PRLB vs. COST
PRLB (Proto Labs, Inc.) and COST (Costco Wholesale Corporation) are both stocks. PRLB operates in Metal Fabrication (Industrials), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, PRLB returned 1.02%/yr vs 22.34%/yr for COST. At a 0.25 correlation, their price movements are largely independent.
Performance
PRLB vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, PRLB achieves a 47.60% return, which is significantly higher than COST's 11.85% return. Over the past 10 years, PRLB has underperformed COST with an annualized return of 1.02%, while COST has yielded a comparatively higher 22.34% annualized return.
PRLB
- 1D
- -4.58%
- 1M
- 16.06%
- YTD
- 47.60%
- 6M
- 45.90%
- 1Y
- 98.80%
- 3Y*
- 31.31%
- 5Y*
- -3.31%
- 10Y*
- 1.02%
COST
- 1D
- 0.79%
- 1M
- -5.03%
- YTD
- 11.85%
- 6M
- 4.58%
- 1Y
- -8.37%
- 3Y*
- 25.00%
- 5Y*
- 21.24%
- 10Y*
- 22.34%
PRLB vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRLB Proto Labs, Inc. | 47.60% | 29.42% | 0.33% | 52.60% | -50.28% | -66.53% | 51.06% | -9.97% | 9.50% | 100.58% |
COST Costco Wholesale Corporation | 11.85% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between PRLB and COST is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2012 | 0.25 |
The correlation between PRLB and COST shifts across timeframes, from 0.07 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
PRLB:
$1.06
COST:
$26.51
PRLB:
70.27
COST:
36.29
PRLB:
3.31
COST:
1.09
PRLB:
$546.26M
COST:
$293.59B
PRLB:
$245.03M
COST:
$11.12B
PRLB:
$60.04M
COST:
$12.48B
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Return for Risk
PRLB vs. COST — Risk / Return Rank
PRLB
COST
PRLB vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Proto Labs, Inc. (PRLB) and Costco Wholesale Corporation (COST). 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.
| PRLB | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.66 | ||
| Sortino ratioReturn per unit of downside risk | +3.99 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 0.94 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 5.09 | -0.44 | +5.54 |
| Martin ratioReturn relative to average drawdown | 14.93 | -0.88 | +15.81 |
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
| PRLB | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | -0.44 | +2.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.94 | -1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 1.02 | -1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.59 | -0.44 |
Drawdowns
PRLB vs. COST - Drawdown Comparison
The maximum PRLB drawdown since its inception was -91.22%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for PRLB and COST.
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Drawdown Indicators
| PRLB | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.22% | -53.39% | -37.83% |
Max Drawdown (1Y)Largest decline over 1 year | -19.51% | -18.95% | -0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -35.14% | -20.74% | -14.40% |
Max Drawdown (5Y)Largest decline over 5 years | -77.19% | -31.40% | -45.79% |
Max Drawdown (10Y)Largest decline over 10 years | -91.22% | -31.40% | -59.82% |
Current DrawdownCurrent decline from peak | -70.31% | -12.11% | -58.20% |
Average DrawdownAverage peak-to-trough decline | -43.22% | -13.36% | -29.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.64% | 9.86% | -3.22% |
Volatility
PRLB vs. COST - Volatility Comparison
Proto Labs, Inc. (PRLB) has a higher volatility of 10.09% compared to Costco Wholesale Corporation (COST) at 8.05%. This indicates that PRLB's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRLB | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.09% | 8.05% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 33.26% | 14.83% | +18.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.85% | 19.12% | +25.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.45% | 22.73% | +27.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.93% | 21.95% | +25.98% |
Dividends
PRLB vs. COST - Dividend Comparison
PRLB has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.56% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
PRLB Proto Labs, 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% |
Financials
PRLB vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Proto Labs, Inc. and Costco Wholesale Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
PRLB vs. COST - Profitability Comparison
PRLB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Proto Labs, Inc. reported a gross profit of 63.59M and revenue of 139.34M. Therefore, the gross margin over that period was 45.6%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
PRLB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Proto Labs, Inc. reported an operating income of 9.84M and revenue of 139.34M, resulting in an operating margin of 7.1%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
PRLB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Proto Labs, Inc. reported a net income of 8.11M and revenue of 139.34M, resulting in a net margin of 5.8%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
PRLB and COST have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRLB has higher volatility (10.09%) compared to COST (8.05%). In terms of maximum drawdown, PRLB dropped -91.22% vs COST's -53.39%.
PRLB currently has the higher Sharpe Ratio (2.22 vs -0.44), 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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