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PRLB vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRLB and VOO is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PRLB vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proto Labs, Inc. (PRLB) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRLB:

0.44

VOO:

0.52

Sortino Ratio

PRLB:

1.29

VOO:

0.89

Omega Ratio

PRLB:

1.17

VOO:

1.13

Calmar Ratio

PRLB:

0.32

VOO:

0.57

Martin Ratio

PRLB:

2.07

VOO:

2.18

Ulcer Index

PRLB:

13.88%

VOO:

4.85%

Daily Std Dev

PRLB:

58.48%

VOO:

19.11%

Max Drawdown

PRLB:

-91.22%

VOO:

-33.99%

Current Drawdown

PRLB:

-83.89%

VOO:

-7.67%

Returns By Period

In the year-to-date period, PRLB achieves a 3.63% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, PRLB has underperformed VOO with an annualized return of -5.50%, while VOO has yielded a comparatively higher 12.42% annualized return.


PRLB

YTD

3.63%

1M

20.35%

6M

3.95%

1Y

27.55%

5Y*

-17.14%

10Y*

-5.50%

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

PRLB vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRLB
The Risk-Adjusted Performance Rank of PRLB is 7171
Overall Rank
The Sharpe Ratio Rank of PRLB is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of PRLB is 7373
Sortino Ratio Rank
The Omega Ratio Rank of PRLB is 7373
Omega Ratio Rank
The Calmar Ratio Rank of PRLB is 6767
Calmar Ratio Rank
The Martin Ratio Rank of PRLB is 7474
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRLB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Proto Labs, Inc. (PRLB) and Vanguard S&P 500 ETF (VOO). 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 VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PRLB and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PRLB vs. VOO - Dividend Comparison

PRLB has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
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%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PRLB vs. VOO - Drawdown Comparison

The maximum PRLB drawdown since its inception was -91.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRLB and VOO. For additional features, visit the drawdowns tool.


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Volatility

PRLB vs. VOO - Volatility Comparison

Proto Labs, Inc. (PRLB) has a higher volatility of 11.75% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that PRLB's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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