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 20.64%/yr vs 14.18%/yr for CRPT. Their correlation of 0.92 suggests significant overlap in exposure. SATO charges 0.60%/yr vs 0.85%/yr for CRPT.
Performance
SATO vs. CRPT - Performance Comparison
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Returns By Period
In the year-to-date period, SATO achieves a -11.75% return, which is significantly higher than CRPT's -22.05% return.
SATO
- 1D
- -3.36%
- 1M
- -10.88%
- 6M
- -23.63%
- YTD
- -11.75%
- 1Y
- -22.30%
- 3Y*
- 20.64%
- 5Y*
- —
- 10Y*
- —
CRPT
- 1D
- -3.31%
- 1M
- -12.03%
- 6M
- -31.78%
- YTD
- -22.05%
- 1Y
- -51.68%
- 3Y*
- 14.18%
- 5Y*
- —
- 10Y*
- —
SATO vs. CRPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SATO Invesco Alerian Galaxy Crypto Economy ETF | -11.75% | 2.26% | 55.25% | 266.77% | -80.20% | -17.33% |
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | -22.05% | -9.54% | 75.29% | 193.86% | -80.84% | -13.69% |
Correlation
The correlation between SATO and CRPT is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 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 0.87 to 0.92 - a consistent structural relationship.
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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 | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.85 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | -0.92 | +0.50 |
| Martin ratioReturn relative to average drawdown | -0.70 | -1.44 | +0.74 |
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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.
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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% | -56.46% | +2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -53.49% | -56.46% | +2.97% |
Current DrawdownCurrent decline from peak | -45.92% | -54.76% | +8.84% |
Average DrawdownAverage peak-to-trough decline | -50.75% | -52.57% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.01% | 35.90% | -3.89% |
Volatility
SATO vs. CRPT - Volatility Comparison
The current volatility for Invesco Alerian Galaxy Crypto Economy ETF (SATO) is 12.67%, while First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has a volatility of 16.47%. 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.
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Volatility by Period
| SATO | CRPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.67% | 16.47% | -3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 38.10% | 46.88% | -8.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.01% | 58.67% | -6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.99% | 72.50% | -9.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.99% | 72.50% | -9.51% |
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 7.60%, more than CRPT's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | 0.97% | 0.75% | 1.84% | 0.00% | 0.03% | 1.16% |
SATO Invesco Alerian Galaxy Crypto Economy ETF | 7.60% | 9.50% | 15.03% | 2.21% | 8.97% | 0.73% |
Frequently Asked Questions
SATO and CRPT have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRPT has higher volatility (16.47%) compared to SATO (12.67%). In terms of maximum drawdown, SATO dropped -88.00% vs CRPT's -88.34%.
On 3-year performance, SATO leads with 20.64% vs 14.18% for CRPT. On fees, SATO is cheaper at 0.60% per year. On volatility, SATO has been the lower-risk option at 12.67%. 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 20.64% return vs 14.18%. 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 7.60%, compared with 0.97% 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 (-0.43 vs -0.88), 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.
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