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HGER vs. MTDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HGER vs. MTDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Commodity All-Weather Strategy ETF (HGER) and Matador Resources Company (MTDR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with HGER having a 23.17% return and MTDR slightly lower at 22.72%.


HGER

1D
-0.84%
1M
0.86%
6M
20.50%
YTD
23.17%
1Y
31.96%
3Y*
18.60%
5Y*
10Y*

MTDR

1D
-0.08%
1M
-4.25%
6M
23.27%
YTD
22.72%
1Y
0.99%
3Y*
0.56%
5Y*
9.41%
10Y*
9.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HGER vs. MTDR - Yearly Performance Comparison


2026 (YTD)2025202420232022
HGER
Harbor Commodity All-Weather Strategy ETF
23.17%20.08%9.25%1.93%9.66%
MTDR
Matador Resources Company
22.72%-22.31%0.37%0.57%33.58%

Correlation

The correlation between HGER and MTDR is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.45

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2022

0.50

The correlation between HGER and MTDR has been stable across timeframes, ranging from 0.40 to 0.50 - a consistent structural relationship.

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Return for Risk

HGER vs. MTDR — Risk / Return Rank

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

HGER
HGER Risk / Return Rank: 6969
Overall Rank
HGER Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HGER Sortino Ratio Rank: 7272
Sortino Ratio Rank
HGER Omega Ratio Rank: 7575
Omega Ratio Rank
HGER Calmar Ratio Rank: 6060
Calmar Ratio Rank
HGER Martin Ratio Rank: 6262
Martin Ratio Rank

MTDR
MTDR Risk / Return Rank: 4545
Overall Rank
MTDR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MTDR Sortino Ratio Rank: 4242
Sortino Ratio Rank
MTDR Omega Ratio Rank: 4242
Omega Ratio Rank
MTDR Calmar Ratio Rank: 4747
Calmar Ratio Rank
MTDR Martin Ratio Rank: 4646
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.

HGER vs. MTDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Commodity All-Weather Strategy ETF (HGER) and Matador Resources Company (MTDR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HGERMTDRDifference
Sharpe ratioReturn per unit of total volatility

+1.89

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.35

1.04

+0.31

Calmar ratioReturn relative to maximum drawdown

2.39

0.06

+2.33

Martin ratioReturn relative to average drawdown

8.73

0.12

+8.61

HGER vs. MTDR - Sharpe Ratio Comparison

The current HGER Sharpe Ratio is 1.93, which is higher than the MTDR Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of HGER and MTDR, 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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Drawdowns

HGER vs. MTDR - Drawdown Comparison

The maximum HGER drawdown since its inception was -23.31%, smaller than the maximum MTDR drawdown of -96.50%. Use the drawdown chart below to compare losses from any high point for HGER and MTDR.


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Drawdown Indicators


HGERMTDRDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-96.50%

+73.19%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-28.76%

+14.72%

Max Drawdown (3Y)

Largest decline over 3 years

-14.04%

-46.83%

+32.79%

Max Drawdown (5Y)

Largest decline over 5 years

-48.29%

Max Drawdown (10Y)

Largest decline over 10 years

-96.50%

Current Drawdown

Current decline from peak

-8.66%

-24.81%

+16.15%

Average Drawdown

Average peak-to-trough decline

-7.71%

-25.07%

+17.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

14.27%

-10.44%

Volatility

HGER vs. MTDR - Volatility Comparison

The current volatility for Harbor Commodity All-Weather Strategy ETF (HGER) is 5.75%, while Matador Resources Company (MTDR) has a volatility of 9.39%. This indicates that HGER experiences smaller price fluctuations and is considered to be less risky than MTDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGERMTDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

9.39%

-3.64%

Volatility (6M)

Calculated over the trailing 6-month period

15.35%

30.06%

-14.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

40.37%

-23.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.67%

47.08%

-29.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

64.91%

-47.24%

Dividends

HGER vs. MTDR - Dividend Comparison

HGER's dividend yield for the trailing twelve months is around 5.75%, more than MTDR's 2.80% yield.


PositionTTM20252024202320222021
HGER
Harbor Commodity All-Weather Strategy ETF
5.75%7.09%3.28%7.24%0.64%0.00%
MTDR
Matador Resources Company
2.80%3.09%1.51%1.14%0.52%0.34%

Frequently Asked Questions


HGER and MTDR have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MTDR has higher volatility (9.39%) compared to HGER (5.75%). In terms of maximum drawdown, HGER dropped -23.31% vs MTDR's -96.50%.

HGER currently has the higher Sharpe Ratio (1.93 vs 0.04), 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

Find the right allocation for HGER and MTDR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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