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STXS vs. FMFMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STXS vs. FMFMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stereotaxis, Inc. (STXS) and Fidelity Advisor Series Equity Growth Fund (FMFMX). The values are adjusted to include any dividend payments, if applicable.

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

STXS vs. FMFMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

STXS
STXS Risk / Return Rank: 2727
Overall Rank
STXS Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
STXS Sortino Ratio Rank: 2727
Sortino Ratio Rank
STXS Omega Ratio Rank: 2727
Omega Ratio Rank
STXS Calmar Ratio Rank: 2828
Calmar Ratio Rank
STXS Martin Ratio Rank: 2929
Martin Ratio Rank

FMFMX
FMFMX Risk / Return Rank: 4444
Overall Rank
FMFMX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FMFMX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FMFMX Omega Ratio Rank: 4343
Omega Ratio Rank
FMFMX Calmar Ratio Rank: 4545
Calmar Ratio Rank
FMFMX Martin Ratio Rank: 4646
Martin Ratio Rank
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.

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.


STXSFMFMXDifference
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

STXS vs. FMFMX - Sharpe Ratio Comparison

The current STXS Sharpe Ratio is -0.35, which is lower than the FMFMX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of STXS and FMFMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


STXSFMFMXDifference

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


STXSFMFMXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-98.86%

0.00%

-98.86%

Average Drawdown

Average peak-to-trough decline

-82.59%

-7.32%

-75.27%

Ulcer Index

Depth 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


STXSFMFMXDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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