PortfoliosLab logo
SATO vs. AMTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SATO and AMTR is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

SATO vs. AMTR - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
-21.92%
89.28%
SATO
AMTR

Key characteristics

Returns By Period


SATO

YTD

-16.11%

1M

11.36%

6M

5.59%

1Y

36.57%

5Y*

N/A

10Y*

N/A

AMTR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SATO vs. AMTR - Expense Ratio Comparison

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


Expense ratio chart for AMTR: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMTR: 0.75%
Expense ratio chart for SATO: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SATO: 0.60%

Risk-Adjusted Performance

SATO vs. AMTR — Risk-Adjusted Performance Rank

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

SATO
The Risk-Adjusted Performance Rank of SATO is 6565
Overall Rank
The Sharpe Ratio Rank of SATO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SATO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SATO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SATO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SATO is 5656
Martin Ratio Rank

AMTR
The Risk-Adjusted Performance Rank of AMTR is 9898
Overall Rank
The Sharpe Ratio Rank of AMTR is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of AMTR is 9898
Sortino Ratio Rank
The Omega Ratio Rank of AMTR is 9797
Omega Ratio Rank
The Calmar Ratio Rank of AMTR is 9898
Calmar Ratio Rank
The Martin Ratio Rank of AMTR is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SATO vs. AMTR - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for SATO, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.00
SATO: 0.54
AMTR: 2.79
The chart of Sortino ratio for SATO, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
SATO: 1.18
AMTR: 4.12
The chart of Omega ratio for SATO, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
SATO: 1.14
AMTR: 1.71
The chart of Calmar ratio for SATO, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.00
SATO: 0.56
AMTR: 6.24
The chart of Martin ratio for SATO, currently valued at 1.73, compared to the broader market0.0020.0040.0060.00
SATO: 1.73
AMTR: 9.89


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.54
2.79
SATO
AMTR

Dividends

SATO vs. AMTR - Dividend Comparison

SATO's dividend yield for the trailing twelve months is around 19.48%, while AMTR has not paid dividends to shareholders.


TTM2024202320222021
SATO
Invesco Alerian Galaxy Crypto Economy ETF
19.48%15.02%2.22%8.99%0.73%
AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
0.00%0.00%0.00%0.00%0.00%

Drawdowns

SATO vs. AMTR - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-40.57%
-5.24%
SATO
AMTR

Volatility

SATO vs. AMTR - Volatility Comparison

Invesco Alerian Galaxy Crypto Economy ETF (SATO) has a higher volatility of 22.11% compared to ETRACS Alerian Midstream Energy Total Return Index ETN (AMTR) at 0.00%. This indicates that SATO's price experiences larger fluctuations and is considered to be riskier than AMTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
22.11%
0
SATO
AMTR