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

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.

Loading graphics...

SATO vs. STCE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SATO
Invesco Alerian Galaxy Crypto Economy ETF
-19.35%2.26%55.25%266.77%-53.53%
STCE
Schwab Crypto Thematic ETF
-13.31%36.12%41.76%108.65%-38.86%

Returns By Period

In the year-to-date period, SATO achieves a -19.35% return, which is significantly lower than STCE's -13.31% return.


SATO

1D
6.25%
1M
-7.50%
YTD
-19.35%
6M
-42.72%
1Y
11.71%
3Y*
40.85%
5Y*
10Y*

STCE

1D
6.43%
1M
-8.21%
YTD
-13.31%
6M
-32.83%
1Y
61.55%
3Y*
38.53%
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. STCE - Expense Ratio Comparison

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


Return for Risk

SATO vs. STCE — Risk / Return Rank

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

SATO
SATO Risk / Return Rank: 1919
Overall Rank
SATO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SATO Sortino Ratio Rank: 2525
Sortino Ratio Rank
SATO Omega Ratio Rank: 2222
Omega Ratio Rank
SATO Calmar Ratio Rank: 1616
Calmar Ratio Rank
SATO Martin Ratio Rank: 1515
Martin Ratio Rank

STCE
STCE Risk / Return Rank: 5050
Overall Rank
STCE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
STCE Sortino Ratio Rank: 6767
Sortino Ratio Rank
STCE Omega Ratio Rank: 5353
Omega Ratio Rank
STCE Calmar Ratio Rank: 4545
Calmar Ratio Rank
STCE Martin Ratio Rank: 2929
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. STCE - Risk-Adjusted Trends 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.


SATOSTCEDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.97

-0.75

Sortino ratio

Return per unit of downside risk

0.71

1.63

-0.92

Omega ratio

Gain probability vs. loss probability

1.08

1.19

-0.11

Calmar ratio

Return relative to maximum drawdown

0.18

1.07

-0.89

Martin ratio

Return relative to average drawdown

0.39

2.24

-1.85

SATO vs. STCE - Sharpe Ratio Comparison

The current SATO Sharpe Ratio is 0.22, which is lower than the STCE Sharpe Ratio of 0.97. 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.


Loading graphics...

Sharpe Ratios by Period


SATOSTCEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.97

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.41

-0.50

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.


Dividends

SATO vs. STCE - Dividend Comparison

SATO's dividend yield for the trailing twelve months is around 9.77%, more than STCE's 2.26% yield.


TTM20252024202320222021
SATO
Invesco Alerian Galaxy Crypto Economy ETF
9.77%9.50%15.03%2.21%8.97%0.73%
STCE
Schwab Crypto Thematic ETF
2.26%1.96%0.64%0.31%1.46%0.00%

Drawdowns

SATO vs. STCE - Drawdown Comparison

The maximum SATO drawdown since its inception was -88.00%, which is greater than STCE's maximum drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for SATO and STCE.


Loading graphics...

Drawdown Indicators


SATOSTCEDifference

Max Drawdown

Largest peak-to-trough decline

-88.00%

-54.11%

-33.89%

Max Drawdown (1Y)

Largest decline over 1 year

-53.49%

-54.11%

+0.62%

Current Drawdown

Current decline from peak

-50.58%

-51.16%

+0.58%

Average Drawdown

Average peak-to-trough decline

-51.48%

-21.33%

-30.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.26%

25.86%

-1.60%

Volatility

SATO vs. STCE - Volatility Comparison

The current volatility for Invesco Alerian Galaxy Crypto Economy ETF (SATO) is 17.06%, while Schwab Crypto Thematic ETF (STCE) has a volatility of 18.63%. 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.


Loading graphics...

Volatility by Period


SATOSTCEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.06%

18.63%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

41.94%

50.27%

-8.33%

Volatility (1Y)

Calculated over the trailing 1-year period

54.32%

64.03%

-9.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.90%

56.19%

+7.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.90%

56.19%

+7.71%