GBPUSD=X vs. FCPT
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 0.29%/yr vs 6.84%/yr for FCPT. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
GBPUSD=X vs. FCPT - Performance Comparison
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Returns By Period
In the year-to-date period, GBPUSD=X achieves a -0.04% return, which is significantly lower than FCPT's 13.02% return. Over the past 10 years, GBPUSD=X has underperformed FCPT with an annualized return of 0.29%, while FCPT has yielded a comparatively higher 6.84% annualized return.
GBPUSD=X
- 1D
- 0.17%
- 1M
- 0.82%
- 6M
- -1.78%
- YTD
- -0.04%
- 1Y
- 1.27%
- 3Y*
- 1.83%
- 5Y*
- -0.69%
- 10Y*
- 0.29%
- ALL TIME*
- -2.16%
FCPT
- 1D
- -0.51%
- 1M
- 0.72%
- 6M
- 6.33%
- YTD
- 13.02%
- 1Y
- 4.61%
- 3Y*
- 5.36%
- 5Y*
- 2.60%
- 10Y*
- 6.84%
- ALL TIME*
- 11.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $20.12M | $18.57M | $20.94M | |
GBPUSD=X GBP/USD | $385.56K | $376.56K | $355.21K |
GBPUSD=X vs. FCPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBPUSD=X GBP/USD | -0.04% | 7.55% | -1.67% | 5.28% | -10.69% | -0.91% | 3.06% | 4.01% | -5.66% | 9.52% |
FCPT Four Corners Property Trust, Inc. | 13.02% | -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 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2015 | 0.12 |
The correlation between GBPUSD=X and FCPT shifts across timeframes, from 0.04 (1 year) to 0.18 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
GBPUSD=X vs. FCPT — Risk / Return Rank
GBPUSD=X
FCPT
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GBPUSD=X | FCPT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.06 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 0.42 | -0.21 |
| Martin ratioReturn relative to average drawdown | 0.38 | 0.96 | -0.58 |
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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=X | FCPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.29% | -57.60% | +8.31% |
Max Drawdown (1Y)Largest decline over 1 year | -4.89% | -11.04% | +6.15% |
Max Drawdown (3Y)Largest decline over 3 years | -9.34% | -20.22% | +10.88% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -25.96% | +3.03% |
Max Drawdown (10Y)Largest decline over 10 years | -25.46% | -57.60% | +32.14% |
Current DrawdownCurrent decline from peak | -36.17% | -7.73% | -28.44% |
Average DrawdownAverage peak-to-trough decline | -31.49% | -8.27% | -23.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 4.80% | -2.16% |
Volatility
GBPUSD=X vs. FCPT - Volatility Comparison
The current volatility for GBP/USD (GBPUSD=X) is 1.91%, while Four Corners Property Trust, Inc. (FCPT) has a volatility of 6.99%. 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=X | FCPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.91% | 6.99% | -5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 4.60% | 14.66% | -10.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.17% | 18.08% | -11.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.21% | 20.04% | -11.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.54% | 30.81% | -22.27% |
Frequently Asked Questions
GBPUSD=X and FCPT have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCPT has higher volatility (6.99%) compared to GBPUSD=X (1.91%). In terms of maximum drawdown, GBPUSD=X dropped -49.29% vs FCPT's -57.60%.
FCPT currently has the higher Sharpe Ratio (0.26 vs 0.17), 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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