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SATO vs. BITQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SATO vs. BITQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Alerian Galaxy Crypto Economy ETF (SATO) and Bitwise Crypto Industry Innovators ETF (BITQ). The values are adjusted to include any dividend payments, if applicable.

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SATO vs. BITQ - 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%
BITQ
Bitwise Crypto Industry Innovators ETF
-5.37%18.00%46.97%246.83%-83.86%-9.70%

Returns By Period

In the year-to-date period, SATO achieves a -19.35% return, which is significantly lower than BITQ's -5.37% return.


SATO

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

BITQ

1D
5.90%
1M
-4.07%
YTD
-5.37%
6M
-24.77%
1Y
55.35%
3Y*
48.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SATO vs. BITQ - Expense Ratio Comparison

SATO has a 0.60% expense ratio, which is lower than BITQ's 0.85% expense ratio.


Return for Risk

SATO vs. BITQ — 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

BITQ
BITQ Risk / Return Rank: 5151
Overall Rank
BITQ Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BITQ Sortino Ratio Rank: 6666
Sortino Ratio Rank
BITQ Omega Ratio Rank: 5151
Omega Ratio Rank
BITQ Calmar Ratio Rank: 4848
Calmar Ratio Rank
BITQ Martin Ratio Rank: 3131
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.

SATO vs. BITQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Alerian Galaxy Crypto Economy ETF (SATO) and Bitwise Crypto Industry Innovators ETF (BITQ). 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.


SATOBITQDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.94

-0.73

Sortino ratio

Return per unit of downside risk

0.71

1.59

-0.88

Omega ratio

Gain probability vs. loss probability

1.08

1.18

-0.10

Calmar ratio

Return relative to maximum drawdown

0.18

1.14

-0.96

Martin ratio

Return relative to average drawdown

0.39

2.59

-2.20

SATO vs. BITQ - Sharpe Ratio Comparison

The current SATO Sharpe Ratio is 0.22, which is lower than the BITQ Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of SATO and BITQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SATOBITQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.94

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

-0.05

-0.04

Correlation

The correlation between SATO and BITQ is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SATO vs. BITQ - Dividend Comparison

SATO's dividend yield for the trailing twelve months is around 9.77%, while BITQ 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%
BITQ
Bitwise Crypto Industry Innovators ETF
0.00%0.00%0.90%1.51%0.00%3.12%

Drawdowns

SATO vs. BITQ - Drawdown Comparison

The maximum SATO drawdown since its inception was -88.00%, roughly equal to the maximum BITQ drawdown of -90.32%. Use the drawdown chart below to compare losses from any high point for SATO and BITQ.


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Drawdown Indicators


SATOBITQDifference

Max Drawdown

Largest peak-to-trough decline

-88.00%

-90.32%

+2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-53.49%

-44.99%

-8.50%

Current Drawdown

Current decline from peak

-50.58%

-41.83%

-8.75%

Average Drawdown

Average peak-to-trough decline

-51.48%

-53.87%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.26%

19.73%

+4.53%

Volatility

SATO vs. BITQ - Volatility Comparison

The current volatility for Invesco Alerian Galaxy Crypto Economy ETF (SATO) is 17.06%, while Bitwise Crypto Industry Innovators ETF (BITQ) has a volatility of 17.97%. This indicates that SATO experiences smaller price fluctuations and is considered to be less risky than BITQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SATOBITQDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.06%

17.97%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

41.94%

45.99%

-4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

54.32%

59.04%

-4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.90%

67.79%

-3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.90%

67.79%

-3.89%