FORD vs. FEPI

In the year-to-date period, FORD achieves a 16.77% return, which is significantly higher than FEPI's -10.74% return.

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This table presents a comparison of risk-adjusted performance metrics for Forward Industries, Inc. (FORD) and REX FANG & Innovation Equity Premium Income ETF (FEPI). 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 0.11, which is comparable to the FEPI Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of FORD and FEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FORD has not paid dividends to shareholders, while FEPI's dividend yield for the trailing twelve months is around 31.01%.

The maximum FORD drawdown since its inception was -98.85%, which is greater than FEPI's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for FORD and FEPI. For additional features, visit the drawdowns tool.

Forward Industries, Inc. (FORD) has a higher volatility of 49.17% compared to REX FANG & Innovation Equity Premium Income ETF (FEPI) at 15.27%. This indicates that FORD's price experiences larger fluctuations and is considered to be riskier than FEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.