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FWRD vs. FWD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FWRD vs. FWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Forward Air Corporation (FWRD) and AB Disruptors ETF (FWD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FWRD achieves a -41.32% return, which is significantly lower than FWD's 22.59% return.


FWRD

1D
4.41%
1M
9.07%
6M
-49.38%
YTD
-41.32%
1Y
-49.74%
3Y*
-48.84%
5Y*
-29.51%
10Y*
-10.23%
ALL TIME*
6.77%

FWD

1D
2.11%
1M
-6.94%
6M
13.21%
YTD
22.59%
1Y
42.14%
3Y*
31.81%
5Y*
10Y*
ALL TIME*
32.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$42.21M$42.99M$37.02M
$13.61M$10.37M$16.44M

FWRD vs. FWD - Yearly Performance Comparison


2026 (YTD)202520242023
FWRD
Forward Air Corporation
-41.32%-22.48%-48.70%-39.16%
FWD
AB Disruptors ETF
22.59%32.00%29.23%23.48%

Correlation

The correlation between FWRD and FWD is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

Correlation (3Y)
Balances recent behavior with more history.

0.25

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2023

0.25

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Return for Risk

FWRD vs. FWD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FWRD
FWRD Risk / Return Rank: 1717
Overall Rank
FWRD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FWRD Sortino Ratio Rank: 2121
Sortino Ratio Rank
FWRD Omega Ratio Rank: 1919
Omega Ratio Rank
FWRD Calmar Ratio Rank: 1818
Calmar Ratio Rank
FWRD Martin Ratio Rank: 1111
Martin Ratio Rank

FWD
FWD Risk / Return Rank: 5757
Overall Rank
FWD Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FWD Sortino Ratio Rank: 5353
Sortino Ratio Rank
FWD Omega Ratio Rank: 5454
Omega Ratio Rank
FWD Calmar Ratio Rank: 5656
Calmar Ratio Rank
FWD Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FWRD vs. FWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Forward Air Corporation (FWRD) and AB Disruptors ETF (FWD). 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.


FWRDFWDDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-2.39

Omega ratioGain probability vs. loss probability

0.93

1.25

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.68

2.07

-2.74

Martin ratioReturn relative to average drawdown

-1.30

7.83

-9.13

FWRD vs. FWD - Sharpe Ratio Comparison

The current FWRD Sharpe Ratio is -0.60, which is lower than the FWD Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of FWRD and FWD, 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

FWRD vs. FWD - Drawdown Comparison

The maximum FWRD drawdown since its inception was -93.19%, which is greater than FWD's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for FWRD and FWD.


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Drawdown Indicators


FWRDFWDDifference

Max Drawdown

Largest peak-to-trough decline

-93.19%

-29.02%

-64.17%

Max Drawdown (1Y)

Largest decline over 1 year

-73.84%

-20.49%

-53.35%

Max Drawdown (3Y)

Largest decline over 3 years

-92.46%

-29.02%

-63.44%

Max Drawdown (5Y)

Largest decline over 5 years

-93.19%

Max Drawdown (10Y)

Largest decline over 10 years

-93.19%

Current Drawdown

Current decline from peak

-87.97%

-14.00%

-73.97%

Average Drawdown

Average peak-to-trough decline

-27.12%

-4.27%

-22.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.40%

5.39%

+33.01%

Volatility

FWRD vs. FWD - Volatility Comparison

Forward Air Corporation (FWRD) has a higher volatility of 26.72% compared to AB Disruptors ETF (FWD) at 11.16%. This indicates that FWRD's price experiences larger fluctuations and is considered to be riskier than FWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWRDFWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.72%

11.16%

+15.56%

Volatility (6M)

Calculated over the trailing 6-month period

83.18%

24.83%

+58.35%

Volatility (1Y)

Calculated over the trailing 1-year period

83.32%

29.51%

+53.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.15%

26.01%

+38.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.20%

26.01%

+24.19%

Dividends

FWRD vs. FWD - Dividend Comparison

FWRD has not paid dividends to shareholders, while FWD's dividend yield for the trailing twelve months is around 0.09%.


PositionTTM20252024202320222021202020192018201720162015
FWD
AB Disruptors ETF
0.09%0.11%1.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FWRD
Forward Air Corporation
0.00%0.00%0.00%1.53%0.92%0.87%0.98%1.03%1.15%1.04%1.08%1.12%

Frequently Asked Questions


FWRD and FWD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FWRD has higher volatility (26.72%) compared to FWD (11.16%). In terms of maximum drawdown, FWRD dropped -93.19% vs FWD's -29.02%.

FWD currently has the higher Sharpe Ratio (1.44 vs -0.60), 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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