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

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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GBPUSD=X vs. FCPT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 3838
Overall Rank
GBPUSD=X Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GBPUSD=X Sortino Ratio Rank: 5151
Sortino Ratio Rank
GBPUSD=X Omega Ratio Rank: 5050
Omega Ratio Rank
GBPUSD=X Calmar Ratio Rank: 2020
Calmar Ratio Rank
GBPUSD=X Martin Ratio Rank: 1717
Martin Ratio Rank

FCPT
FCPT Risk / Return Rank: 1414
Overall Rank
FCPT Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FCPT Sortino Ratio Rank: 1212
Sortino Ratio Rank
FCPT Omega Ratio Rank: 1414
Omega Ratio Rank
FCPT Calmar Ratio Rank: 1616
Calmar Ratio Rank
FCPT Martin Ratio Rank: 1717
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 ratio

Return per unit of total volatility

0.22

-0.68

+0.89

Sortino ratio

Return per unit of downside risk

0.36

-0.85

+1.21

Omega ratio

Gain probability vs. loss probability

1.04

0.90

+0.14

Calmar ratio

Return relative to maximum drawdown

-0.53

-0.68

+0.15

Martin ratio

Return relative to average drawdown

-1.03

-1.19

+0.16

GBPUSD=X vs. FCPT - Sharpe Ratio Comparison

The current GBPUSD=X Sharpe Ratio is 0.22, which is higher than the FCPT Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of GBPUSD=X and FCPT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GBPUSD=XFCPTDifference

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.


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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%

-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 Drawdown

Current decline from peak

-37.20%

-14.60%

-22.60%

Average Drawdown

Average peak-to-trough decline

-30.76%

-8.24%

-22.52%

Ulcer Index

Depth 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.


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Volatility by Period


GBPUSD=XFCPTDifference

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%