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 -54.62%/yr vs 15.00%/yr for FXAIX. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
SBFM vs. FXAIX - Performance Comparison
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Returns By Period
In the year-to-date period, SBFM achieves a -90.49% return, which is significantly lower than FXAIX's 9.35% return. Over the past 10 years, SBFM has underperformed FXAIX with an annualized return of -54.62%, while FXAIX has yielded a comparatively higher 15.00% annualized return.
SBFM
- 1D
- -4.88%
- 1M
- -44.55%
- 6M
- -90.41%
- YTD
- -90.49%
- 1Y
- -91.70%
- 3Y*
- -95.11%
- 5Y*
- -77.90%
- 10Y*
- -54.62%
- ALL TIME*
- -53.29%
FXAIX
- 1D
- 1.66%
- 1M
- -0.56%
- 6M
- 7.79%
- YTD
- 9.35%
- 1Y
- 20.63%
- 3Y*
- 19.03%
- 5Y*
- 12.68%
- 10Y*
- 15.00%
- ALL TIME*
- 13.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $241.19K | $163.56K | $7.44M |
SBFM vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBFM Sunshine Biopharma Inc | -90.49% | -59.00% | -99.45% | -57.58% | 994.95% | 272.29% | 3,388.89% | -97.19% | -93.28% | 197.50% |
FXAIX Fidelity 500 Index Fund | 9.35% | 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 historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.10 |
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 | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -4.02 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 1.26 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 2.06 | -3.04 |
| Martin ratioReturn relative to average drawdown | -1.74 | 8.86 | -10.61 |
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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 | -94.68% | -8.89% | -85.79% |
Max Drawdown (3Y)Largest decline over 3 years | -99.99% | -18.76% | -81.23% |
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% | -2.11% | -97.89% |
Average DrawdownAverage peak-to-trough decline | -88.91% | -3.77% | -85.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.64% | 2.07% | +50.57% |
Volatility
SBFM vs. FXAIX - Volatility Comparison
Sunshine Biopharma Inc (SBFM) has a higher volatility of 19.68% compared to Fidelity 500 Index Fund (FXAIX) at 3.44%. 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 | 19.68% | 3.44% | +16.24% |
Volatility (6M)Calculated over the trailing 6-month period | 118.41% | 10.09% | +108.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 129.48% | 12.86% | +116.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6,608.57% | 17.03% | +6,591.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4,761.95% | 18.07% | +4,743.88% |
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 1.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 1.07% | 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 (19.68%) compared to FXAIX (3.44%). In terms of maximum drawdown, SBFM dropped -100.00% vs FXAIX's -33.79%.
FXAIX currently has the higher Sharpe Ratio (1.43 vs -0.71), 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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