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SATL vs. OPPJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SATL vs. OPPJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Satellogic V Inc (SATL) and WisdomTree Japan Opportunities ETF (OPPJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SATL achieves a 90.91% return, which is significantly higher than OPPJ's 22.94% return.


SATL

1D
-9.85%
1M
-41.86%
6M
2.29%
YTD
90.91%
1Y
-4.03%
3Y*
22.97%
5Y*
-18.39%
10Y*

OPPJ

1D
-2.04%
1M
-3.76%
6M
11.89%
YTD
22.94%
1Y
60.73%
3Y*
32.84%
5Y*
24.53%
10Y*
17.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SATL vs. OPPJ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SATL
Satellogic V Inc
90.91%-34.39%62.86%-42.62%-68.56%-2.02%
OPPJ
WisdomTree Japan Opportunities ETF
22.94%37.08%20.70%38.96%5.02%-1.99%

Correlation

The correlation between SATL and OPPJ is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

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

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2021

0.12

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Return for Risk

SATL vs. OPPJ — Risk / Return Rank

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

SATL
SATL Risk / Return Rank: 4848
Overall Rank
SATL Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SATL Sortino Ratio Rank: 5656
Sortino Ratio Rank
SATL Omega Ratio Rank: 5454
Omega Ratio Rank
SATL Calmar Ratio Rank: 4242
Calmar Ratio Rank
SATL Martin Ratio Rank: 4242
Martin Ratio Rank

OPPJ
OPPJ Risk / Return Rank: 9494
Overall Rank
OPPJ Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
OPPJ Sortino Ratio Rank: 9393
Sortino Ratio Rank
OPPJ Omega Ratio Rank: 9191
Omega Ratio Rank
OPPJ Calmar Ratio Rank: 9595
Calmar Ratio Rank
OPPJ Martin Ratio Rank: 9393
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.

SATL vs. OPPJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Satellogic V Inc (SATL) and WisdomTree Japan Opportunities ETF (OPPJ). 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.


SATLOPPJDifference
Sharpe ratioReturn per unit of total volatility

-2.95

Sortino ratioReturn per unit of downside risk

-2.85

Omega ratioGain probability vs. loss probability

1.11

1.48

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.06

6.21

-6.27

Martin ratioReturn relative to average drawdown

-0.11

19.42

-19.54

SATL vs. OPPJ - Sharpe Ratio Comparison

The current SATL Sharpe Ratio is -0.03, which is lower than the OPPJ Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of SATL and OPPJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SATL vs. OPPJ - Drawdown Comparison

The maximum SATL drawdown since its inception was -94.40%, which is greater than OPPJ's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for SATL and OPPJ.


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Drawdown Indicators


SATLOPPJDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-39.30%

-55.10%

Max Drawdown (1Y)

Largest decline over 1 year

-69.32%

-9.82%

-59.50%

Max Drawdown (3Y)

Largest decline over 3 years

-73.21%

-16.49%

-56.72%

Max Drawdown (5Y)

Largest decline over 5 years

-94.40%

-16.49%

-77.91%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-71.05%

-6.71%

-64.34%

Average Drawdown

Average peak-to-trough decline

-62.08%

-6.48%

-55.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.35%

3.14%

+32.21%

Volatility

SATL vs. OPPJ - Volatility Comparison

Satellogic V Inc (SATL) has a higher volatility of 29.41% compared to WisdomTree Japan Opportunities ETF (OPPJ) at 7.53%. This indicates that SATL's price experiences larger fluctuations and is considered to be riskier than OPPJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SATLOPPJDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.41%

7.53%

+21.88%

Volatility (6M)

Calculated over the trailing 6-month period

96.32%

17.13%

+79.19%

Volatility (1Y)

Calculated over the trailing 1-year period

123.79%

20.93%

+102.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.69%

18.33%

+89.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

104.52%

19.56%

+84.96%

Dividends

SATL vs. OPPJ - Dividend Comparison

SATL has not paid dividends to shareholders, while OPPJ's dividend yield for the trailing twelve months is around 1.14%.


PositionTTM20252024202320222021202020192018201720162015
OPPJ
WisdomTree Japan Opportunities ETF
1.14%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%
SATL
Satellogic V Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SATL and OPPJ have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SATL has higher volatility (29.41%) compared to OPPJ (7.53%). In terms of maximum drawdown, SATL dropped -94.40% vs OPPJ's -39.30%.

OPPJ currently has the higher Sharpe Ratio (2.92 vs -0.03), 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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