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

Correlation

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.


-0.50.00.51.0
Correlation: 0.9

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.

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
6.27%
3.03%
SATO
CRPT

Key characteristics

Sharpe Ratio

SATO:

0.23

CRPT:

-0.04

Sortino Ratio

SATO:

0.78

CRPT:

0.50

Omega Ratio

SATO:

1.09

CRPT:

1.06

Calmar Ratio

SATO:

0.23

CRPT:

-0.05

Martin Ratio

SATO:

0.83

CRPT:

-0.14

Ulcer Index

SATO:

17.17%

CRPT:

21.02%

Daily Std Dev

SATO:

61.35%

CRPT:

75.13%

Max Drawdown

SATO:

-88.01%

CRPT:

-88.34%

Current Drawdown

SATO:

-48.50%

CRPT:

-53.02%

Returns By Period

The year-to-date returns for both investments are quite close, with SATO having a -27.31% return and CRPT slightly higher at -26.77%.


SATO

YTD

-27.31%

1M

-13.24%

6M

3.45%

1Y

14.19%

5Y*

N/A

10Y*

N/A

CRPT

YTD

-26.77%

1M

-10.92%

6M

2.00%

1Y

-7.01%

5Y*

N/A

10Y*

N/A

*Annualized

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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.


Expense ratio chart for CRPT: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CRPT: 0.85%
Expense ratio chart for SATO: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SATO: 0.60%

Risk-Adjusted Performance

SATO vs. CRPT — Risk-Adjusted Performance Rank

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

SATO
The Risk-Adjusted Performance Rank of SATO is 4141
Overall Rank
The Sharpe Ratio Rank of SATO is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of SATO is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SATO is 4848
Omega Ratio Rank
The Calmar Ratio Rank of SATO is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SATO is 3434
Martin Ratio Rank

CRPT
The Risk-Adjusted Performance Rank of CRPT is 3232
Overall Rank
The Sharpe Ratio Rank of CRPT is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of CRPT is 4747
Sortino Ratio Rank
The Omega Ratio Rank of CRPT is 4242
Omega Ratio Rank
The Calmar Ratio Rank of CRPT is 2424
Calmar Ratio Rank
The Martin Ratio Rank of CRPT is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SATO, currently valued at 0.23, compared to the broader market0.002.004.00
SATO: 0.23
CRPT: -0.04
The chart of Sortino ratio for SATO, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.0010.0012.00
SATO: 0.78
CRPT: 0.50
The chart of Omega ratio for SATO, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
SATO: 1.09
CRPT: 1.06
The chart of Calmar ratio for SATO, currently valued at 0.23, compared to the broader market0.005.0010.0015.00
SATO: 0.23
CRPT: -0.05
The chart of Martin ratio for SATO, currently valued at 0.83, compared to the broader market0.0020.0040.0060.0080.00100.00
SATO: 0.83
CRPT: -0.14

The current SATO Sharpe Ratio is 0.23, which is higher than the CRPT Sharpe Ratio of -0.04. 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.23
-0.04
SATO
CRPT

Dividends

SATO vs. CRPT - Dividend Comparison

SATO's dividend yield for the trailing twelve months is around 22.49%, more than CRPT's 2.52% yield.


TTM2024202320222021
SATO
Invesco Alerian Galaxy Crypto Economy ETF
22.49%15.02%2.22%8.99%0.73%
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
2.52%1.84%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.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-48.50%
-53.02%
SATO
CRPT

Volatility

SATO vs. CRPT - Volatility Comparison

The current volatility for Invesco Alerian Galaxy Crypto Economy ETF (SATO) is 21.18%, while First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has a volatility of 24.30%. 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%NovemberDecember2025FebruaryMarchApril
21.18%
24.30%
SATO
CRPT