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OKE vs. MTDR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

OKE vs. MTDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ONEOK, Inc. (OKE) and Matador Resources Company (MTDR). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
38.51%
-5.50%
OKE
MTDR

Returns By Period

In the year-to-date period, OKE achieves a 67.50% return, which is significantly higher than MTDR's 4.40% return. Over the past 10 years, OKE has outperformed MTDR with an annualized return of 13.75%, while MTDR has yielded a comparatively lower 10.46% annualized return.


OKE

YTD

67.50%

1M

16.42%

6M

38.51%

1Y

76.53%

5Y (annualized)

17.64%

10Y (annualized)

13.75%

MTDR

YTD

4.40%

1M

14.03%

6M

-4.99%

1Y

2.16%

5Y (annualized)

34.11%

10Y (annualized)

10.46%

Fundamentals


OKEMTDR
Market Cap$62.99B$7.14B
EPS$4.72$7.56
PE Ratio22.847.57
PEG Ratio3.681.10
Total Revenue (TTM)$19.88B$3.37B
Gross Profit (TTM)$5.42B$1.14B
EBITDA (TTM)$5.82B$2.10B

Key characteristics


OKEMTDR
Sharpe Ratio4.050.17
Sortino Ratio4.900.45
Omega Ratio1.661.06
Calmar Ratio11.700.17
Martin Ratio36.670.38
Ulcer Index2.17%15.01%
Daily Std Dev19.62%32.60%
Max Drawdown-80.17%-96.50%
Current Drawdown0.00%-17.97%

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Correlation

-0.50.00.51.00.6

The correlation between OKE and MTDR is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

OKE vs. MTDR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ONEOK, Inc. (OKE) 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.


Sharpe ratio
The chart of Sharpe ratio for OKE, currently valued at 4.05, compared to the broader market-4.00-2.000.002.004.004.050.17
The chart of Sortino ratio for OKE, currently valued at 4.90, compared to the broader market-4.00-2.000.002.004.004.900.45
The chart of Omega ratio for OKE, currently valued at 1.66, compared to the broader market0.501.001.502.001.661.06
The chart of Calmar ratio for OKE, currently valued at 11.70, compared to the broader market0.002.004.006.0011.700.17
The chart of Martin ratio for OKE, currently valued at 36.67, compared to the broader market0.0010.0020.0030.0036.670.38
OKE
MTDR

The current OKE Sharpe Ratio is 4.05, which is higher than the MTDR Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of OKE and MTDR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
4.05
0.17
OKE
MTDR

Dividends

OKE vs. MTDR - Dividend Comparison

OKE's dividend yield for the trailing twelve months is around 3.53%, more than MTDR's 1.45% yield.


TTM20232022202120202019201820172016201520142013
OKE
ONEOK, Inc.
3.53%5.47%5.72%6.40%9.80%4.66%6.01%5.09%4.28%9.85%4.27%0.00%
MTDR
Matador Resources Company
1.45%1.14%0.52%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OKE vs. MTDR - Drawdown Comparison

The maximum OKE drawdown since its inception was -80.17%, smaller than the maximum MTDR drawdown of -96.50%. Use the drawdown chart below to compare losses from any high point for OKE and MTDR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-17.97%
OKE
MTDR

Volatility

OKE vs. MTDR - Volatility Comparison

The current volatility for ONEOK, Inc. (OKE) is 7.32%, while Matador Resources Company (MTDR) has a volatility of 10.32%. This indicates that OKE 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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
7.32%
10.32%
OKE
MTDR

Financials

OKE vs. MTDR - Financials Comparison

This section allows you to compare key financial metrics between ONEOK, Inc. and Matador Resources Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items