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IXN vs. FCPT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IXN and FCPT is 0.27, 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.


-0.50.00.51.00.3

Performance

IXN vs. FCPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Tech ETF (IXN) and Four Corners Property Trust, Inc. (FCPT). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
449.68%
218.39%
IXN
FCPT

Key characteristics

Sharpe Ratio

IXN:

1.17

FCPT:

0.81

Sortino Ratio

IXN:

1.63

FCPT:

1.17

Omega Ratio

IXN:

1.22

FCPT:

1.15

Calmar Ratio

IXN:

1.51

FCPT:

0.89

Martin Ratio

IXN:

4.72

FCPT:

3.00

Ulcer Index

IXN:

5.41%

FCPT:

4.94%

Daily Std Dev

IXN:

21.76%

FCPT:

18.39%

Max Drawdown

IXN:

-55.67%

FCPT:

-57.60%

Current Drawdown

IXN:

-3.49%

FCPT:

-10.42%

Returns By Period

In the year-to-date period, IXN achieves a 24.59% return, which is significantly higher than FCPT's 11.56% return.


IXN

YTD

24.59%

1M

3.01%

6M

-0.03%

1Y

25.05%

5Y*

20.23%

10Y*

19.22%

FCPT

YTD

11.56%

1M

-5.74%

6M

14.02%

1Y

14.52%

5Y*

4.80%

10Y*

N/A

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Risk-Adjusted Performance

IXN vs. FCPT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Tech ETF (IXN) 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.


Sharpe ratio
The chart of Sharpe ratio for IXN, currently valued at 1.17, compared to the broader market0.002.004.001.170.81
The chart of Sortino ratio for IXN, currently valued at 1.63, compared to the broader market-2.000.002.004.006.008.0010.001.631.17
The chart of Omega ratio for IXN, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.15
The chart of Calmar ratio for IXN, currently valued at 1.51, compared to the broader market0.005.0010.0015.001.510.89
The chart of Martin ratio for IXN, currently valued at 4.72, compared to the broader market0.0020.0040.0060.0080.00100.004.723.00
IXN
FCPT

The current IXN Sharpe Ratio is 1.17, which is higher than the FCPT Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of IXN 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.17
0.81
IXN
FCPT

Dividends

IXN vs. FCPT - Dividend Comparison

IXN's dividend yield for the trailing twelve months is around 0.68%, less than FCPT's 5.09% yield.


TTM20232022202120202019201820172016201520142013
IXN
iShares Global Tech ETF
0.68%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%1.02%
FCPT
Four Corners Property Trust, Inc.
5.09%5.40%5.16%4.38%5.17%4.09%3.15%3.91%45.28%0.00%0.00%0.00%

Drawdowns

IXN vs. FCPT - Drawdown Comparison

The maximum IXN drawdown since its inception was -55.67%, roughly equal to the maximum FCPT drawdown of -57.60%. Use the drawdown chart below to compare losses from any high point for IXN and FCPT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.49%
-10.42%
IXN
FCPT

Volatility

IXN vs. FCPT - Volatility Comparison

The current volatility for iShares Global Tech ETF (IXN) is 4.77%, while Four Corners Property Trust, Inc. (FCPT) has a volatility of 5.39%. This indicates that IXN 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.77%
5.39%
IXN
FCPT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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