SBFM vs. FXAIX
SBFM (Sunshine Biopharma Inc) is a stock, while FXAIX (Fidelity 500 Index Fund) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SBFM returned -51.42%/yr vs 15.58%/yr for FXAIX. At a 0.05 correlation, their price movements are largely independent.
Performance
SBFM vs. FXAIX - Performance Comparison
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Returns By Period
In the year-to-date period, SBFM achieves a -83.33% return, which is significantly lower than FXAIX's 10.19% return. Over the past 10 years, SBFM has underperformed FXAIX with an annualized return of -51.42%, while FXAIX has yielded a comparatively higher 15.58% annualized return.
SBFM
- 1D
- -3.76%
- 1M
- -57.41%
- YTD
- -83.33%
- 6M
- -85.14%
- 1Y
- -85.76%
- 3Y*
- -94.10%
- 5Y*
- -77.19%
- 10Y*
- -51.42%
FXAIX
- 1D
- 1.09%
- 1M
- 0.47%
- YTD
- 10.19%
- 6M
- 9.68%
- 1Y
- 27.18%
- 3Y*
- 20.98%
- 5Y*
- 14.10%
- 10Y*
- 15.58%
SBFM vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBFM Sunshine Biopharma Inc | -83.33% | -59.00% | -99.45% | -57.58% | 994.95% | 272.29% | 3,388.89% | -97.19% | -93.28% | 197.50% |
FXAIX Fidelity 500 Index Fund | 10.19% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Correlation
The correlation between SBFM and FXAIX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 4, 2011 | 0.05 |
Over the past year, SBFM and FXAIX have become more correlated (0.27) than their long-term average of 0.05, meaning their price movements have been converging.
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Return for Risk
SBFM vs. FXAIX — Risk / Return Rank
SBFM
FXAIX
SBFM vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunshine Biopharma Inc (SBFM) and Fidelity 500 Index Fund (FXAIX). 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.
| SBFM | FXAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -4.34 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.39 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 3.04 | -3.99 |
| Martin ratioReturn relative to average drawdown | -1.98 | 13.75 | -15.73 |
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Drawdowns
SBFM vs. FXAIX - Drawdown Comparison
The maximum SBFM drawdown since its inception was -100.00%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for SBFM and FXAIX.
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Drawdown Indicators
| SBFM | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -33.79% | -66.21% |
Max Drawdown (1Y)Largest decline over 1 year | -90.68% | -8.89% | -81.79% |
Max Drawdown (3Y)Largest decline over 3 years | -99.98% | -18.76% | -81.22% |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | -24.50% | -75.50% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | -33.79% | -66.21% |
Current DrawdownCurrent decline from peak | -100.00% | -1.36% | -98.64% |
Average DrawdownAverage peak-to-trough decline | -88.84% | -3.79% | -85.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.21% | 1.96% | +41.25% |
Volatility
SBFM vs. FXAIX - Volatility Comparison
Sunshine Biopharma Inc (SBFM) has a higher volatility of 56.48% compared to Fidelity 500 Index Fund (FXAIX) at 4.77%. This indicates that SBFM's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBFM | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 56.48% | 4.77% | +51.71% |
Volatility (6M)Calculated over the trailing 6-month period | 117.37% | 9.91% | +107.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 129.50% | 12.47% | +117.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6,611.20% | 17.01% | +6,594.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4,763.88% | 18.11% | +4,745.77% |
Dividends
SBFM vs. FXAIX - Dividend Comparison
SBFM has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 1.04% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
SBFM Sunshine Biopharma Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SBFM and FXAIX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBFM has higher volatility (56.48%) compared to FXAIX (4.77%). In terms of maximum drawdown, SBFM dropped -100.00% vs FXAIX's -33.79%.
FXAIX currently has the higher Sharpe Ratio (2.17 vs -0.66), 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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