STXS vs. IWM
STXS (Stereotaxis, Inc.) is a stock, while IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 10 years, STXS returned 4.46%/yr vs 10.78%/yr for IWM. At a 0.34 correlation, their price movements are largely independent.
Performance
STXS vs. IWM - Performance Comparison
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Returns By Period
In the year-to-date period, STXS achieves a -21.30% return, which is significantly lower than IWM's 15.62% return. Over the past 10 years, STXS has underperformed IWM with an annualized return of 4.46%, while IWM has yielded a comparatively higher 10.78% annualized return.
STXS
- 1D
- 1.69%
- 1M
- -4.74%
- YTD
- -21.30%
- 6M
- -23.31%
- 1Y
- -19.56%
- 3Y*
- -4.83%
- 5Y*
- -26.66%
- 10Y*
- 4.46%
IWM
- 1D
- 0.87%
- 1M
- -0.02%
- YTD
- 15.62%
- 6M
- 13.83%
- 1Y
- 35.52%
- 3Y*
- 16.64%
- 5Y*
- 5.48%
- 10Y*
- 10.78%
STXS vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STXS Stereotaxis, Inc. | -21.30% | 0.88% | 30.29% | -15.46% | -66.61% | 21.81% | -3.78% | 389.36% | 35.12% | 23.10% |
IWM iShares Russell 2000 ETF | 15.62% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Correlation
The correlation between STXS and IWM is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2004 | 0.34 |
Over the past year, STXS and IWM have become more correlated (0.60) than their long-term average of 0.34, meaning their price movements have been converging.
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Return for Risk
STXS vs. IWM — Risk / Return Rank
STXS
IWM
STXS vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stereotaxis, Inc. (STXS) and iShares Russell 2000 ETF (IWM). 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 | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.30 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 3.24 | -3.62 |
| Martin ratioReturn relative to average drawdown | -0.62 | 11.44 | -12.06 |
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 | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.34 | 1.83 | -2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | 0.24 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.47 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | 0.36 | -0.53 |
Drawdowns
STXS vs. IWM - Drawdown Comparison
The maximum STXS drawdown since its inception was -99.68%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for STXS and IWM.
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Drawdown Indicators
| STXS | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.68% | -59.05% | -40.63% |
Max Drawdown (1Y)Largest decline over 1 year | -51.54% | -11.03% | -40.51% |
Max Drawdown (3Y)Largest decline over 3 years | -51.54% | -27.50% | -24.04% |
Max Drawdown (5Y)Largest decline over 5 years | -86.04% | -31.91% | -54.13% |
Max Drawdown (10Y)Largest decline over 10 years | -86.04% | -41.13% | -44.91% |
Current DrawdownCurrent decline from peak | -98.88% | -2.71% | -96.17% |
Average DrawdownAverage peak-to-trough decline | -82.60% | -10.76% | -71.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.34% | 3.11% | +28.23% |
Volatility
STXS vs. IWM - Volatility Comparison
Stereotaxis, Inc. (STXS) has a higher volatility of 17.07% compared to iShares Russell 2000 ETF (IWM) at 6.52%. This indicates that STXS's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STXS | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.07% | 6.52% | +10.55% |
Volatility (6M)Calculated over the trailing 6-month period | 33.64% | 14.00% | +19.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.17% | 19.53% | +37.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.26% | 22.58% | +43.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.96% | 23.07% | +51.89% |
Dividends
STXS vs. IWM - Dividend Comparison
STXS has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 0.89% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
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 IWM have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STXS has higher volatility (17.07%) compared to IWM (6.52%). In terms of maximum drawdown, STXS dropped -99.68% vs IWM's -59.05%.
IWM currently has the higher Sharpe Ratio (1.83 vs -0.34), 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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