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

Correlation

The correlation between SATO and STCE is 0.94, 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. STCE - Performance Comparison

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

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
86.05%
24.66%
SATO
STCE

Key characteristics

Sharpe Ratio

SATO:

0.17

STCE:

-0.29

Sortino Ratio

SATO:

0.69

STCE:

-0.03

Omega Ratio

SATO:

1.08

STCE:

1.00

Calmar Ratio

SATO:

0.17

STCE:

-0.37

Martin Ratio

SATO:

0.60

STCE:

-0.97

Ulcer Index

SATO:

17.37%

STCE:

17.80%

Daily Std Dev

SATO:

61.44%

STCE:

59.78%

Max Drawdown

SATO:

-88.01%

STCE:

-47.19%

Current Drawdown

SATO:

-50.17%

STCE:

-46.18%

Returns By Period

The year-to-date returns for both stocks are quite close, with SATO having a -29.67% return and STCE slightly lower at -31.06%.


SATO

YTD

-29.67%

1M

-19.91%

6M

-2.53%

1Y

10.50%

5Y*

N/A

10Y*

N/A

STCE

YTD

-31.06%

1M

-22.69%

6M

-12.36%

1Y

-15.87%

5Y*

N/A

10Y*

N/A

*Annualized

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. STCE - Expense Ratio Comparison

SATO has a 0.60% expense ratio, which is higher than STCE's 0.30% expense ratio.


SATO
Invesco Alerian Galaxy Crypto Economy ETF
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 STCE: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
STCE: 0.30%

Risk-Adjusted Performance

SATO vs. STCE — 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 5454
Overall Rank
The Sharpe Ratio Rank of SATO is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SATO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SATO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SATO is 5050
Calmar Ratio Rank
The Martin Ratio Rank of SATO is 4747
Martin Ratio Rank

STCE
The Risk-Adjusted Performance Rank of STCE is 1919
Overall Rank
The Sharpe Ratio Rank of STCE is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of STCE is 2626
Sortino Ratio Rank
The Omega Ratio Rank of STCE is 2626
Omega Ratio Rank
The Calmar Ratio Rank of STCE is 1212
Calmar Ratio Rank
The Martin Ratio Rank of STCE is 1515
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. STCE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Alerian Galaxy Crypto Economy ETF (SATO) and Schwab Crypto Thematic ETF (STCE). 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.


Sharpe ratio
The chart of Sharpe ratio for SATO, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.005.00
SATO: 0.17
STCE: -0.29
The chart of Sortino ratio for SATO, currently valued at 0.69, compared to the broader market-2.000.002.004.006.008.0010.00
SATO: 0.69
STCE: -0.03
The chart of Omega ratio for SATO, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
SATO: 1.08
STCE: 1.00
The chart of Calmar ratio for SATO, currently valued at 0.25, compared to the broader market0.005.0010.0015.00
SATO: 0.25
STCE: -0.37
The chart of Martin ratio for SATO, currently valued at 0.60, compared to the broader market0.0020.0040.0060.0080.00
SATO: 0.60
STCE: -0.97

The current SATO Sharpe Ratio is 0.17, which is higher than the STCE Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of SATO and STCE, 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
0.17
-0.29
SATO
STCE

Dividends

SATO vs. STCE - Dividend Comparison

SATO's dividend yield for the trailing twelve months is around 23.24%, more than STCE's 0.93% yield.


TTM2024202320222021
SATO
Invesco Alerian Galaxy Crypto Economy ETF
23.24%15.02%2.22%8.99%0.73%
STCE
Schwab Crypto Thematic ETF
0.93%0.64%0.31%1.46%0.00%

Drawdowns

SATO vs. STCE - Drawdown Comparison

The maximum SATO drawdown since its inception was -88.01%, which is greater than STCE's maximum drawdown of -47.19%. Use the drawdown chart below to compare losses from any high point for SATO and STCE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.41%
-46.18%
SATO
STCE

Volatility

SATO vs. STCE - Volatility Comparison

The current volatility for Invesco Alerian Galaxy Crypto Economy ETF (SATO) is 21.06%, while Schwab Crypto Thematic ETF (STCE) has a volatility of 22.54%. This indicates that SATO experiences smaller price fluctuations and is considered to be less risky than STCE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
21.06%
22.54%
SATO
STCE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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