GBPUSD=X vs. FCPT
Compare and contrast key facts about GBP/USD (GBPUSD=X) and Four Corners Property Trust, Inc. (FCPT).
Performance
GBPUSD=X vs. FCPT - Performance Comparison
Loading graphics...
GBPUSD=X vs. FCPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBPUSD=X GBP/USD | -1.65% | 7.55% | -1.67% | 5.28% | -10.69% | -0.91% | 3.06% | 4.01% | -5.66% | 9.52% |
FCPT Four Corners Property Trust, Inc. | 4.60% | -10.14% | 13.14% | 3.10% | -7.20% | 3.42% | 12.37% | 12.21% | 5.54% | 30.49% |
Returns By Period
In the year-to-date period, GBPUSD=X achieves a -1.65% return, which is significantly lower than FCPT's 4.60% return. Over the past 10 years, GBPUSD=X has underperformed FCPT with an annualized return of -0.75%, while FCPT has yielded a comparatively higher 8.39% annualized return.
GBPUSD=X
- 1D
- -0.48%
- 1M
- -0.90%
- YTD
- -1.65%
- 6M
- -1.51%
- 1Y
- 1.82%
- 3Y*
- 2.17%
- 5Y*
- -0.86%
- 10Y*
- -0.75%
FCPT
- 1D
- 0.98%
- 1M
- -6.08%
- YTD
- 4.60%
- 6M
- 0.62%
- 1Y
- -11.48%
- 3Y*
- 1.64%
- 5Y*
- 1.83%
- 10Y*
- 8.39%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| GBPUSD=X | FCPT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | -0.68 | +0.89 |
Sortino ratioReturn per unit of downside risk | 0.36 | -0.85 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.04 | 0.90 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | -0.53 | -0.68 | +0.15 |
Martin ratioReturn relative to average drawdown | -1.03 | -1.19 | +0.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GBPUSD=X | FCPT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | -0.68 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.09 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.27 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | 0.37 | -0.59 |
Correlation
The correlation between GBPUSD=X and FCPT is 0.13, 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.
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.
Loading graphics...
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 | -5.26% | -17.90% | +12.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.78% | -25.96% | +1.18% |
Max Drawdown (10Y)Largest decline over 10 years | -27.99% | -57.60% | +29.61% |
Current DrawdownCurrent decline from peak | -37.20% | -14.60% | -22.60% |
Average DrawdownAverage peak-to-trough decline | -30.76% | -8.24% | -22.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 10.28% | -7.59% |
Volatility
GBPUSD=X vs. FCPT - Volatility Comparison
The current volatility for GBP/USD (GBPUSD=X) is 2.56%, while Four Corners Property Trust, Inc. (FCPT) has a volatility of 4.98%. 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.
Loading graphics...
Volatility by Period
| GBPUSD=X | FCPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 4.98% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 4.64% | 11.68% | -7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.79% | 17.02% | -10.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.28% | 20.07% | -11.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.14% | 30.71% | -21.57% |