As described by DameNingen: The box is faster, otherwise there are hardly any differences. - What bothers me about the stick is that it has a proprietary TV streaming app on it that always pushes itself into the foreground, which is why I cancelled the stick and switched from Xiaomi to Nokia....
The box is a little faster, as it has a better processor, otherwise no big differences. Would generally recommend the Firestick MAX (2nd gen), unless an Amazon acc is a no go. I have the Xiaomi stick and am unfortunately not satisfied at all... (although I prefer the interface)