PortfoliosLab logoPortfoliosLab logo
SATO vs. FDIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SATO vs. FDIG - Performance Comparison

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

Loading graphics...

SATO vs. FDIG - Yearly Performance Comparison


2026 (YTD)2025202420232022
SATO
Invesco Alerian Galaxy Crypto Economy ETF
-19.69%2.26%55.25%266.77%-71.55%
FDIG
Fidelity Crypto Industry and Digital Payments ETF
-14.57%19.92%18.41%166.00%-56.18%

Returns By Period

In the year-to-date period, SATO achieves a -19.69% return, which is significantly lower than FDIG's -14.57% return.


SATO

1D
-0.42%
1M
-11.37%
YTD
-19.69%
6M
-43.41%
1Y
7.76%
3Y*
40.65%
5Y*
10Y*

FDIG

1D
0.31%
1M
-9.90%
YTD
-14.57%
6M
-32.88%
1Y
32.76%
3Y*
28.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SATO vs. FDIG - Expense Ratio Comparison

SATO has a 0.60% expense ratio, which is higher than FDIG's 0.39% expense ratio.


Return for Risk

SATO vs. FDIG — Risk / Return Rank

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

SATO
SATO Risk / Return Rank: 1717
Overall Rank
SATO Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SATO Sortino Ratio Rank: 2121
Sortino Ratio Rank
SATO Omega Ratio Rank: 1818
Omega Ratio Rank
SATO Calmar Ratio Rank: 1616
Calmar Ratio Rank
SATO Martin Ratio Rank: 1515
Martin Ratio Rank

FDIG
FDIG Risk / Return Rank: 3232
Overall Rank
FDIG Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FDIG Sortino Ratio Rank: 4040
Sortino Ratio Rank
FDIG Omega Ratio Rank: 3232
Omega Ratio Rank
FDIG Calmar Ratio Rank: 3131
Calmar Ratio Rank
FDIG Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SATO vs. FDIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Alerian Galaxy Crypto Economy ETF (SATO) and Fidelity Crypto Industry and Digital Payments ETF (FDIG). 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.


SATOFDIGDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.63

-0.48

Sortino ratio

Return per unit of downside risk

0.61

1.20

-0.60

Omega ratio

Gain probability vs. loss probability

1.07

1.14

-0.07

Calmar ratio

Return relative to maximum drawdown

0.21

0.80

-0.59

Martin ratio

Return relative to average drawdown

0.46

1.77

-1.31

SATO vs. FDIG - Sharpe Ratio Comparison

The current SATO Sharpe Ratio is 0.14, which is lower than the FDIG Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of SATO and FDIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SATOFDIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.63

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.15

-0.24

Correlation

The correlation between SATO and FDIG is 0.95, 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.


Dividends

SATO vs. FDIG - Dividend Comparison

SATO's dividend yield for the trailing twelve months is around 9.81%, more than FDIG's 1.44% yield.


TTM20252024202320222021
SATO
Invesco Alerian Galaxy Crypto Economy ETF
9.81%9.50%15.03%2.21%8.97%0.73%
FDIG
Fidelity Crypto Industry and Digital Payments ETF
1.44%1.14%1.17%0.18%0.00%0.00%

Drawdowns

SATO vs. FDIG - Drawdown Comparison

The maximum SATO drawdown since its inception was -88.00%, which is greater than FDIG's maximum drawdown of -58.32%. Use the drawdown chart below to compare losses from any high point for SATO and FDIG.


Loading graphics...

Drawdown Indicators


SATOFDIGDifference

Max Drawdown

Largest peak-to-trough decline

-88.00%

-58.32%

-29.68%

Max Drawdown (1Y)

Largest decline over 1 year

-53.49%

-46.69%

-6.80%

Current Drawdown

Current decline from peak

-50.79%

-43.42%

-7.37%

Average Drawdown

Average peak-to-trough decline

-51.48%

-26.09%

-25.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.47%

21.12%

+3.35%

Volatility

SATO vs. FDIG - Volatility Comparison

Invesco Alerian Galaxy Crypto Economy ETF (SATO) and Fidelity Crypto Industry and Digital Payments ETF (FDIG) have volatilities of 16.85% and 16.10%, 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 graphics...

Volatility by Period


SATOFDIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.85%

16.10%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

41.84%

39.97%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

54.28%

52.57%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.88%

61.44%

+2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.88%

61.44%

+2.44%