FORD vs. BRK-B

In the year-to-date period, FORD achieves a -38.44% return, which is significantly lower than BRK-B's 27.07% return. Over the past 10 years, FORD has underperformed BRK-B with an annualized return of -6.73%, while BRK-B has yielded a comparatively higher 11.59% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Forward Industries, Inc. (FORD) and Berkshire Hathaway Inc. (BRK-B). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current FORD Sharpe Ratio is -0.29, which is lower than the BRK-B Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FORD and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FORD nor BRK-B has paid dividends to shareholders.

The maximum FORD drawdown since its inception was -98.85%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FORD and BRK-B. For additional features, visit the drawdowns tool.

Forward Industries, Inc. (FORD) has a higher volatility of 10.93% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. This indicates that FORD's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Forward Industries, Inc. and Berkshire Hathaway Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.