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AMTR vs. SATO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMTR vs. SATO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian Midstream Energy Total Return Index ETN (AMTR) and Invesco Alerian Galaxy Crypto Economy ETF (SATO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AMTR

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SATO

1D
-2.97%
1M
-5.75%
YTD
0.09%
6M
-5.06%
1Y
8.50%
3Y*
37.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMTR vs. SATO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
0.00%0.00%44.68%12.75%20.41%-2.45%
SATO
Invesco Alerian Galaxy Crypto Economy ETF
0.09%2.26%55.25%266.77%-80.20%-17.33%

Correlation

The correlation between AMTR and SATO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2021

0.28

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Return for Risk

AMTR vs. SATO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMTR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SATO
SATO Risk / Return Rank: 1111
Overall Rank
SATO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SATO Sortino Ratio Rank: 1313
Sortino Ratio Rank
SATO Omega Ratio Rank: 1313
Omega Ratio Rank
SATO Calmar Ratio Rank: 1010
Calmar Ratio Rank
SATO Martin Ratio Rank: 1010
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.

AMTR vs. SATO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian Midstream Energy Total Return Index ETN (AMTR) and Invesco Alerian Galaxy Crypto Economy ETF (SATO). 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.


AMTRSATODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.07

Calmar ratioReturn relative to maximum drawdown

0.16

Martin ratioReturn relative to average drawdown

0.28

AMTR vs. SATO - Sharpe Ratio Comparison


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Drawdowns

AMTR vs. SATO - Drawdown Comparison


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Drawdown Indicators


AMTRSATODifference

Max Drawdown

Largest peak-to-trough decline

-88.00%

Max Drawdown (1Y)

Largest decline over 1 year

-53.49%

Max Drawdown (3Y)

Largest decline over 3 years

-53.49%

Current Drawdown

Current decline from peak

-38.67%

Average Drawdown

Average peak-to-trough decline

-50.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.44%

Volatility

AMTR vs. SATO - Volatility Comparison


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Volatility by Period


AMTRSATODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.50%

Volatility (6M)

Calculated over the trailing 6-month period

38.64%

Volatility (1Y)

Calculated over the trailing 1-year period

52.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.17%

AMTR vs. SATO - Expense Ratio Comparison

AMTR has a 0.75% expense ratio, which is higher than SATO's 0.60% expense ratio.


Dividends

AMTR vs. SATO - Dividend Comparison

AMTR has not paid dividends to shareholders, while SATO's dividend yield for the trailing twelve months is around 6.70%.


PositionTTM20252024202320222021
AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%
SATO
Invesco Alerian Galaxy Crypto Economy ETF
6.70%9.50%15.03%2.21%8.97%0.73%

Frequently Asked Questions


AMTR and SATO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SATO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SATO is cheaper with a 0.60% expense ratio, compared with 0.75% for AMTR.

SATO has the higher dividend yield at 6.70%, compared with 0.00% for AMTR.

AMTR is categorized as MLPs, while SATO is Cryptocurrency. AMTR tracks Alerian Midstream Energy Index, while SATO tracks Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.75% for AMTR and 0.60% for SATO.

Portfolio Optimizer

Find the right allocation for AMTR and SATO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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