MTDR vs. JEPI
Compare and contrast key facts about Matador Resources Company (MTDR) and JPMorgan Equity Premium Income ETF (JEPI).
JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTDR or JEPI.
Performance
MTDR vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, MTDR achieves a 4.40% return, which is significantly lower than JEPI's 14.75% return.
MTDR
4.40%
14.03%
-4.99%
2.16%
34.11%
10.46%
JEPI
14.75%
-0.15%
7.48%
18.00%
N/A
N/A
Key characteristics
| MTDR | JEPI | |
|---|---|---|
| Sharpe Ratio | 0.17 | 2.58 |
| Sortino Ratio | 0.45 | 3.58 |
| Omega Ratio | 1.06 | 1.51 |
| Calmar Ratio | 0.17 | 4.71 |
| Martin Ratio | 0.38 | 18.29 |
| Ulcer Index | 15.01% | 0.99% |
| Daily Std Dev | 32.60% | 7.06% |
| Max Drawdown | -96.50% | -13.71% |
| Current Drawdown | -17.97% | -1.08% |
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Correlation
The correlation between MTDR and JEPI is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
MTDR vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Matador Resources Company (MTDR) and JPMorgan Equity Premium Income ETF (JEPI). 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.
Dividends
MTDR vs. JEPI - Dividend Comparison
MTDR's dividend yield for the trailing twelve months is around 1.45%, less than JEPI's 7.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
MTDR Matador Resources Company | 1.45% | 1.14% | 0.52% | 0.34% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
MTDR vs. JEPI - Drawdown Comparison
The maximum MTDR drawdown since its inception was -96.50%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for MTDR and JEPI. For additional features, visit the drawdowns tool.
Volatility
MTDR vs. JEPI - Volatility Comparison
Matador Resources Company (MTDR) has a higher volatility of 10.32% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.18%. This indicates that MTDR's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.