MTDR vs. JEPI

Last updated Apr 2, 2026

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. It was launched on May 20, 2020.

Performance

MTDR vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matador Resources Company (MTDR) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

MTDR vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MTDR Matador Resources Company	44.02%	-22.31%	0.37%	0.57%	55.83%	207.33%	43.23%
JEPI JPMorgan Equity Premium Income ETF	0.46%	8.09%	12.57%	9.83%	-3.49%	21.52%	18.61%

Returns By Period

In the year-to-date period, MTDR achieves a 44.02% return, which is significantly higher than JEPI's 0.46% return.

MTDR

• 1D: -3.99%
• 1M: 12.08%
• YTD: 44.02%
• 6M: 36.65%
• 1Y: 22.43%
• 3Y*: 10.60%
• 5Y*: 20.47%
• 10Y*: 13.16%

JEPI

• 1D: 0.27%
• 1M: -4.29%
• YTD: 0.46%
• 6M: 3.19%
• 1Y: 8.06%
• 3Y*: 9.67%
• 5Y*: 8.32%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MTDR vs. JEPI — Risk / Return Rank

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

MTDR

MTDR Risk / Return Rank: 55
MTDR Sharpe Ratio Rank: 57
MTDR Sortino Ratio Rank: 52
MTDR Omega Ratio Rank: 53
MTDR Calmar Ratio Rank: 58
MTDR Martin Ratio Rank: 56

JEPI

JEPI Risk / Return Rank: 34
JEPI Sharpe Ratio Rank: 31
JEPI Sortino Ratio Rank: 31
JEPI Omega Ratio Rank: 37
JEPI Calmar Ratio Rank: 31
JEPI Martin Ratio Rank: 40

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.

MTDR vs. JEPI - Risk-Adjusted Trends 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.

	MTDR	JEPI	Difference
Sharpe ratio Return per unit of total volatility	0.47	0.61	-0.14
Sortino ratio Return per unit of downside risk	0.92	0.95	-0.03
Omega ratio Gain probability vs. loss probability	1.13	1.16	-0.03
Calmar ratio Return relative to maximum drawdown	0.75	0.79	-0.04
Martin ratio Return relative to average drawdown	1.54	3.83	-2.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MTDR vs. JEPI - Sharpe Ratio Comparison

The current MTDR Sharpe Ratio is 0.47, which is comparable to the JEPI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of MTDR and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MTDR	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.47	0.61	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.76	-0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.20	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	1.04	-0.83

Correlation

The correlation between MTDR and JEPI is 0.27, 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.

Dividends

MTDR vs. JEPI - Dividend Comparison

MTDR's dividend yield for the trailing twelve months is around 2.27%, less than JEPI's 8.46% yield.

	TTM	2025	2024	2023	2022	2021	2020
MTDR Matador Resources Company	2.27%	3.09%	1.51%	1.14%	0.52%	0.34%	0.00%
JEPI JPMorgan Equity Premium Income ETF	8.46%	8.25%	7.33%	8.40%	11.68%	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.

Drawdown Indicators

	MTDR	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-96.50%	-13.71%	-82.79%
Max Drawdown (1Y) Largest decline over 1 year	-29.79%	-10.28%	-19.51%
Max Drawdown (5Y) Largest decline over 5 years	-48.29%	-13.71%	-34.58%
Max Drawdown (10Y) Largest decline over 10 years	-96.50%	—	—
Current Drawdown Current decline from peak	-11.76%	-4.53%	-7.23%
Average Drawdown Average peak-to-trough decline	-25.21%	-2.07%	-23.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.57%	2.12%	+12.45%

Volatility

MTDR vs. JEPI - Volatility Comparison

Matador Resources Company (MTDR) has a higher volatility of 10.60% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.90%. 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.

Volatility by Period

	MTDR	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.60%	3.90%	+6.70%
Volatility (6M) Calculated over the trailing 6-month period	28.53%	6.36%	+22.17%
Volatility (1Y) Calculated over the trailing 1-year period	47.98%	13.24%	+34.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.57%	11.06%	+36.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	65.04%	10.88%	+54.16%