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SATO vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SATO vs. USO - Performance Comparison

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

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Returns By Period

In the year-to-date period, SATO achieves a 3.47% return, which is significantly lower than USO's 103.67% return.


SATO

1D
-2.77%
1M
0.47%
YTD
3.47%
6M
-11.57%
1Y
10.13%
3Y*
45.60%
5Y*
10Y*

USO

1D
2.62%
1M
-4.57%
YTD
103.67%
6M
99.35%
1Y
101.55%
3Y*
29.98%
5Y*
24.41%
10Y*
4.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SATO vs. USO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SATO
Invesco Alerian Galaxy Crypto Economy ETF
3.47%2.26%55.25%266.77%-80.20%-17.39%
USO
United States Oil Fund LP
103.67%-8.46%13.35%-4.94%28.97%-1.81%

Correlation

The correlation between SATO and USO is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2021

0.07

The correlation between SATO and USO shifts across timeframes, from -0.15 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SATO vs. USO — Risk / Return Rank

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

SATO
SATO Risk / Return Rank: 1212
Overall Rank
SATO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SATO Sortino Ratio Rank: 1414
Sortino Ratio Rank
SATO Omega Ratio Rank: 1313
Omega Ratio Rank
SATO Calmar Ratio Rank: 1111
Calmar Ratio Rank
SATO Martin Ratio Rank: 1010
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6060
Sortino Ratio Rank
USO Omega Ratio Rank: 6161
Omega Ratio Rank
USO Calmar Ratio Rank: 8787
Calmar Ratio Rank
USO Martin Ratio Rank: 5454
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. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Alerian Galaxy Crypto Economy ETF (SATO) and United States Oil Fund LP (USO). 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.


SATOUSODifference

Sharpe ratio

Return per unit of total volatility

0.20

2.31

-2.11

Sortino ratio

Return per unit of downside risk

0.65

2.89

-2.24

Omega ratio

Gain probability vs. loss probability

1.07

1.38

-0.31

Calmar ratio

Return relative to maximum drawdown

0.19

5.01

-4.82

Martin ratio

Return relative to average drawdown

0.35

9.42

-9.07

SATO vs. USO - Sharpe Ratio Comparison

The current SATO Sharpe Ratio is 0.20, which is lower than the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of SATO and USO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SATOUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

2.31

-2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

-0.18

+0.17

Drawdowns

SATO vs. USO - Drawdown Comparison

The maximum SATO drawdown since its inception was -88.00%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for SATO and USO.


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Drawdown Indicators


SATOUSODifference

Max Drawdown

Largest peak-to-trough decline

-88.00%

-98.19%

+10.19%

Max Drawdown (1Y)

Largest decline over 1 year

-53.49%

-20.39%

-33.10%

Max Drawdown (3Y)

Largest decline over 3 years

-53.49%

-26.05%

-27.44%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-36.60%

-85.01%

+48.41%

Average Drawdown

Average peak-to-trough decline

-51.00%

-75.30%

+24.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.16%

10.82%

+18.34%

Volatility

SATO vs. USO - Volatility Comparison

The current volatility for Invesco Alerian Galaxy Crypto Economy ETF (SATO) is 11.64%, while United States Oil Fund LP (USO) has a volatility of 14.87%. This indicates that SATO experiences smaller price fluctuations and is considered to be less risky than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SATOUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.64%

14.87%

-3.23%

Volatility (6M)

Calculated over the trailing 6-month period

38.36%

38.23%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

51.53%

44.20%

+7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.28%

36.06%

+27.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.28%

39.00%

+24.28%

SATO vs. USO - Expense Ratio Comparison

SATO has a 0.60% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

SATO vs. USO - Dividend Comparison

SATO's dividend yield for the trailing twelve months is around 7.62%, while USO has not paid dividends to shareholders.


PositionTTM20252024202320222021
SATO
Invesco Alerian Galaxy Crypto Economy ETF
7.62%9.50%15.03%2.21%8.97%0.73%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SATO and USO have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (14.87%) compared to SATO (11.64%). In terms of maximum drawdown, SATO dropped -88.00% vs USO's -98.19%.

On 3-year performance, SATO leads with 45.60% vs 29.98% for USO. On fees, SATO is cheaper at 0.60% per year. On volatility, SATO has been the lower-risk option at 11.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SATO has performed better with a 45.60% return vs 29.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SATO is cheaper with a 0.60% expense ratio, compared with 0.86% for USO.

SATO has the higher dividend yield at 7.62%, compared with 0.00% for USO.

SATO is categorized as Cryptocurrency, while USO is Oil & Gas. SATO tracks Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: Invesco and USCF. Their fees differ too: 0.60% for SATO and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.31 vs 0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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