PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
FCPT vs. GBPUSD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

FCPT vs. GBPUSD=X

Last updated May 17, 2025

Compare and contrast key facts about Four Corners Property Trust, Inc. (FCPT) and GBP/USD (GBPUSD=X).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCPT or GBPUSD=X.

Correlation

The correlation between FCPT and GBPUSD=X is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

FCPT vs. GBPUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Four Corners Property Trust, Inc. (FCPT) and GBP/USD (GBPUSD=X). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FCPT:

0.90

GBPUSD=X:

0.64

Sortino Ratio

FCPT:

1.32

GBPUSD=X:

0.87

Omega Ratio

FCPT:

1.16

GBPUSD=X:

1.10

Calmar Ratio

FCPT:

1.34

GBPUSD=X:

0.08

Martin Ratio

FCPT:

3.06

GBPUSD=X:

1.03

Ulcer Index

FCPT:

5.34%

GBPUSD=X:

4.14%

Daily Std Dev

FCPT:

18.05%

GBPUSD=X:

7.26%

Max Drawdown

FCPT:

-57.60%

GBPUSD=X:

-60.21%

Current Drawdown

FCPT:

-6.55%

GBPUSD=X:

-49.79%

Returns By Period

In the year-to-date period, FCPT achieves a 2.86% return, which is significantly lower than GBPUSD=X's 6.11% return.

FCPT

YTD

2.86%

1M

-0.79%

6M

0.22%

1Y

16.09%

5Y*

13.11%

10Y*

N/A

GBPUSD=X

YTD

6.11%

1M

0.26%

6M

5.22%

1Y

4.81%

5Y*

1.80%

10Y*

-1.49%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Risk-Adjusted Performance

FCPT vs. GBPUSD=X — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FCPT
The Risk-Adjusted Performance Rank of FCPT is 7878
Overall Rank
The Sharpe Ratio Rank of FCPT is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FCPT is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FCPT is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FCPT is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FCPT is 7979
Martin Ratio Rank
GBPUSD=X
The Risk-Adjusted Performance Rank of GBPUSD=X is 7373
Overall Rank
The Sharpe Ratio Rank of GBPUSD=X is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of GBPUSD=X is 7777
Sortino Ratio Rank
The Omega Ratio Rank of GBPUSD=X is 7575
Omega Ratio Rank
The Calmar Ratio Rank of GBPUSD=X is 6363
Calmar Ratio Rank
The Martin Ratio Rank of GBPUSD=X is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCPT vs. GBPUSD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Four Corners Property Trust, Inc. (FCPT) and GBP/USD (GBPUSD=X). 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 FCPT Sharpe Ratio is 0.90, which is higher than the GBPUSD=X Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FCPT and GBPUSD=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Drawdowns

FCPT vs. GBPUSD=X - Drawdown Comparison

The maximum FCPT drawdown since its inception was -57.60%, roughly equal to the maximum GBPUSD=X drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for FCPT and GBPUSD=X. For additional features, visit the drawdowns tool.

Loading data...

Volatility

FCPT vs. GBPUSD=X - Volatility Comparison

Four Corners Property Trust, Inc. (FCPT) has a higher volatility of 4.85% compared to GBP/USD (GBPUSD=X) at 2.39%. This indicates that FCPT's price experiences larger fluctuations and is considered to be riskier than GBPUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...