Volatility Calculator

Calculate standard deviation and annualized volatility

Price Data

Enter closing prices (daily, weekly, or any consistent interval)

Results

Annualized Volatility
-
Period Vol
-
Data Points
-
Mean Return:-
Min Return:-
Max Return:-
LowModerateHighExtreme

Returns Distribution

Calculate to see distribution
Bitcoin
~60%
Annual
Ethereum
~75%
Annual
Altcoins
80-150%
Annual
S&P 500
~15%
Annual
Gold
~12%
Annual

Volatility FAQ

80% annual volatility - what does that mean?

Roughly, expect the price to move within ±80% over a year (1 std dev). Could go up 80% or down 80%. In practice, distribution has fat tails.

Why is crypto so volatile?

24/7 trading, retail-dominated, narrative-driven, low liquidity vs stocks, regulatory uncertainty, and genuine price discovery for new assets.

Does volatility predict returns?

Not really. High vol doesn't mean high returns. You can have high vol with negative returns (see most altcoins in bear markets).

Implied vs historical volatility?

Historical looks backward at actual moves. Implied (from options) looks forward at expected moves. This tool calculates historical.

How to reduce portfolio volatility?

Add uncorrelated assets, include stablecoins, reduce altcoin allocation. BTC-heavy portfolios are less volatile than altcoin-heavy ones.

Volatility clustering?

High vol periods tend to cluster together. After a big move, expect more big moves. Calm follows calm, chaos follows chaos.

Recommended Tools

💬 User Comments

Share your thoughts and feedback about this tool

Please login to leave a comment

No comments yet. Be the first to share your thoughts!

×

Rate this tool

Select a rating