Tumultuous times are back on Wall Street.

There was a 400-point reversal in the Dow Jones Industrial Average on Tuesday. On Wednesday, the Dow swung between gains and losses before eventually diving by 600 points and wiping out its gains for the year.

This comes during a month when the Dow has had seven days where it rose or fell more than 200 points on the day, including Wednesday. Most of that action has been to the downside with the Dow down 6 percent in October.

But history shows there are certain stocks that thrive during these volatile times.