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FWDI vs. SOL-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

FWDI vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Forward Industries, Inc (FWDI) and Solana (SOL-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FWDI achieves a -39.94% return, which is significantly higher than SOL-USD's -45.21% return.


FWDI

1D
-5.92%
1M
-16.42%
YTD
-39.94%
6M
-53.89%
1Y
-35.86%
3Y*
-26.75%
5Y*
-31.90%
10Y*
-10.98%

SOL-USD

1D
-4.67%
1M
-20.97%
YTD
-45.21%
6M
-50.97%
1Y
-55.53%
3Y*
50.45%
5Y*
11.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FWDI vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FWDI
Forward Industries, Inc
-39.94%33.54%-32.14%-31.93%-31.31%-14.29%65.45%
SOL-USD
Solana
-45.21%-34.09%85.68%919.96%-94.13%11,143.63%58.87%

Correlation

The correlation between FWDI and SOL-USD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2020

0.14

Over the past year, FWDI and SOL-USD have become more correlated (0.39) than their long-term average of 0.14, meaning their price movements have been converging.

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Return for Risk

FWDI vs. SOL-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FWDI
FWDI Risk / Return Rank: 3333
Overall Rank
FWDI Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FWDI Sortino Ratio Rank: 3838
Sortino Ratio Rank
FWDI Omega Ratio Rank: 3737
Omega Ratio Rank
FWDI Calmar Ratio Rank: 2828
Calmar Ratio Rank
FWDI Martin Ratio Rank: 3232
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 4343
Overall Rank
SOL-USD Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4444
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 5050
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FWDI vs. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Forward Industries, Inc (FWDI) and Solana (SOL-USD). 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.


FWDISOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.04

0.90

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.40

-0.77

+0.37

Martin ratioReturn relative to average drawdown

-0.54

-1.23

+0.69

FWDI vs. SOL-USD - Sharpe Ratio Comparison

The current FWDI Sharpe Ratio is -0.30, which is higher than the SOL-USD Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of FWDI and SOL-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FWDISOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

-0.77

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.12

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.83

-0.88

Drawdowns

FWDI vs. SOL-USD - Drawdown Comparison

The maximum FWDI drawdown since its inception was -98.85%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for FWDI and SOL-USD.


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Drawdown Indicators


FWDISOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.85%

-96.27%

-2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-89.82%

-72.46%

-17.36%

Max Drawdown (3Y)

Largest decline over 3 years

-89.82%

-73.98%

-15.84%

Max Drawdown (5Y)

Largest decline over 5 years

-89.82%

-96.27%

+6.45%

Max Drawdown (10Y)

Largest decline over 10 years

-93.24%

Current Drawdown

Current decline from peak

-98.62%

-73.98%

-24.64%

Average Drawdown

Average peak-to-trough decline

-82.24%

-51.35%

-30.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

66.49%

51.73%

+14.76%

Volatility

FWDI vs. SOL-USD - Volatility Comparison

Forward Industries, Inc (FWDI) has a higher volatility of 25.63% compared to Solana (SOL-USD) at 15.03%. This indicates that FWDI's price experiences larger fluctuations and is considered to be riskier than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWDISOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.63%

15.03%

+10.60%

Volatility (6M)

Calculated over the trailing 6-month period

59.93%

45.60%

+14.33%

Volatility (1Y)

Calculated over the trailing 1-year period

121.05%

59.86%

+61.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.88%

82.59%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.47%

99.85%

-9.38%

Frequently Asked Questions


FWDI and SOL-USD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FWDI has higher volatility (25.63%) compared to SOL-USD (15.03%). In terms of maximum drawdown, FWDI dropped -98.85% vs SOL-USD's -96.27%.

FWDI currently has the higher Sharpe Ratio (-0.30 vs -0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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