Paul Charnley's side had put seven past Studley earlier in the season but found themselves three goals down at the interval to a brace from Steve Ruck and one from Dean Curtis.
The home side added another two with Curtis scoring again along with Steven Hands in the 70th minute.
Jamie McAteer scored a consolation goal for Sphinx who face Racing Club Warwick at home on Boxing Day in stoppage time.
Kick at Sphinx Drive is at 12 noon.
Sphinx go into that game fifth in the table, six points off the league leaders Market Dreyton. Racing Club are 19th.
Coventry Sphinx Reserves game at Gresley Rovers was postponed. Danny McSheffrey's side now travel to Bromsgrove Rovers next Saturday.