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SATO vs. AMTR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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SATO vs. AMTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SATO
Invesco Alerian Galaxy Crypto Economy ETF
-19.35%2.26%55.25%266.77%-80.20%-17.39%
AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
0.00%0.00%44.68%12.75%20.41%-3.65%

Returns By Period


SATO

1D
6.25%
1M
-7.50%
YTD
-19.35%
6M
-42.72%
1Y
11.71%
3Y*
40.85%
5Y*
10Y*

AMTR

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

SATO vs. AMTR — Risk / Return Rank

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

SATO
SATO Risk / Return Rank: 1919
Overall Rank
SATO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SATO Sortino Ratio Rank: 2525
Sortino Ratio Rank
SATO Omega Ratio Rank: 2222
Omega Ratio Rank
SATO Calmar Ratio Rank: 1616
Calmar Ratio Rank
SATO Martin Ratio Rank: 1515
Martin Ratio Rank

AMTR
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.

SATO vs. AMTR - Risk-Adjusted Trends 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.


SATOAMTRDifference

Sharpe ratio

Return per unit of total volatility

0.22

Sortino ratio

Return per unit of downside risk

0.71

Omega ratio

Gain probability vs. loss probability

1.08

Calmar ratio

Return relative to maximum drawdown

0.18

Martin ratio

Return relative to average drawdown

0.39

SATO vs. AMTR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SATOAMTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

Correlation

The correlation between SATO and AMTR is 0.29, 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.


Dividends

SATO vs. AMTR - Dividend Comparison

SATO's dividend yield for the trailing twelve months is around 9.77%, while AMTR has not paid dividends to shareholders.


TTM20252024202320222021
SATO
Invesco Alerian Galaxy Crypto Economy ETF
9.77%9.50%15.03%2.21%8.97%0.73%
AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SATO vs. AMTR - Drawdown Comparison


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Drawdown Indicators


SATOAMTRDifference

Max Drawdown

Largest peak-to-trough decline

-88.00%

Max Drawdown (1Y)

Largest decline over 1 year

-53.49%

Current Drawdown

Current decline from peak

-50.58%

Average Drawdown

Average peak-to-trough decline

-51.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.26%

Volatility

SATO vs. AMTR - Volatility Comparison


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Volatility by Period


SATOAMTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.06%

Volatility (6M)

Calculated over the trailing 6-month period

41.94%

Volatility (1Y)

Calculated over the trailing 1-year period

54.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.90%