GBPUSD=X vs. FCPT
Compare and contrast key facts about GBP/USD (GBPUSD=X) and Four Corners Property Trust, Inc. (FCPT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBPUSD=X or FCPT.
Performance
GBPUSD=X vs. FCPT - Performance Comparison
Returns By Period
In the year-to-date period, GBPUSD=X achieves a -0.36% return, which is significantly lower than FCPT's 19.75% return.
GBPUSD=X
-0.36%
-2.75%
-0.19%
1.44%
-0.35%
-2.01%
FCPT
19.75%
-2.12%
20.22%
34.57%
6.21%
N/A
Key characteristics
| GBPUSD=X | FCPT | |
|---|---|---|
| Sharpe Ratio | 0.16 | 1.88 |
| Sortino Ratio | 0.26 | 2.50 |
| Omega Ratio | 1.03 | 1.33 |
| Calmar Ratio | 0.02 | 1.96 |
| Martin Ratio | 0.49 | 7.48 |
| Ulcer Index | 1.96% | 4.79% |
| Daily Std Dev | 6.13% | 19.02% |
| Max Drawdown | -49.30% | -57.60% |
| Current Drawdown | -39.82% | -3.84% |
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Correlation
The correlation between GBPUSD=X and FCPT 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.
Risk-Adjusted Performance
GBPUSD=X vs. FCPT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GBP/USD (GBPUSD=X) and Four Corners Property Trust, Inc. (FCPT). 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
GBPUSD=X vs. FCPT - Drawdown Comparison
The maximum GBPUSD=X drawdown since its inception was -49.30%, smaller than the maximum FCPT drawdown of -57.60%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and FCPT. For additional features, visit the drawdowns tool.
Volatility
GBPUSD=X vs. FCPT - Volatility Comparison
The current volatility for GBP/USD (GBPUSD=X) is 2.28%, while Four Corners Property Trust, Inc. (FCPT) has a volatility of 3.89%. This indicates that GBPUSD=X experiences smaller price fluctuations and is considered to be less risky than FCPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.