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

Correlation

The correlation between SATO and AMTR is 0.33, 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

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.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
51.58%
18.12%
SATO
AMTR

Key characteristics

Returns By Period


SATO

YTD

4.89%

1M

-9.32%

6M

47.09%

1Y

65.97%

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

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SATO vs. AMTR - Expense Ratio Comparison

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


AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
Expense ratio chart for AMTR: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for SATO: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%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 4141
Overall Rank
The Sharpe Ratio Rank of SATO is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SATO is 4545
Sortino Ratio Rank
The Omega Ratio Rank of SATO is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SATO is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SATO is 4343
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.


Sharpe ratio
The chart of Sharpe ratio for SATO, currently valued at 0.96, compared to the broader market0.002.004.000.963.50
The chart of Sortino ratio for SATO, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.0010.0012.001.664.95
The chart of Omega ratio for SATO, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.75
The chart of Calmar ratio for SATO, currently valued at 0.96, compared to the broader market0.005.0010.0015.000.968.33
The chart of Martin ratio for SATO, currently valued at 4.32, compared to the broader market0.0020.0040.0060.0080.00100.004.3217.28
SATO
AMTR


Rolling 12-month Sharpe Ratio1.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.96
3.50
SATO
AMTR

Dividends

SATO vs. AMTR - Dividend Comparison

SATO's dividend yield for the trailing twelve months is around 14.32%, while AMTR has not paid dividends to shareholders.


TTM2024202320222021
SATO
Invesco Alerian Galaxy Crypto Economy ETF
14.32%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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-25.69%
-5.24%
SATO
AMTR

Volatility

SATO vs. AMTR - Volatility Comparison

Invesco Alerian Galaxy Crypto Economy ETF (SATO) has a higher volatility of 13.92% 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%SeptemberOctoberNovemberDecember2025February
13.92%
0
SATO
AMTR
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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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