower standard deviations and exhibit more stable price movements over time compared to other stocks.

Last Updated: June 20, 2024

Written & Summarized by: Jannik Lindner

How we write

In this post, we explore the landscape of volatility in the stock market, examining key statistics and insights to identify the least volatile investments and sectors. From the increased market volatility during the pandemic to specific stocks and industries known for their stability, we delve into the data to understand where investors may find a more predictable and less turbulent ride in the financial markets.

Statistic 1

"According to the Capital Markets Cooperative Research Centre (CMCRC), volatility in the stock market has increased by 20-30% during the pandemic."

Statistic 2

"The 10-year treasury note had a volatility of 6.2% in 2020, making it one of the least volatile investments."

Statistic 3

"Verizon Communications was named the least volatile stock by the S&P 500 in 2020."

Statistic 4

"Healthcare sector stocks are known to be less volatile, with a median volatility of 24.4% in 2020."

Statistic 5

"Newmont Corporation, a gold mining company, is among the 20 least volatile stocks, according to an NASDAQ report."

Statistic 6

"Defensive stocks like Walmart Inc. tend to be less volatile, with a rolling 1-year Beta of 0.48 in 2020."

Statistic 7

"According to Morning Star's market classification system, small-cap stocks are generally more volatile than large-cap stocks."

Statistic 8

"Coca-Cola is considered a low-volatility stock, with a beta of 0.61 as of 2021."

Statistic 9

"The Invesco S&P 500 Low Volatility ETF (SPLV) averaged only a 12% volatility from its inception to 2021."

Statistic 10

"The Utilities Sector has historically been the least volatile sector with an average beta of 0.25."

Statistic 11

"Consumer staple stocks like Procter & Gamble have lower volatility, with a Beta of 0.42 in Q3 2021."

Statistic 12

"According to Fidelity, the historical volatility of the stock market over the last 10 years was 13.4%, but utilities equities exhibited less volatility, coming in at 9.5%."

Statistic 13

"Treasury Bonds are among the least volatile assets, with a coefficient of variation below 7%."

Statistic 14

"Between 2000 and 2021, the least volatile year for the S&P 500 was 2017, with a standard deviation of only 3.3%."

Statistic 15

"Duke Energy, a company in the utilities sector, consistently ranks as one of the least volatile with a beta of 0.61."

Statistic 16

"The real estate sector has historically been low-volatility, with the VNQ ETF having a five-year beta of 0.92."

Statistic 17

"The five least volatile industries according to Yahoo Finance are "Beverages Non-Alcoholic," "Office Supplies," "Education & Training Services," "Software-Infrastructure," and "Insurance-Diversified.""

In conclusion, the statistics presented highlight the varying levels of volatility across different sectors and assets within the stock market. The pandemic has led to an overall increase in market volatility, with certain investments like treasury notes and specific stocks such as Verizon Communications, Newmont Corporation, and Coca-Cola being recognized for their stability. Defensive sectors like healthcare, utilities, and consumer staples consistently demonstrate lower volatility, while small-cap stocks and certain industries like real estate and non-alcoholic beverages are also known for their less volatile nature. Understanding these trends and characteristics can assist investors in making informed decisions to manage risk and achieve their financial goals.