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

Correlation

The correlation between SATO and QQQ is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

SATO vs. QQQ - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-21.92%
33.21%
SATO
QQQ

Key characteristics

Sharpe Ratio

SATO:

0.54

QQQ:

0.47

Sortino Ratio

SATO:

1.18

QQQ:

0.82

Omega Ratio

SATO:

1.14

QQQ:

1.11

Calmar Ratio

SATO:

0.56

QQQ:

0.52

Martin Ratio

SATO:

1.73

QQQ:

1.79

Ulcer Index

SATO:

19.62%

QQQ:

6.64%

Daily Std Dev

SATO:

62.98%

QQQ:

25.28%

Max Drawdown

SATO:

-88.01%

QQQ:

-82.98%

Current Drawdown

SATO:

-40.57%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, SATO achieves a -16.11% return, which is significantly lower than QQQ's -7.43% return.


SATO

YTD

-16.11%

1M

11.36%

6M

5.59%

1Y

36.57%

5Y*

N/A

10Y*

N/A

QQQ

YTD

-7.43%

1M

0.77%

6M

-4.30%

1Y

10.31%

5Y*

18.26%

10Y*

16.91%

*Annualized

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SATO vs. QQQ - Expense Ratio Comparison

SATO has a 0.60% expense ratio, which is higher than QQQ's 0.20% expense ratio.


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%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

SATO vs. QQQ — 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 6565
Overall Rank
The Sharpe Ratio Rank of SATO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SATO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SATO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SATO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SATO is 5656
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5959
Overall Rank
The Sharpe Ratio Rank of QQQ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5757
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Alerian Galaxy Crypto Economy ETF (SATO) and Invesco QQQ (QQQ). 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 0.54, compared to the broader market-1.000.001.002.003.004.00
SATO: 0.54
QQQ: 0.47
The chart of Sortino ratio for SATO, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
SATO: 1.18
QQQ: 0.82
The chart of Omega ratio for SATO, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
SATO: 1.14
QQQ: 1.11
The chart of Calmar ratio for SATO, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.00
SATO: 0.56
QQQ: 0.52
The chart of Martin ratio for SATO, currently valued at 1.73, compared to the broader market0.0020.0040.0060.00
SATO: 1.73
QQQ: 1.79

The current SATO Sharpe Ratio is 0.54, which is comparable to the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SATO and QQQ, 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
0.54
0.47
SATO
QQQ

Dividends

SATO vs. QQQ - Dividend Comparison

SATO's dividend yield for the trailing twelve months is around 19.48%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
SATO
Invesco Alerian Galaxy Crypto Economy ETF
19.48%15.02%2.22%8.99%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

SATO vs. QQQ - Drawdown Comparison

The maximum SATO drawdown since its inception was -88.01%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SATO and QQQ. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-40.57%
-12.28%
SATO
QQQ

Volatility

SATO vs. QQQ - Volatility Comparison

Invesco Alerian Galaxy Crypto Economy ETF (SATO) has a higher volatility of 22.11% compared to Invesco QQQ (QQQ) at 16.86%. This indicates that SATO's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
22.11%
16.86%
SATO
QQQ