MTDR vs. IXC
MTDR (Matador Resources Company) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Over the past 10 years, MTDR returned 10.83%/yr vs 10.52%/yr for IXC. Their 0.72 correlation means they have sometimes moved together and sometimes differently.
Performance
MTDR vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, MTDR achieves a 19.25% return, which is significantly lower than IXC's 34.71% return. Both investments have delivered pretty close results over the past 10 years, with MTDR having a 10.83% annualized return and IXC not far behind at 10.52%.
MTDR
- 1D
- 3.27%
- 1M
- 1.73%
- 6M
- 11.87%
- YTD
- 19.25%
- 1Y
- 3.12%
- 3Y*
- -1.84%
- 5Y*
- 11.77%
- 10Y*
- 10.83%
- ALL TIME*
- 11.10%
IXC
- 1D
- 0.63%
- 1M
- 14.55%
- 6M
- 19.17%
- YTD
- 34.71%
- 1Y
- 43.29%
- 3Y*
- 16.60%
- 5Y*
- 22.34%
- 10Y*
- 10.52%
- ALL TIME*
- 8.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $40.96M | $62.51M | $57.88M | |
| $116.12M | $98.02M | $97.95M |
MTDR vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MTDR Matador Resources Company | 19.25% | -22.31% | 0.37% | 0.57% | 55.83% | 207.33% | -32.89% | 15.71% | -50.11% | 20.85% |
IXC iShares Global Energy ETF | 34.71% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between MTDR and IXC is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2012 | 0.72 |
The correlation between MTDR and IXC has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.
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Return for Risk
MTDR vs. IXC — Risk / Return Rank
MTDR
IXC
MTDR vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matador Resources Company (MTDR) and iShares Global Energy ETF (IXC). 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.
| MTDR | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.36 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 2.83 | -2.72 |
| Martin ratioReturn relative to average drawdown | 0.22 | 8.78 | -8.56 |
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Drawdowns
MTDR vs. IXC - Drawdown Comparison
The maximum MTDR drawdown since its inception was -96.50%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for MTDR and IXC.
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Drawdown Indicators
| MTDR | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.50% | -67.88% | -28.62% |
Max Drawdown (1Y)Largest decline over 1 year | -29.06% | -15.36% | -13.70% |
Max Drawdown (3Y)Largest decline over 3 years | -46.83% | -19.06% | -27.77% |
Max Drawdown (5Y)Largest decline over 5 years | -48.29% | -24.93% | -23.36% |
Max Drawdown (10Y)Largest decline over 10 years | -96.50% | -64.16% | -32.34% |
Current DrawdownCurrent decline from peak | -26.94% | -3.05% | -23.89% |
Average DrawdownAverage peak-to-trough decline | -25.07% | -17.42% | -7.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.24% | 4.95% | +9.29% |
Volatility
MTDR vs. IXC - Volatility Comparison
Matador Resources Company (MTDR) has a higher volatility of 14.32% compared to iShares Global Energy ETF (IXC) at 6.07%. This indicates that MTDR's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MTDR | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.32% | 6.07% | +8.25% |
Volatility (6M)Calculated over the trailing 6-month period | 31.69% | 16.03% | +15.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.65% | 19.61% | +22.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.85% | 23.37% | +23.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.89% | 26.82% | +38.07% |
Dividends
MTDR vs. IXC - Dividend Comparison
MTDR's dividend yield for the trailing twelve months is around 2.88%, more than IXC's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.82% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
MTDR Matador Resources Company | 2.88% | 3.09% | 1.51% | 1.14% | 0.52% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MTDR and IXC have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTDR has higher volatility (14.32%) compared to IXC (6.07%). In terms of maximum drawdown, MTDR dropped -96.50% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (2.22 vs 0.08), 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.
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