FORD vs. GM

In the year-to-date period, FORD achieves a 12.73% return, which is significantly higher than GM's -4.32% return. Over the past 10 years, FORD has underperformed GM with an annualized return of -6.05%, while GM has yielded a comparatively higher 6.81% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Forward Industries, Inc. (FORD) and General Motors Company (GM). 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 -0.20, which is lower than the GM Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of FORD and GM, 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 GM's dividend yield for the trailing twelve months is around 0.94%.

The maximum FORD drawdown since its inception was -98.85%, which is greater than GM's maximum drawdown of -59.95%. Use the drawdown chart below to compare losses from any high point for FORD and GM. For additional features, visit the drawdowns tool.

Forward Industries, Inc. (FORD) has a higher volatility of 17.36% compared to General Motors Company (GM) at 9.08%. This indicates that FORD's price experiences larger fluctuations and is considered to be riskier than GM 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 Motors Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.