FORD vs. GD

In the year-to-date period, FORD achieves a -0.61% return, which is significantly lower than GD's 2.87% return. Over the past 10 years, FORD has underperformed GD with an annualized return of -4.05%, while GD has yielded a comparatively higher 9.58% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Forward Industries, Inc. (FORD) and General Dynamics Corporation (GD). 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 -0.15, which is higher than the GD Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of FORD and GD, 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 GD's dividend yield for the trailing twelve months is around 2.11%.

The maximum FORD drawdown since its inception was -98.85%, which is greater than GD's maximum drawdown of -76.10%. Use the drawdown chart below to compare losses from any high point for FORD and GD. For additional features, visit the drawdowns tool.

Forward Industries, Inc. (FORD) has a higher volatility of 24.44% compared to General Dynamics Corporation (GD) at 5.78%. This indicates that FORD's price experiences larger fluctuations and is considered to be riskier than GD 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 General Dynamics Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.