PRLB vs. IVV

In the year-to-date period, PRLB achieves a 3.63% return, which is significantly higher than IVV's -3.40% return. Over the past 10 years, PRLB has underperformed IVV with an annualized return of -5.50%, while IVV has yielded a comparatively higher 12.41% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Proto Labs, Inc. (PRLB) and iShares Core S&P 500 ETF (IVV). 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.

The current PRLB Sharpe Ratio is 0.44, which is comparable to the IVV Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PRLB and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRLB has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.37%.

The maximum PRLB drawdown since its inception was -91.22%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PRLB and IVV. For additional features, visit the drawdowns tool.

Proto Labs, Inc. (PRLB) has a higher volatility of 11.75% compared to iShares Core S&P 500 ETF (IVV) at 6.88%. This indicates that PRLB's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.