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STXS vs. FMFMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between STXS and FMFMX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
18.31%
-14.24%
STXS
FMFMX

Key characteristics

Sharpe Ratio

STXS:

-0.23

FMFMX:

-0.08

Sortino Ratio

STXS:

0.10

FMFMX:

0.08

Omega Ratio

STXS:

1.01

FMFMX:

1.02

Calmar Ratio

STXS:

-0.15

FMFMX:

-0.09

Martin Ratio

STXS:

-0.45

FMFMX:

-0.23

Ulcer Index

STXS:

32.59%

FMFMX:

9.77%

Daily Std Dev

STXS:

63.41%

FMFMX:

27.58%

Max Drawdown

STXS:

-99.66%

FMFMX:

-41.61%

Current Drawdown

STXS:

-98.50%

FMFMX:

-21.74%

Returns By Period

In the year-to-date period, STXS achieves a -0.88% return, which is significantly lower than FMFMX's 3.65% return. Over the past 10 years, STXS has underperformed FMFMX with an annualized return of -1.59%, while FMFMX has yielded a comparatively higher 4.81% annualized return.


STXS

YTD

-0.88%

1M

8.65%

6M

18.32%

1Y

-19.29%

5Y*

-12.92%

10Y*

-1.59%

FMFMX

YTD

3.65%

1M

1.17%

6M

-14.25%

1Y

-3.90%

5Y*

1.74%

10Y*

4.81%

*Annualized

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Risk-Adjusted Performance

STXS vs. FMFMX — Risk-Adjusted Performance Rank

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

STXS
The Risk-Adjusted Performance Rank of STXS is 3434
Overall Rank
The Sharpe Ratio Rank of STXS is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of STXS is 3333
Sortino Ratio Rank
The Omega Ratio Rank of STXS is 3333
Omega Ratio Rank
The Calmar Ratio Rank of STXS is 3535
Calmar Ratio Rank
The Martin Ratio Rank of STXS is 3535
Martin Ratio Rank

FMFMX
The Risk-Adjusted Performance Rank of FMFMX is 44
Overall Rank
The Sharpe Ratio Rank of FMFMX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of FMFMX is 44
Sortino Ratio Rank
The Omega Ratio Rank of FMFMX is 55
Omega Ratio Rank
The Calmar Ratio Rank of FMFMX is 33
Calmar Ratio Rank
The Martin Ratio Rank of FMFMX is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

STXS vs. FMFMX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for STXS, currently valued at -0.23, compared to the broader market-2.000.002.004.00-0.23-0.08
The chart of Sortino ratio for STXS, currently valued at 0.10, compared to the broader market-6.00-4.00-2.000.002.004.006.000.100.08
The chart of Omega ratio for STXS, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.02
The chart of Calmar ratio for STXS, currently valued at -0.18, compared to the broader market0.002.004.006.00-0.18-0.09
The chart of Martin ratio for STXS, currently valued at -0.45, compared to the broader market-10.000.0010.0020.0030.00-0.45-0.23
STXS
FMFMX

The current STXS Sharpe Ratio is -0.23, which is lower than the FMFMX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of STXS and FMFMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
-0.23
-0.08
STXS
FMFMX

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 0.66%.


TTM20242023202220212020201920182017201620152014
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%
FMFMX
Fidelity Advisor Series Equity Growth Fund
0.66%0.69%0.72%0.94%1.21%0.78%0.92%1.09%0.66%0.12%0.21%0.06%

Drawdowns

STXS vs. FMFMX - Drawdown Comparison

The maximum STXS drawdown since its inception was -99.66%, which is greater than FMFMX's maximum drawdown of -41.61%. Use the drawdown chart below to compare losses from any high point for STXS and FMFMX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-77.78%
-21.74%
STXS
FMFMX

Volatility

STXS vs. FMFMX - Volatility Comparison

Stereotaxis, Inc. (STXS) has a higher volatility of 16.46% compared to Fidelity Advisor Series Equity Growth Fund (FMFMX) at 5.33%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
16.46%
5.33%
STXS
FMFMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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