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

Correlation

The correlation between SATO and SPMO is 0.86, 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. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Alerian Galaxy Crypto Economy ETF (SATO) and Invesco S&P 500® Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
-20.46%
65.88%
SATO
SPMO

Key characteristics

Sharpe Ratio

SATO:

0.87

SPMO:

1.20

Sortino Ratio

SATO:

1.54

SPMO:

1.72

Omega Ratio

SATO:

1.18

SPMO:

1.25

Calmar Ratio

SATO:

0.89

SPMO:

1.47

Martin Ratio

SATO:

2.70

SPMO:

5.37

Ulcer Index

SATO:

20.09%

SPMO:

5.52%

Daily Std Dev

SATO:

62.70%

SPMO:

24.78%

Max Drawdown

SATO:

-88.01%

SPMO:

-30.95%

Current Drawdown

SATO:

-39.46%

SPMO:

-5.11%

Returns By Period

In the year-to-date period, SATO achieves a -14.55% return, which is significantly lower than SPMO's 3.13% return.


SATO

YTD

-14.55%

1M

21.51%

6M

10.09%

1Y

47.07%

5Y*

N/A

10Y*

N/A

SPMO

YTD

3.13%

1M

18.80%

6M

7.40%

1Y

26.36%

5Y*

21.02%

10Y*

N/A

*Annualized

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SATO vs. SPMO - Expense Ratio Comparison

SATO has a 0.60% expense ratio, which is higher than SPMO's 0.13% 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 SPMO: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPMO: 0.13%

Risk-Adjusted Performance

SATO vs. SPMO — 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 7272
Overall Rank
The Sharpe Ratio Rank of SATO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SATO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of SATO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SATO is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SATO is 6363
Martin Ratio Rank

SPMO
The Risk-Adjusted Performance Rank of SPMO is 8484
Overall Rank
The Sharpe Ratio Rank of SPMO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SPMO is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SPMO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SPMO is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SPMO is 8484
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. SPMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Alerian Galaxy Crypto Economy ETF (SATO) and Invesco S&P 500® Momentum ETF (SPMO). 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 0.87, compared to the broader market-1.000.001.002.003.004.00
SATO: 0.87
SPMO: 1.20
The chart of Sortino ratio for SATO, currently valued at 1.54, compared to the broader market-2.000.002.004.006.008.00
SATO: 1.54
SPMO: 1.72
The chart of Omega ratio for SATO, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
SATO: 1.18
SPMO: 1.25
The chart of Calmar ratio for SATO, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.00
SATO: 0.89
SPMO: 1.47
The chart of Martin ratio for SATO, currently valued at 2.70, compared to the broader market0.0020.0040.0060.00
SATO: 2.70
SPMO: 5.37

The current SATO Sharpe Ratio is 0.87, which is comparable to the SPMO Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of SATO and SPMO, 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.87
1.20
SATO
SPMO

Dividends

SATO vs. SPMO - Dividend Comparison

SATO's dividend yield for the trailing twelve months is around 19.13%, more than SPMO's 0.52% yield.


TTM2024202320222021202020192018201720162015
SATO
Invesco Alerian Galaxy Crypto Economy ETF
19.13%15.02%2.22%8.99%0.73%0.00%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500® Momentum ETF
0.52%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

SATO vs. SPMO - Drawdown Comparison

The maximum SATO drawdown since its inception was -88.01%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for SATO and SPMO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-39.46%
-5.11%
SATO
SPMO

Volatility

SATO vs. SPMO - Volatility Comparison

Invesco Alerian Galaxy Crypto Economy ETF (SATO) has a higher volatility of 21.22% compared to Invesco S&P 500® Momentum ETF (SPMO) at 16.75%. This indicates that SATO's price experiences larger fluctuations and is considered to be riskier than SPMO 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%December2025FebruaryMarchAprilMay
21.22%
16.75%
SATO
SPMO