STXS vs. FMFMX
STXS (Stereotaxis, Inc.) is a stock, while FMFMX (Fidelity Advisor Series Equity Growth Fund) is Large Cap Growth Equities fund managed by Fidelity. Over the past 10 years, STXS returned 4.28%/yr vs 19.56%/yr for FMFMX. At a 0.24 correlation, their price movements are largely independent.
Performance
STXS vs. FMFMX - Performance Comparison
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Returns By Period
In the year-to-date period, STXS achieves a -20.00% return, which is significantly lower than FMFMX's 15.75% return. Over the past 10 years, STXS has underperformed FMFMX with an annualized return of 4.28%, while FMFMX has yielded a comparatively higher 19.56% annualized return.
STXS
- 1D
- -6.60%
- 1M
- -3.16%
- YTD
- -20.00%
- 6M
- -21.03%
- 1Y
- -19.65%
- 3Y*
- -6.07%
- 5Y*
- -25.09%
- 10Y*
- 4.28%
FMFMX
- 1D
- 0.43%
- 1M
- 7.42%
- YTD
- 15.75%
- 6M
- 14.89%
- 1Y
- 31.28%
- 3Y*
- 26.10%
- 5Y*
- 14.87%
- 10Y*
- 19.56%
STXS vs. FMFMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STXS Stereotaxis, Inc. | -20.00% | 0.88% | 30.29% | -15.46% | -66.61% | 21.81% | -3.78% | 389.36% | 35.12% | 23.10% |
FMFMX Fidelity Advisor Series Equity Growth Fund | 15.75% | 14.98% | 30.90% | 37.23% | -23.65% | 18.56% | 45.18% | 35.17% | -0.07% | 36.89% |
Correlation
The correlation between STXS and FMFMX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014 | 0.24 |
The correlation between STXS and FMFMX shifts across timeframes, from 0.24 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
STXS vs. FMFMX — Risk / Return Rank
STXS
FMFMX
STXS vs. FMFMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stereotaxis, Inc. (STXS) and Fidelity Advisor Series Equity Growth Fund (FMFMX). 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.
| STXS | FMFMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.81 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.35 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 2.56 | -2.94 |
| Martin ratioReturn relative to average drawdown | -0.64 | 9.61 | -10.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STXS | FMFMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.35 | 1.98 | -2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.60 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.85 | -0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | 0.78 | -0.94 |
Drawdowns
STXS vs. FMFMX - Drawdown Comparison
The maximum STXS drawdown since its inception was -99.68%, which is greater than FMFMX's maximum drawdown of -36.89%. Use the drawdown chart below to compare losses from any high point for STXS and FMFMX.
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Drawdown Indicators
| STXS | FMFMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.68% | -36.89% | -62.79% |
Max Drawdown (1Y)Largest decline over 1 year | -51.54% | -12.60% | -38.94% |
Max Drawdown (3Y)Largest decline over 3 years | -51.54% | -36.89% | -14.65% |
Max Drawdown (5Y)Largest decline over 5 years | -86.04% | -36.89% | -49.15% |
Max Drawdown (10Y)Largest decline over 10 years | -86.04% | -36.89% | -49.15% |
Current DrawdownCurrent decline from peak | -98.86% | 0.00% | -98.86% |
Average DrawdownAverage peak-to-trough decline | -82.59% | -7.32% | -75.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.88% | 3.35% | +27.53% |
Volatility
STXS vs. FMFMX - Volatility Comparison
Stereotaxis, Inc. (STXS) has a higher volatility of 15.98% compared to Fidelity Advisor Series Equity Growth Fund (FMFMX) at 4.18%. This indicates that STXS's price experiences larger fluctuations and is considered to be riskier than FMFMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STXS | FMFMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.98% | 4.18% | +11.80% |
Volatility (6M)Calculated over the trailing 6-month period | 33.79% | 12.68% | +21.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.85% | 16.28% | +40.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.37% | 24.86% | +41.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.98% | 22.97% | +52.01% |
Dividends
STXS vs. FMFMX - Dividend Comparison
STXS has not paid dividends to shareholders, while FMFMX's dividend yield for the trailing twelve months is around 12.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMFMX Fidelity Advisor Series Equity Growth Fund | 12.56% | 14.54% | 28.50% | 5.57% | 5.69% | 16.12% | 27.01% | 13.51% | 9.43% | 18.29% | 0.12% | 0.15% |
STXS Stereotaxis, 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
STXS and FMFMX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STXS has higher volatility (15.98%) compared to FMFMX (4.18%). In terms of maximum drawdown, STXS dropped -99.68% vs FMFMX's -36.89%.
FMFMX currently has the higher Sharpe Ratio (1.98 vs -0.35), 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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