SATO vs. CRPT
SATO (Invesco Alerian Galaxy Crypto Economy ETF) and CRPT (First Trust SkyBridge Crypto Industry & Digital Economy ETF) are both exchange-traded funds - SATO is a Cryptocurrency fund tracking the Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index, while CRPT is a Technology Equities fund actively managed by First Trust. SATO is passively managed, while CRPT is actively managed. Over the past 3 years, SATO returned 21.83%/yr vs 15.05%/yr for CRPT. Their correlation of 0.92 means they have usually moved in the same direction. SATO charges 0.60%/yr vs 0.85%/yr for CRPT.
Performance
SATO vs. CRPT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SATO achieves a -13.37% return, which is significantly higher than CRPT's -25.52% return.
SATO
- 1D
- -3.22%
- 1M
- -4.42%
- 6M
- -16.14%
- YTD
- -13.37%
- 1Y
- -18.39%
- 3Y*
- 21.83%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -3.90%
CRPT
- 1D
- -3.54%
- 1M
- -8.13%
- 6M
- -26.74%
- YTD
- -25.52%
- 1Y
- -47.83%
- 3Y*
- 15.05%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -9.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.58M | $1.12M | $1.35M | |
| $33.71K | $38.05K | $74.17K |
SATO vs. CRPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SATO Invesco Alerian Galaxy Crypto Economy ETF | -13.37% | 2.26% | 55.25% | 266.77% | -80.20% | -17.33% |
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | -25.52% | -9.54% | 75.29% | 193.86% | -80.84% | -13.69% |
Correlation
The correlation between SATO and CRPT is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2021 | 0.92 |
The correlation between SATO and CRPT has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SATO vs. CRPT — Risk / Return Rank
SATO
CRPT
SATO vs. CRPT - Risk-Adjusted Trends 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.
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.
| SATO | CRPT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.86 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | -0.94 | +0.52 |
| Martin ratioReturn relative to average drawdown | -0.67 | -1.44 | +0.77 |
Loading charts...
Drawdowns
SATO vs. CRPT - Drawdown Comparison
The maximum SATO drawdown since its inception was -88.00%, 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.
Loading charts...
Drawdown Indicators
| SATO | CRPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.00% | -88.34% | +0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -53.49% | -55.40% | +1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -53.49% | -56.62% | +3.13% |
Current DrawdownCurrent decline from peak | -46.92% | -56.77% | +9.85% |
Average DrawdownAverage peak-to-trough decline | -50.68% | -52.60% | +1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.62% | 36.32% | -2.70% |
Volatility
SATO vs. CRPT - Volatility Comparison
Invesco Alerian Galaxy Crypto Economy ETF (SATO) and First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) have volatilities of 16.55% and 16.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SATO | CRPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.55% | 16.68% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 39.43% | 47.05% | -7.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.26% | 60.08% | -6.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.98% | 72.41% | -9.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.98% | 72.41% | -9.43% |
SATO vs. CRPT - Expense Ratio Comparison
SATO has a 0.60% expense ratio, which is lower than CRPT's 0.85% expense ratio.
Dividends
SATO vs. CRPT - Dividend Comparison
SATO's dividend yield for the trailing twelve months is around 7.74%, more than CRPT's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | 1.01% | 0.75% | 1.84% | 0.00% | 0.03% | 1.16% |
SATO Invesco Alerian Galaxy Crypto Economy ETF | 7.74% | 9.50% | 15.03% | 2.21% | 8.97% | 0.73% |
Frequently Asked Questions
SATO and CRPT have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRPT has higher volatility (16.68%) compared to SATO (16.55%). In terms of maximum drawdown, SATO dropped -88.00% vs CRPT's -88.34%.
On 3-year performance, SATO leads with 21.83% vs 15.05% for CRPT. On fees, SATO is cheaper at 0.60% per year. On volatility, SATO has been the lower-risk option at 16.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SATO has performed better with a 21.83% return vs 15.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SATO is cheaper with a 0.60% expense ratio, compared with 0.85% for CRPT.
SATO has the higher dividend yield at 7.74%, compared with 1.01% for CRPT.
SATO is categorized as Cryptocurrency, while CRPT is Technology Equities. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.60% for SATO and 0.85% for CRPT.
SATO currently has the higher Sharpe Ratio (-0.42 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SATO and CRPT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer