It can still be knocked out by Status, weather (sand / hail), recoil, Leech Seed, Destiny Bond, Hazards, Tricking with Black Sludge / Sticky Barb / Life Orb, Aftermath, Iron Barbs, Rough Skin, and Rocky Helmet. If it used Final Gambit on itself, then it would faint. Any Pokemon with Mold Breaker can break through Sturdy.