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FCPT vs. GBPUSD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.1

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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.88%
-5.66%
FCPT
GBPUSD=X

Key characteristics

Sharpe Ratio

FCPT:

0.73

GBPUSD=X:

-0.59

Sortino Ratio

FCPT:

1.08

GBPUSD=X:

-0.74

Omega Ratio

FCPT:

1.14

GBPUSD=X:

0.91

Calmar Ratio

FCPT:

0.82

GBPUSD=X:

-0.09

Martin Ratio

FCPT:

2.83

GBPUSD=X:

-1.14

Ulcer Index

FCPT:

4.81%

GBPUSD=X:

3.30%

Daily Std Dev

FCPT:

18.71%

GBPUSD=X:

6.29%

Max Drawdown

FCPT:

-57.60%

GBPUSD=X:

-49.30%

Current Drawdown

FCPT:

-9.18%

GBPUSD=X:

-42.07%

Returns By Period

In the year-to-date period, FCPT achieves a -0.04% return, which is significantly higher than GBPUSD=X's -2.43% return.


FCPT

YTD

-0.04%

1M

-3.56%

6M

2.73%

1Y

16.23%

5Y*

4.19%

10Y*

N/A

GBPUSD=X

YTD

-2.43%

1M

-3.72%

6M

-6.15%

1Y

-3.38%

5Y*

-1.22%

10Y*

-2.06%

*Annualized

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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 7070
Overall Rank
The Sharpe Ratio Rank of FCPT is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FCPT is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FCPT is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FCPT is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FCPT is 7474
Martin Ratio Rank

GBPUSD=X
The Risk-Adjusted Performance Rank of GBPUSD=X is 3333
Overall Rank
The Sharpe Ratio Rank of GBPUSD=X is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of GBPUSD=X is 3333
Sortino Ratio Rank
The Omega Ratio Rank of GBPUSD=X is 3434
Omega Ratio Rank
The Calmar Ratio Rank of GBPUSD=X is 3333
Calmar Ratio Rank
The Martin Ratio Rank of GBPUSD=X is 3030
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.


Sharpe ratio
The chart of Sharpe ratio for FCPT, currently valued at 1.23, compared to the broader market-2.000.002.001.23-0.59
The chart of Sortino ratio for FCPT, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.70-0.74
The chart of Omega ratio for FCPT, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.91
The chart of Calmar ratio for FCPT, currently valued at 1.34, compared to the broader market0.002.004.006.001.34-0.19
The chart of Martin ratio for FCPT, currently valued at 4.59, compared to the broader market-30.00-20.00-10.000.0010.0020.004.60-1.14
FCPT
GBPUSD=X

The current FCPT Sharpe Ratio is 0.73, which is higher than the GBPUSD=X Sharpe Ratio of -0.59. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.23
-0.59
FCPT
GBPUSD=X

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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.18%
-20.14%
FCPT
GBPUSD=X

Volatility

FCPT vs. GBPUSD=X - Volatility Comparison

Four Corners Property Trust, Inc. (FCPT) has a higher volatility of 4.82% compared to GBP/USD (GBPUSD=X) at 2.15%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.82%
2.15%
FCPT
GBPUSD=X
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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