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GBPUSD=X vs. FCPT
Performance
Return for Risk
Drawdowns
Volatility

GBPUSD=X vs. FCPT

Last updated Jun 6, 2026

GBPUSD=X (GBP/USD) is a currency, while FCPT (Four Corners Property Trust, Inc.) is a stock. Over the past 10 years, GBPUSD=X returned -0.87%/yr vs 7.35%/yr for FCPT. At a 0.13 correlation, their price movements are largely independent.

Performance

GBPUSD=X vs. FCPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GBP/USD (GBPUSD=X) and Four Corners Property Trust, Inc. (FCPT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBPUSD=X achieves a -0.93% return, which is significantly lower than FCPT's 8.78% return. Over the past 10 years, GBPUSD=X has underperformed FCPT with an annualized return of -0.87%, while FCPT has yielded a comparatively higher 7.35% annualized return.

GBPUSD=X

1D
-0.70%
1M
-1.93%
YTD
-0.93%
6M
-0.00%
1Y
-1.76%
3Y*
2.37%
5Y*
-1.19%
10Y*
-0.87%

FCPT

1D
3.17%
1M
-2.79%
YTD
8.78%
6M
10.40%
1Y
-3.57%
3Y*
3.76%
5Y*
2.70%
10Y*
7.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBPUSD=X vs. FCPT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GBPUSD=X
GBP/USD		-0.93%7.55%-1.67%5.28%-10.69%-0.91%3.06%4.01%-5.66%9.52%
FCPT
Four Corners Property Trust, Inc.		8.78%-10.14%13.14%3.10%-7.20%3.42%12.37%12.21%5.54%30.49%

Correlation

The correlation between GBPUSD=X and FCPT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2015

0.13

Compare stocks, funds, or ETFs

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GBP/USD

Four Corners Property Trust, Inc.

Often compared with GBPUSD=X:
GBPUSD=X vs. EURUSD=XGBPUSD=X vs. AUDUSD=XGBPUSD=X vs. BTC-USDGBPUSD=X vs. SPYGBPUSD=X vs. NZDUSD=XGBPUSD=X vs. BCH-USDGBPUSD=X vs. ^GSPC
Often compared with FCPT:
FCPT vs. CTREFCPT vs. MACFCPT vs. PINEFCPT vs. IXNFCPT vs. NNNFCPT vs. BITOFCPT vs. VOO

Return for Risk

GBPUSD=X vs. FCPT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GBPUSD=X
GBPUSD=X Risk / Return Rank: 4040
Overall Rank
GBPUSD=X Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GBPUSD=X Sortino Ratio Rank: 4040
Sortino Ratio Rank
GBPUSD=X Omega Ratio Rank: 4343
Omega Ratio Rank
GBPUSD=X Calmar Ratio Rank: 3737
Calmar Ratio Rank
GBPUSD=X Martin Ratio Rank: 4040
Martin Ratio Rank
FCPT
FCPT Risk / Return Rank: 3131
Overall Rank
FCPT Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FCPT Sortino Ratio Rank: 2626
Sortino Ratio Rank
FCPT Omega Ratio Rank: 2727
Omega Ratio Rank
FCPT Calmar Ratio Rank: 3434
Calmar Ratio Rank
FCPT Martin Ratio Rank: 3434
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.

GBPUSD=X vs. FCPT - Risk-Adjusted Trends 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.

GBPUSD=XFCPTDifference
Sharpe ratioReturn per unit of total volatility
-0.23
-0.21

-0.02

Sortino ratioReturn per unit of downside risk
-0.28
-0.18

-0.10

Omega ratioGain probability vs. loss probability

0.97

0.98

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.27

-0.23

-0.04

Martin ratioReturn relative to average drawdown

-0.53

-0.43

-0.09

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GBPUSD=X vs. FCPT - Sharpe Ratio Comparison

The current GBPUSD=X Sharpe Ratio is -0.23, which is comparable to the FCPT Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of GBPUSD=X and FCPT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

GBPUSD=XFCPTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

-0.21

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.14

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

0.24

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.38

-0.60

Drawdowns

GBPUSD=X vs. FCPT - Drawdown Comparison

The maximum GBPUSD=X drawdown since its inception was -49.29%, 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.

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Drawdown Indicators

GBPUSD=XFCPTDifference

Max Drawdown

Largest peak-to-trough decline

-49.29%

-57.60%

+8.31%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-15.49%

+10.23%

Max Drawdown (3Y)

Largest decline over 3 years

-9.34%

-23.97%

+14.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.62%

-25.96%

+1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-27.99%

-57.60%

+29.61%

Current Drawdown

Current decline from peak

-36.75%

-11.19%

-25.56%

Average Drawdown

Average peak-to-trough decline

-31.14%

-8.27%

-22.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

8.27%

-5.76%

Volatility

GBPUSD=X vs. FCPT - Volatility Comparison

The current volatility for GBP/USD (GBPUSD=X) is 1.80%, while Four Corners Property Trust, Inc. (FCPT) has a volatility of 5.97%. 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.

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Volatility by Period

GBPUSD=XFCPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

5.97%

-4.17%

Volatility (6M)

Calculated over the trailing 6-month period

4.97%

12.74%

-7.77%

Volatility (1Y)

Calculated over the trailing 1-year period

6.26%

17.14%

-10.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.25%

19.89%

-11.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.10%

30.73%

-21.63%

Frequently Asked Questions

GBPUSD=X and FCPT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCPT has higher volatility (5.97%) compared to GBPUSD=X (1.80%). In terms of maximum drawdown, GBPUSD=X dropped -49.29% vs FCPT's -57.60%.

FCPT currently has the higher Sharpe Ratio (-0.21 vs -0.23), 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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