PRLB vs. KEEL
PRLB (Proto Labs, Inc.) and KEEL (Keel Infrastructure Corporation) are both stocks. PRLB operates in Metal Fabrication (Industrials), while KEEL operates in Capital Markets (Financial Services). Over the past 5 years, PRLB returned -3.31%/yr vs 6.42%/yr for KEEL. At a 0.26 correlation, their price movements are largely independent.
Performance
PRLB vs. KEEL - Performance Comparison
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Returns By Period
In the year-to-date period, PRLB achieves a 47.60% return, which is significantly lower than KEEL's 161.70% 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%
KEEL
- 1D
- 0.16%
- 1M
- 89.23%
- YTD
- 161.70%
- 6M
- 97.75%
- 1Y
- 568.41%
- 3Y*
- 71.93%
- 5Y*
- 6.42%
- 10Y*
- —
PRLB vs. KEEL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PRLB Proto Labs, Inc. | 47.60% | 29.42% | 0.33% | 52.60% | -50.28% | -66.53% | 51.06% | -9.97% | -24.20% |
KEEL Keel Infrastructure Corporation | 161.70% | 57.72% | -48.80% | 561.36% | -91.29% | 165.79% | 397.66% | -27.96% | -64.19% |
Correlation
The correlation between PRLB and KEEL is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2018 | 0.26 |
The correlation between PRLB and KEEL shifts across timeframes, from 0.26 (all time) to 0.36 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
PRLB:
$1.81B
KEEL:
$3.39B
PRLB:
$1.06
KEEL:
-$0.51
PRLB:
3.31
KEEL:
14.88
PRLB:
2.65
KEEL:
6.05
PRLB:
$546.26M
KEEL:
$229.28M
PRLB:
$245.03M
KEEL:
-$18.90M
PRLB:
$60.04M
KEEL:
-$149.60M
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Return for Risk
PRLB vs. KEEL — Risk / Return Rank
PRLB
KEEL
PRLB vs. KEEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Proto Labs, Inc. (PRLB) and Keel Infrastructure Corporation (KEEL). 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 | KEEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.49 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.09 | 7.79 | -2.69 |
| Martin ratioReturn relative to average drawdown | 14.93 | 12.95 | +1.98 |
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 | KEEL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 5.25 | -3.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.06 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.07 | +0.07 |
Drawdowns
PRLB vs. KEEL - Drawdown Comparison
The maximum PRLB drawdown since its inception was -91.22%, roughly equal to the maximum KEEL drawdown of -95.72%. Use the drawdown chart below to compare losses from any high point for PRLB and KEEL.
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Drawdown Indicators
| PRLB | KEEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.22% | -95.72% | +4.50% |
Max Drawdown (1Y)Largest decline over 1 year | -19.51% | -73.65% | +54.14% |
Max Drawdown (3Y)Largest decline over 3 years | -35.14% | -81.04% | +45.90% |
Max Drawdown (5Y)Largest decline over 5 years | -77.19% | -95.72% | +18.53% |
Max Drawdown (10Y)Largest decline over 10 years | -91.22% | — | — |
Current DrawdownCurrent decline from peak | -70.31% | -30.67% | -39.64% |
Average DrawdownAverage peak-to-trough decline | -43.22% | -67.62% | +24.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.64% | 44.18% | -37.54% |
Volatility
PRLB vs. KEEL - Volatility Comparison
The current volatility for Proto Labs, Inc. (PRLB) is 10.09%, while Keel Infrastructure Corporation (KEEL) has a volatility of 25.62%. This indicates that PRLB experiences smaller price fluctuations and is considered to be less risky than KEEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRLB | KEEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.09% | 25.62% | -15.53% |
Volatility (6M)Calculated over the trailing 6-month period | 33.26% | 68.35% | -35.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.85% | 109.32% | -64.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.45% | 104.76% | -54.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.93% | 291.54% | -243.61% |
Dividends
PRLB vs. KEEL - Dividend Comparison
Neither PRLB nor KEEL has paid dividends to shareholders.
Financials
PRLB vs. KEEL - Financials Comparison
This section allows you to compare key financial metrics between Proto Labs, Inc. and Keel Infrastructure 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
Frequently Asked Questions
PRLB and KEEL have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KEEL has higher volatility (25.62%) compared to PRLB (10.09%). In terms of maximum drawdown, PRLB dropped -91.22% vs KEEL's -95.72%.
KEEL currently has the higher Sharpe Ratio (5.25 vs 2.22), 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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