Fun fact, this is Taylor Sheridan's first writing credit. After years of middling success as an actor, he got fedup with the scripts he was getting and decided he could do better. He was not wrong.
I reccomend checking out Wind River and Hell or High Water, two more great films of his. Both came out within a year or two of Sicario.
And if you enjoy shows as well, 1883 and 1923 are great works of his. They are short, 1883 is a mini series and 1923 is two seasons. Both finish their stories satisfyingly and are prequels to his Yellowstone series. I don't reccomend that one, it's a bit more soapy mass appeal than the darker grittier prestige style in 1883 and 1923.
He's recently left a mega deal with Paramount and was been pumping out a LOT of streaming series. I'm looking forward to when he gets back to putting some real time into films again.