FCPT vs. GBPUSD=X
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.
Key characteristics
| FCPT | GBPUSD=X | |
|---|---|---|
| YTD Return | 15.10% | 0.82% |
| 1Y Return | 34.96% | 5.01% |
| 3Y Return (Ann) | 4.89% | -1.40% |
| 5Y Return (Ann) | 5.78% | -0.02% |
| Sharpe Ratio | 1.80 | 0.27 |
| Sortino Ratio | 2.47 | 0.40 |
| Omega Ratio | 1.32 | 1.05 |
| Calmar Ratio | 1.63 | 0.04 |
| Martin Ratio | 7.52 | 0.91 |
| Ulcer Index | 4.68% | 1.76% |
| Daily Std Dev | 19.64% | 6.33% |
| Max Drawdown | -57.60% | -49.30% |
| Current Drawdown | -7.58% | -39.10% |
Correlation
The correlation between FCPT and GBPUSD=X is 0.12, 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
In the year-to-date period, FCPT achieves a 15.10% return, which is significantly higher than GBPUSD=X's 0.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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 -49.30%. Use the drawdown chart below to compare losses from any high point for FCPT and GBPUSD=X. For additional features, visit the drawdowns tool.
Volatility
FCPT vs. GBPUSD=X - Volatility Comparison
Four Corners Property Trust, Inc. (FCPT) has a higher volatility of 4.58% compared to GBP/USD (GBPUSD=X) at 2.12%. 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.