FCPT vs. GBPUSD=X
FCPT (Four Corners Property Trust, Inc.) is a stock, while GBPUSD=X (GBP/USD) is a currency. Over the past 10 years, FCPT returned 7.62%/yr vs -0.34%/yr for GBPUSD=X. At a 0.13 correlation, their price movements are largely independent.
Performance
FCPT vs. GBPUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, FCPT achieves a 9.88% return, which is significantly higher than GBPUSD=X's -1.91% return. Over the past 10 years, FCPT has outperformed GBPUSD=X with an annualized return of 7.62%, while GBPUSD=X has yielded a comparatively lower -0.34% annualized return.
FCPT
- 1D
- 2.25%
- 1M
- -0.44%
- YTD
- 9.88%
- 6M
- 10.61%
- 1Y
- -4.97%
- 3Y*
- 5.71%
- 5Y*
- 2.38%
- 10Y*
- 7.62%
GBPUSD=X
- 1D
- -0.38%
- 1M
- -2.06%
- YTD
- -1.91%
- 6M
- -2.36%
- 1Y
- -2.39%
- 3Y*
- 1.25%
- 5Y*
- -1.05%
- 10Y*
- -0.34%
FCPT vs. GBPUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCPT Four Corners Property Trust, Inc. | 9.88% | -10.14% | 13.14% | 3.10% | -7.20% | 3.42% | 12.37% | 12.21% | 5.54% | 30.49% |
GBPUSD=X GBP/USD | -1.91% | 7.55% | -1.67% | 5.28% | -10.69% | -0.91% | 3.06% | 4.01% | -5.66% | 9.52% |
Correlation
The correlation between FCPT and GBPUSD=X is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2015 | 0.13 |
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Return for Risk
FCPT vs. GBPUSD=X — Risk / Return Rank
FCPT
GBPUSD=X
FCPT vs. GBPUSD=X - Risk-Adjusted Trends 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.
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.
| FCPT | GBPUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.95 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.37 | +0.03 |
| Martin ratioReturn relative to average drawdown | -0.66 | -0.69 | +0.03 |
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Drawdowns
FCPT vs. GBPUSD=X - Drawdown Comparison
The maximum FCPT drawdown since its inception was -57.60%, which is greater than GBPUSD=X's maximum drawdown of -49.29%. Use the drawdown chart below to compare losses from any high point for FCPT and GBPUSD=X.
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Drawdown Indicators
| FCPT | GBPUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.60% | -49.29% | -8.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.66% | -5.26% | -9.40% |
Max Drawdown (3Y)Largest decline over 3 years | -23.97% | -9.34% | -14.63% |
Max Drawdown (5Y)Largest decline over 5 years | -25.96% | -23.41% | -2.55% |
Max Drawdown (10Y)Largest decline over 10 years | -57.60% | -25.46% | -32.14% |
Current DrawdownCurrent decline from peak | -10.29% | -37.37% | +27.08% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -31.25% | +22.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.35% | 2.67% | +5.68% |
Volatility
FCPT vs. GBPUSD=X - Volatility Comparison
Four Corners Property Trust, Inc. (FCPT) has a higher volatility of 6.78% compared to GBP/USD (GBPUSD=X) at 1.66%. 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.
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Volatility by Period
| FCPT | GBPUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.78% | 1.66% | +5.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 4.83% | +8.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 6.25% | +11.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 8.23% | +11.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.77% | 8.72% | +22.05% |
Frequently Asked Questions
FCPT and GBPUSD=X have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCPT has higher volatility (6.78%) compared to GBPUSD=X (1.66%). In terms of maximum drawdown, FCPT dropped -57.60% vs GBPUSD=X's -49.29%.
FCPT currently has the higher Sharpe Ratio (-0.29 vs -0.31), 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.
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