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.
Key characteristics
| GBPUSD=X | FCPT | |
|---|---|---|
| YTD Return | -1.91% | -3.40% |
| 1Y Return | -1.04% | -2.09% |
| 3Y Return (Ann) | -3.51% | 0.64% |
| 5Y Return (Ann) | -0.79% | 1.54% |
| Sharpe Ratio | 0.07 | -0.12 |
| Daily Std Dev | 6.77% | 20.94% |
| Max Drawdown | -57.14% | -57.60% |
| Current Drawdown | -49.13% | -11.01% |
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.
Performance
GBPUSD=X vs. FCPT - Performance Comparison
In the year-to-date period, GBPUSD=X achieves a -1.91% return, which is significantly higher than FCPT's -3.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 -57.14%, roughly equal to 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 1.55%, while Four Corners Property Trust, Inc. (FCPT) has a volatility of 4.56%. 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.