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MTDR vs. USCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTDR vs. USCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matador Resources Company (MTDR) and United States Commodity Index Fund (USCI). 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 investments are quite close, with MTDR having a 22.72% return and USCI slightly higher at 23.68%. Over the past 10 years, MTDR has outperformed USCI with an annualized return of 9.53%, while USCI has yielded a comparatively lower 8.41% annualized return.


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%

USCI

1D
-0.50%
1M
-0.05%
6M
22.70%
YTD
23.68%
1Y
28.10%
3Y*
20.39%
5Y*
19.25%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTDR vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTDR
Matador Resources Company
22.72%-22.31%0.37%0.57%55.83%207.33%-32.89%15.71%-50.11%20.85%
USCI
United States Commodity Index Fund
23.68%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%

Correlation

The correlation between MTDR and USCI is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2012

0.42

The correlation between MTDR and USCI shifts across timeframes, from 0.42 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MTDR vs. USCI — Risk / Return Rank

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

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

USCI
USCI Risk / Return Rank: 6565
Overall Rank
USCI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 6565
Sortino Ratio Rank
USCI Omega Ratio Rank: 6262
Omega Ratio Rank
USCI Calmar Ratio Rank: 6767
Calmar Ratio Rank
USCI Martin Ratio Rank: 6161
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.

MTDR vs. USCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matador Resources Company (MTDR) and United States Commodity Index Fund (USCI). 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.


MTDRUSCIDifference
Sharpe ratioReturn per unit of total volatility

-1.73

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.04

1.30

-0.26

Calmar ratioReturn relative to maximum drawdown

0.06

2.67

-2.61

Martin ratioReturn relative to average drawdown

0.12

8.50

-8.38

MTDR vs. USCI - Sharpe Ratio Comparison

The current MTDR Sharpe Ratio is 0.04, which is lower than the USCI Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of MTDR and USCI, 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

MTDR vs. USCI - Drawdown Comparison

The maximum MTDR drawdown since its inception was -96.50%, which is greater than USCI's maximum drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for MTDR and USCI.


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Drawdown Indicators


MTDRUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-96.50%

-66.41%

-30.09%

Max Drawdown (1Y)

Largest decline over 1 year

-28.76%

-11.19%

-17.57%

Max Drawdown (3Y)

Largest decline over 3 years

-46.83%

-12.01%

-34.82%

Max Drawdown (5Y)

Largest decline over 5 years

-48.29%

-18.84%

-29.45%

Max Drawdown (10Y)

Largest decline over 10 years

-96.50%

-45.82%

-50.68%

Current Drawdown

Current decline from peak

-24.81%

-6.52%

-18.29%

Average Drawdown

Average peak-to-trough decline

-25.07%

-29.37%

+4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.27%

3.51%

+10.76%

Volatility

MTDR vs. USCI - Volatility Comparison

Matador Resources Company (MTDR) has a higher volatility of 9.39% compared to United States Commodity Index Fund (USCI) at 4.94%. This indicates that MTDR's price experiences larger fluctuations and is considered to be riskier than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTDRUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.39%

4.94%

+4.45%

Volatility (6M)

Calculated over the trailing 6-month period

30.06%

14.42%

+15.64%

Volatility (1Y)

Calculated over the trailing 1-year period

40.37%

16.91%

+23.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.08%

18.40%

+28.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.91%

15.88%

+49.03%

Dividends

MTDR vs. USCI - Dividend Comparison

MTDR's dividend yield for the trailing twelve months is around 2.80%, while USCI has not paid dividends to shareholders.


PositionTTM20252024202320222021
MTDR
Matador Resources Company
2.80%3.09%1.51%1.14%0.52%0.34%
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MTDR and USCI have a correlation of 0.54, 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 USCI (4.94%). In terms of maximum drawdown, MTDR dropped -96.50% vs USCI's -66.41%.

USCI currently has the higher Sharpe Ratio (1.77 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.

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