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 -0.02%/yr vs 7.68%/yr for FCPT. At a 0.13 correlation, their price movements are largely independent.
Performance
GBPUSD=X vs. FCPT - Performance Comparison
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Returns By Period
In the year-to-date period, GBPUSD=X achieves a -1.95% return, which is significantly lower than FCPT's 10.19% return. Over the past 10 years, GBPUSD=X has underperformed FCPT with an annualized return of -0.02%, while FCPT has yielded a comparatively higher 7.68% annualized return.
GBPUSD=X
- 1D
- 0.21%
- 1M
- -1.88%
- YTD
- -1.95%
- 6M
- -2.33%
- 1Y
- -3.43%
- 3Y*
- 1.25%
- 5Y*
- -1.00%
- 10Y*
- -0.02%
FCPT
- 1D
- -0.52%
- 1M
- -1.22%
- YTD
- 10.19%
- 6M
- 10.21%
- 1Y
- -1.48%
- 3Y*
- 5.05%
- 5Y*
- 3.05%
- 10Y*
- 7.68%
GBPUSD=X vs. FCPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBPUSD=X GBP/USD | -1.95% | 7.55% | -1.67% | 5.28% | -10.69% | -0.91% | 3.06% | 4.01% | -5.66% | 9.52% |
FCPT Four Corners Property Trust, Inc. | 10.19% | -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 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2015 | 0.13 |
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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 | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.00 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | -0.10 | -0.42 |
| Martin ratioReturn relative to average drawdown | -0.98 | -0.20 | -0.78 |
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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 | -5.26% | -14.54% | +9.28% |
Max Drawdown (3Y)Largest decline over 3 years | -9.34% | -23.97% | +14.63% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | -25.96% | +2.55% |
Max Drawdown (10Y)Largest decline over 10 years | -25.46% | -57.60% | +32.14% |
Current DrawdownCurrent decline from peak | -37.39% | -10.04% | -27.35% |
Average DrawdownAverage peak-to-trough decline | -31.26% | -8.28% | -22.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 7.44% | -4.74% |
Volatility
GBPUSD=X vs. FCPT - Volatility Comparison
The current volatility for GBP/USD (GBPUSD=X) is 1.68%, while Four Corners Property Trust, Inc. (FCPT) has a volatility of 6.75%. 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 | 1.68% | 6.75% | -5.07% |
Volatility (6M)Calculated over the trailing 6-month period | 4.84% | 13.20% | -8.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.19% | 17.49% | -11.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.23% | 19.92% | -11.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.71% | 30.76% | -22.05% |
Frequently Asked Questions
GBPUSD=X and FCPT have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCPT has higher volatility (6.75%) compared to GBPUSD=X (1.68%). In terms of maximum drawdown, GBPUSD=X dropped -49.29% vs FCPT's -57.60%.
FCPT currently has the higher Sharpe Ratio (-0.09 vs -0.45), 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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