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SATO vs. AMTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period


SATO

1D
-2.97%
1M
-5.75%
YTD
0.09%
6M
-5.06%
1Y
8.50%
3Y*
37.72%
5Y*
10Y*

AMTR

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

SATO vs. AMTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SATO
Invesco Alerian Galaxy Crypto Economy ETF
0.09%2.26%55.25%266.77%-80.20%-17.33%
AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
0.00%0.00%44.68%12.75%20.41%-2.45%

Correlation

The correlation between SATO and AMTR is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2021

0.28

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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: 1111
Overall Rank
SATO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SATO Sortino Ratio Rank: 1313
Sortino Ratio Rank
SATO Omega Ratio Rank: 1313
Omega Ratio Rank
SATO Calmar Ratio Rank: 1010
Calmar Ratio Rank
SATO Martin Ratio Rank: 1010
Martin Ratio Rank

AMTR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.


SATOAMTRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.07

Calmar ratioReturn relative to maximum drawdown

0.16

Martin ratioReturn relative to average drawdown

0.28

SATO vs. AMTR - Sharpe Ratio Comparison


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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%

Max Drawdown (3Y)

Largest decline over 3 years

-53.49%

Current Drawdown

Current decline from peak

-38.67%

Average Drawdown

Average peak-to-trough decline

-50.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.44%

Volatility

SATO vs. AMTR - Volatility Comparison


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Volatility by Period


SATOAMTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.50%

Volatility (6M)

Calculated over the trailing 6-month period

38.64%

Volatility (1Y)

Calculated over the trailing 1-year period

52.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.17%

SATO vs. AMTR - Expense Ratio Comparison

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


Dividends

SATO vs. AMTR - Dividend Comparison

SATO's dividend yield for the trailing twelve months is around 6.70%, while AMTR has not paid dividends to shareholders.


PositionTTM20252024202320222021
AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%
SATO
Invesco Alerian Galaxy Crypto Economy ETF
6.70%9.50%15.03%2.21%8.97%0.73%

Frequently Asked Questions


SATO and AMTR have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SATO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SATO is cheaper with a 0.60% expense ratio, compared with 0.75% for AMTR.

SATO has the higher dividend yield at 6.70%, compared with 0.00% for AMTR.

SATO is categorized as Cryptocurrency, while AMTR is MLPs. SATO tracks Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index, while AMTR tracks Alerian Midstream Energy Index. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.60% for SATO and 0.75% for AMTR.

Portfolio Optimizer

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