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

Performance

SATO vs. CRPT - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
72.19%
60.84%
SATO
CRPT

Returns By Period

In the year-to-date period, SATO achieves a 67.63% return, which is significantly lower than CRPT's 105.58% return.


SATO

YTD

67.63%

1M

31.40%

6M

64.82%

1Y

171.96%

5Y (annualized)

N/A

10Y (annualized)

N/A

CRPT

YTD

105.58%

1M

32.09%

6M

50.83%

1Y

214.31%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


SATOCRPT
Sharpe Ratio2.512.44
Sortino Ratio2.972.97
Omega Ratio1.341.33
Calmar Ratio2.342.74
Martin Ratio9.2110.91
Ulcer Index18.26%19.14%
Daily Std Dev66.96%85.48%
Max Drawdown-88.01%-88.34%
Current Drawdown-23.51%-24.76%

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SATO vs. CRPT - Expense Ratio Comparison

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


CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
Expense ratio chart for CRPT: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
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%

Correlation

-0.50.00.51.00.9

The correlation between SATO and CRPT is 0.94, 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.

Risk-Adjusted Performance

SATO vs. CRPT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Alerian Galaxy Crypto Economy ETF (SATO) and First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT). 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 2.51, compared to the broader market0.002.004.006.002.512.44
The chart of Sortino ratio for SATO, currently valued at 2.97, compared to the broader market-2.000.002.004.006.008.0010.0012.002.972.97
The chart of Omega ratio for SATO, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.33
The chart of Calmar ratio for SATO, currently valued at 2.34, compared to the broader market0.005.0010.0015.002.342.74
The chart of Martin ratio for SATO, currently valued at 9.21, compared to the broader market0.0020.0040.0060.0080.00100.009.2110.91
SATO
CRPT

The current SATO Sharpe Ratio is 2.51, which is comparable to the CRPT Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of SATO and CRPT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.51
2.44
SATO
CRPT

Dividends

SATO vs. CRPT - Dividend Comparison

SATO's dividend yield for the trailing twelve months is around 1.81%, while CRPT has not paid dividends to shareholders.


TTM202320222021
SATO
Invesco Alerian Galaxy Crypto Economy ETF
1.81%2.22%8.99%0.73%
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
0.00%0.00%0.03%1.16%

Drawdowns

SATO vs. CRPT - Drawdown Comparison

The maximum SATO drawdown since its inception was -88.01%, roughly equal to the maximum CRPT drawdown of -88.34%. Use the drawdown chart below to compare losses from any high point for SATO and CRPT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-23.51%
-24.76%
SATO
CRPT

Volatility

SATO vs. CRPT - Volatility Comparison

The current volatility for Invesco Alerian Galaxy Crypto Economy ETF (SATO) is 25.22%, while First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has a volatility of 31.92%. This indicates that SATO experiences smaller price fluctuations and is considered to be less risky than CRPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
25.22%
31.92%
SATO
CRPT