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FCPT vs. IXN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCPT vs. IXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Four Corners Property Trust, Inc. (FCPT) and iShares Global Tech ETF (IXN). The values are adjusted to include any dividend payments, if applicable.

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FCPT vs. IXN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCPT
Four Corners Property Trust, Inc.
4.16%-10.14%13.14%3.10%-7.20%3.42%12.37%12.21%5.54%30.49%
IXN
iShares Global Tech ETF
-4.79%25.25%24.84%52.98%-29.86%29.58%43.62%47.88%-5.44%41.23%

Returns By Period

In the year-to-date period, FCPT achieves a 4.16% return, which is significantly higher than IXN's -4.79% return. Over the past 10 years, FCPT has underperformed IXN with an annualized return of 8.12%, while IXN has yielded a comparatively higher 20.59% annualized return.


FCPT

1D
0.45%
1M
-5.88%
YTD
4.16%
6M
-0.01%
1Y
-12.59%
3Y*
1.34%
5Y*
1.74%
10Y*
8.12%

IXN

1D
4.40%
1M
-6.36%
YTD
-4.79%
6M
-2.26%
1Y
33.44%
3Y*
23.38%
5Y*
14.62%
10Y*
20.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FCPT vs. IXN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCPT
FCPT Risk / Return Rank: 1616
Overall Rank
FCPT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FCPT Sortino Ratio Rank: 1212
Sortino Ratio Rank
FCPT Omega Ratio Rank: 1414
Omega Ratio Rank
FCPT Calmar Ratio Rank: 2121
Calmar Ratio Rank
FCPT Martin Ratio Rank: 2222
Martin Ratio Rank

IXN
IXN Risk / Return Rank: 7777
Overall Rank
IXN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 7676
Sortino Ratio Rank
IXN Omega Ratio Rank: 7272
Omega Ratio Rank
IXN Calmar Ratio Rank: 8484
Calmar Ratio Rank
IXN Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FCPT vs. IXN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Four Corners Property Trust, Inc. (FCPT) and iShares Global Tech ETF (IXN). 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.


FCPTIXNDifference

Sharpe ratio

Return per unit of total volatility

-0.74

1.24

-1.99

Sortino ratio

Return per unit of downside risk

-0.95

1.85

-2.80

Omega ratio

Gain probability vs. loss probability

0.89

1.26

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.62

2.33

-2.95

Martin ratio

Return relative to average drawdown

-1.08

7.76

-8.83

FCPT vs. IXN - Sharpe Ratio Comparison

The current FCPT Sharpe Ratio is -0.74, which is lower than the IXN Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FCPT and IXN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCPTIXNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.74

1.24

-1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.60

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.85

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.47

-0.10

Correlation

The correlation between FCPT and IXN 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.


Dividends

FCPT vs. IXN - Dividend Comparison

FCPT's dividend yield for the trailing twelve months is around 6.10%, more than IXN's 1.09% yield.


TTM20252024202320222021202020192018201720162015
FCPT
Four Corners Property Trust, Inc.
6.10%6.21%5.12%5.40%5.16%4.37%5.16%4.08%3.15%3.90%45.27%0.00%
IXN
iShares Global Tech ETF
1.09%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%

Drawdowns

FCPT vs. IXN - Drawdown Comparison

The maximum FCPT drawdown since its inception was -57.60%, roughly equal to the maximum IXN drawdown of -55.67%. Use the drawdown chart below to compare losses from any high point for FCPT and IXN.


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Drawdown Indicators


FCPTIXNDifference

Max Drawdown

Largest peak-to-trough decline

-57.60%

-55.67%

-1.93%

Max Drawdown (1Y)

Largest decline over 1 year

-17.99%

-14.37%

-3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-25.96%

-36.30%

+10.34%

Max Drawdown (10Y)

Largest decline over 10 years

-57.60%

-36.30%

-21.30%

Current Drawdown

Current decline from peak

-14.96%

-10.01%

-4.95%

Average Drawdown

Average peak-to-trough decline

-8.23%

-11.34%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.31%

4.31%

+6.00%

Volatility

FCPT vs. IXN - Volatility Comparison

The current volatility for Four Corners Property Trust, Inc. (FCPT) is 4.82%, while iShares Global Tech ETF (IXN) has a volatility of 9.23%. This indicates that FCPT experiences smaller price fluctuations and is considered to be less risky than IXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCPTIXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

9.23%

-4.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

17.10%

-5.35%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

27.01%

-9.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.12%

24.57%

-4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.72%

24.19%

+6.53%