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 37.72%/yr vs 32.74%/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 0.09% return, which is significantly higher than CRPT's -14.19% return.
SATO
- 1D
- -2.97%
- 1M
- -5.75%
- YTD
- 0.09%
- 6M
- -5.06%
- 1Y
- 8.50%
- 3Y*
- 37.72%
- 5Y*
- —
- 10Y*
- —
CRPT
- 1D
- -4.17%
- 1M
- -11.05%
- YTD
- -14.19%
- 6M
- -19.90%
- 1Y
- -38.88%
- 3Y*
- 32.74%
- 5Y*
- —
- 10Y*
- —
SATO vs. CRPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SATO Invesco Alerian Galaxy Crypto Economy ETF | 0.09% | 2.26% | 55.25% | 266.77% | -80.20% | -17.33% |
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | -14.19% | -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 | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.91 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | -0.69 | +0.85 |
| Martin ratioReturn relative to average drawdown | 0.28 | -1.15 | +1.43 |
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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 | -38.67% | -50.20% | +11.53% |
Average DrawdownAverage peak-to-trough decline | -50.82% | -52.56% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.44% | 33.85% | -3.41% |
Volatility
SATO vs. CRPT - Volatility Comparison
The current volatility for Invesco Alerian Galaxy Crypto Economy ETF (SATO) is 13.50%, while First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has a volatility of 17.83%. 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 | 13.50% | 17.83% | -4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 38.64% | 46.61% | -7.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.11% | 58.13% | -6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.17% | 72.66% | -9.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.17% | 72.66% | -9.49% |
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 6.70%, more than CRPT's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | 0.88% | 0.75% | 1.84% | 0.00% | 0.03% | 1.16% |
SATO Invesco Alerian Galaxy Crypto Economy ETF | 6.70% | 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 (17.83%) compared to SATO (13.50%). In terms of maximum drawdown, SATO dropped -88.00% vs CRPT's -88.34%.
On 3-year performance, SATO leads with 37.72% vs 32.74% for CRPT. On fees, SATO is cheaper at 0.60% per year. On volatility, SATO has been the lower-risk option at 13.50%. 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 37.72% return vs 32.74%. 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 6.70%, compared with 0.88% 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 (0.16 vs -0.67), 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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