CRPT vs. SATO
CRPT (First Trust SkyBridge Crypto Industry & Digital Economy ETF) and SATO (Invesco Alerian Galaxy Crypto Economy ETF) are both exchange-traded funds - CRPT is a Technology Equities fund actively managed by First Trust, while SATO is a Cryptocurrency fund tracking the Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index. CRPT is actively managed, while SATO is passively managed. Over the past 3 years, CRPT returned 29.08%/yr vs 36.84%/yr for SATO. Their correlation of 0.92 suggests significant overlap in exposure. CRPT charges 0.85%/yr vs 0.60%/yr for SATO.
Performance
CRPT vs. SATO - Performance Comparison
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Returns By Period
In the year-to-date period, CRPT achieves a -23.98% return, which is significantly lower than SATO's -7.58% return.
CRPT
- 1D
- -4.12%
- 1M
- -21.36%
- YTD
- -23.98%
- 6M
- -28.82%
- 1Y
- -48.39%
- 3Y*
- 29.08%
- 5Y*
- —
- 10Y*
- —
SATO
- 1D
- -2.63%
- 1M
- -13.09%
- YTD
- -7.58%
- 6M
- -12.57%
- 1Y
- -3.99%
- 3Y*
- 36.84%
- 5Y*
- —
- 10Y*
- —
CRPT vs. SATO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | -23.98% | -9.54% | 75.29% | 193.86% | -80.84% | -13.69% |
SATO Invesco Alerian Galaxy Crypto Economy ETF | -7.58% | 2.26% | 55.25% | 266.77% | -80.20% | -17.33% |
Correlation
The correlation between CRPT and SATO is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2021 | 0.92 |
The correlation between CRPT and SATO has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
CRPT vs. SATO — Risk / Return Rank
CRPT
SATO
CRPT vs. SATO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) 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.
| CRPT | SATO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.03 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.07 | -0.78 |
| Martin ratioReturn relative to average drawdown | -1.42 | -0.13 | -1.29 |
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Drawdowns
CRPT vs. SATO - Drawdown Comparison
The maximum CRPT drawdown since its inception was -88.34%, roughly equal to the maximum SATO drawdown of -88.00%. Use the drawdown chart below to compare losses from any high point for CRPT and SATO.
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Drawdown Indicators
| CRPT | SATO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.34% | -88.00% | -0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -56.46% | -53.49% | -2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -56.46% | -53.49% | -2.97% |
Current DrawdownCurrent decline from peak | -55.88% | -43.37% | -12.51% |
Average DrawdownAverage peak-to-trough decline | -52.56% | -50.81% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.19% | 30.68% | +3.51% |
Volatility
CRPT vs. SATO - Volatility Comparison
First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has a higher volatility of 19.31% compared to Invesco Alerian Galaxy Crypto Economy ETF (SATO) at 14.53%. This indicates that CRPT's price experiences larger fluctuations and is considered to be riskier than SATO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRPT | SATO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.31% | 14.53% | +4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 47.13% | 38.75% | +8.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.61% | 52.24% | +6.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.71% | 63.17% | +9.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.71% | 63.17% | +9.54% |
CRPT vs. SATO - Expense Ratio Comparison
CRPT has a 0.85% expense ratio, which is higher than SATO's 0.60% expense ratio.
Dividends
CRPT vs. SATO - Dividend Comparison
CRPT's dividend yield for the trailing twelve months is around 0.99%, less than SATO's 7.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | 0.99% | 0.75% | 1.84% | 0.00% | 0.03% | 1.16% |
SATO Invesco Alerian Galaxy Crypto Economy ETF | 7.26% | 9.50% | 15.03% | 2.21% | 8.97% | 0.73% |
Frequently Asked Questions
CRPT and SATO have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRPT has higher volatility (19.31%) compared to SATO (14.53%). In terms of maximum drawdown, CRPT dropped -88.34% vs SATO's -88.00%.
On 3-year performance, SATO leads with 36.84% vs 29.08% for CRPT. On fees, SATO is cheaper at 0.60% per year. On volatility, SATO has been the lower-risk option at 14.53%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SATO has performed better with a 36.84% return vs 29.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SATO is cheaper with a 0.60% expense ratio, compared with 0.85% for CRPT.
SATO has the higher dividend yield at 7.26%, compared with 0.99% for CRPT.
CRPT is categorized as Technology Equities, while SATO is Cryptocurrency. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.85% for CRPT and 0.60% for SATO.
SATO currently has the higher Sharpe Ratio (-0.08 vs -0.83), 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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