CNTX vs. FZROX

Last updated Jun 6, 2026

CNTX (Context Therapeutics Inc.) is a stock, while FZROX (Fidelity ZERO Total Market Index Fund) is Large Cap Blend Equities fund managed by Fidelity. Over the past 3 years, CNTX returned 10.70%/yr vs 22.49%/yr for FZROX. At a 0.18 correlation, their price movements are largely independent.

Performance

CNTX vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Context Therapeutics Inc. (CNTX) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CNTX achieves a 19.05% return, which is significantly higher than FZROX's 11.72% return.

CNTX

• 1D: -13.79%
• 1M: -27.39%
• YTD: 19.05%
• 6M: 66.67%
• 1Y: 217.26%
• 3Y*: 10.70%
• 5Y*: —
• 10Y*: —

FZROX

• 1D: 0.49%
• 1M: 3.12%
• YTD: 11.72%
• 6M: 11.25%
• 1Y: 29.38%
• 3Y*: 22.49%
• 5Y*: 13.04%
• 10Y*: —

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

CNTX vs. FZROX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CNTX Context Therapeutics Inc.	19.05%	40.00%	-7.08%	73.39%	-75.50%	-47.84%
FZROX Fidelity ZERO Total Market Index Fund	11.72%	17.23%	23.94%	26.20%	-19.21%	3.77%

Correlation

The correlation between CNTX and FZROX is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (All Time) Calculated using the full available price history since Oct 21, 2021	0.18

Return for Risk

CNTX vs. FZROX — Risk / Return Rank

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

CNTX

CNTX Risk / Return Rank: 89
CNTX Sharpe Ratio Rank: 92
CNTX Sortino Ratio Rank: 88
CNTX Omega Ratio Rank: 85
CNTX Calmar Ratio Rank: 90
CNTX Martin Ratio Rank: 91

FZROX

FZROX Risk / Return Rank: 71
FZROX Sharpe Ratio Rank: 70
FZROX Sortino Ratio Rank: 63
FZROX Omega Ratio Rank: 63
FZROX Calmar Ratio Rank: 75
FZROX Martin Ratio Rank: 84

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.

CNTX vs. FZROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Context Therapeutics Inc. (CNTX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.

	CNTX	FZROX	Difference
Sharpe ratio: Return per unit of total volatility	2.47	2.36	+0.10
Sortino ratio: Return per unit of downside risk	2.94	3.23	-0.29
Omega ratio: Gain probability vs. loss probability	1.35	1.42	-0.08
Calmar ratio: Return relative to maximum drawdown	4.56	3.26	+1.31
Martin ratio: Return relative to average drawdown	12.37	15.02	-2.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CNTX vs. FZROX - Sharpe Ratio Comparison

The current CNTX Sharpe Ratio is 2.47, which is comparable to the FZROX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of CNTX and FZROX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CNTX	FZROX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	2.36	+0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.21	0.73	-0.94

Drawdowns

CNTX vs. FZROX - Drawdown Comparison

The maximum CNTX drawdown since its inception was -93.53%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for CNTX and FZROX.

Drawdown Indicators

	CNTX	FZROX	Difference
Max Drawdown Largest peak-to-trough decline	-93.53%	-34.96%	-58.57%
Max Drawdown (1Y) Largest decline over 1 year	-47.92%	-8.89%	-39.03%
Max Drawdown (3Y) Largest decline over 3 years	-79.28%	-19.38%	-59.90%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.12%	—
Current Drawdown Current decline from peak	-76.51%	-0.26%	-76.25%
Average Drawdown Average peak-to-trough decline	-78.87%	-5.51%	-73.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.65%	1.92%	+15.73%

Volatility

CNTX vs. FZROX - Volatility Comparison

Context Therapeutics Inc. (CNTX) has a higher volatility of 33.66% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 3.04%. This indicates that CNTX's price experiences larger fluctuations and is considered to be riskier than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CNTX	FZROX	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.66%	3.04%	+30.62%
Volatility (6M) Calculated over the trailing 6-month period	66.28%	9.24%	+57.04%
Volatility (1Y) Calculated over the trailing 1-year period	88.73%	12.24%	+76.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	98.55%	17.44%	+81.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	98.55%	20.12%	+78.43%

Dividends

CNTX vs. FZROX - Dividend Comparison

CNTX has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 0.92%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
CNTX Context Therapeutics Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FZROX Fidelity ZERO Total Market Index Fund	0.92%	1.02%	1.16%	1.36%	1.57%	1.25%	1.27%	1.51%

Frequently Asked Questions

Can I hold both CNTX and FZROX in my portfolio?

CNTX and FZROX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CNTX or FZROX?

CNTX has higher volatility (33.66%) compared to FZROX (3.04%). In terms of maximum drawdown, CNTX dropped -93.53% vs FZROX's -34.96%.

Which has better risk-adjusted returns?

CNTX currently has the higher Sharpe Ratio (2.47 vs 2.36), 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.