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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 -35.10% return, which is significantly higher than SOL-USD's -37.85% return.


FWDI

1D
4.38%
1M
0.23%
6M
-41.47%
YTD
-35.10%
1Y
-46.91%
3Y*
-23.02%
5Y*
-31.14%
10Y*
-10.70%

SOL-USD

1D
0.78%
1M
15.80%
6M
-44.56%
YTD
-37.85%
1Y
-51.89%
3Y*
43.76%
5Y*
21.55%
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
-35.10%33.54%-32.14%-31.93%-31.31%-14.29%65.45%
SOL-USD
Solana
-37.85%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between FWDI and SOL-USD is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.22

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

0.17

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

0.15

Over the past year, FWDI and SOL-USD have become more correlated (0.45) than their long-term average of 0.15, 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: 3131
Overall Rank
FWDI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FWDI Sortino Ratio Rank: 3535
Sortino Ratio Rank
FWDI Omega Ratio Rank: 3535
Omega Ratio Rank
FWDI Calmar Ratio Rank: 2626
Calmar Ratio Rank
FWDI Martin Ratio Rank: 3333
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 6060
Overall Rank
SOL-USD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5757
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5858
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 6464
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FWDISOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.01

0.91

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.53

-0.69

+0.16

Martin ratioReturn relative to average drawdown

-0.67

-1.03

+0.35

FWDI vs. SOL-USD - Sharpe Ratio Comparison

The current FWDI Sharpe Ratio is -0.40, which is higher than the SOL-USD Sharpe Ratio of -0.73. 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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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

-90.92%

-74.89%

-16.03%

Max Drawdown (3Y)

Largest decline over 3 years

-90.92%

-76.28%

-14.64%

Max Drawdown (5Y)

Largest decline over 5 years

-90.92%

-96.27%

+5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-93.24%

Current Drawdown

Current decline from peak

-98.51%

-70.48%

-28.03%

Average Drawdown

Average peak-to-trough decline

-82.28%

-51.68%

-30.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

71.93%

42.54%

+29.39%

Volatility

FWDI vs. SOL-USD - Volatility Comparison

Forward Industries, Inc (FWDI) has a higher volatility of 31.47% compared to Solana (SOL-USD) at 15.17%. 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

31.47%

15.17%

+16.30%

Volatility (6M)

Calculated over the trailing 6-month period

66.49%

47.72%

+18.77%

Volatility (1Y)

Calculated over the trailing 1-year period

122.98%

59.42%

+63.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.65%

81.38%

+5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.17%

99.31%

-9.14%

Frequently Asked Questions


FWDI and SOL-USD have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FWDI has higher volatility (31.47%) compared to SOL-USD (15.17%). In terms of maximum drawdown, FWDI dropped -98.85% vs SOL-USD's -96.27%.

FWDI currently has the higher Sharpe Ratio (-0.40 vs -0.73), 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

Find the right allocation for FWDI and SOL-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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