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

Correlation

The correlation between PRLB and VOO is 0.49, 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.


-0.50.00.51.00.5

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.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
40.41%
451.57%
PRLB
VOO

Key characteristics

Sharpe Ratio

PRLB:

0.09

VOO:

2.25

Sortino Ratio

PRLB:

0.63

VOO:

2.98

Omega Ratio

PRLB:

1.08

VOO:

1.42

Calmar Ratio

PRLB:

0.06

VOO:

3.31

Martin Ratio

PRLB:

0.26

VOO:

14.77

Ulcer Index

PRLB:

19.54%

VOO:

1.90%

Daily Std Dev

PRLB:

55.61%

VOO:

12.46%

Max Drawdown

PRLB:

-91.22%

VOO:

-33.99%

Current Drawdown

PRLB:

-83.81%

VOO:

-2.47%

Returns By Period

In the year-to-date period, PRLB achieves a 4.52% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, PRLB has underperformed VOO with an annualized return of -4.83%, while VOO has yielded a comparatively higher 13.08% annualized return.


PRLB

YTD

4.52%

1M

3.75%

6M

35.42%

1Y

2.62%

5Y*

-16.30%

10Y*

-4.83%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PRLB, currently valued at 0.09, compared to the broader market-4.00-2.000.002.000.092.25
The chart of Sortino ratio for PRLB, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.000.632.98
The chart of Omega ratio for PRLB, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.42
The chart of Calmar ratio for PRLB, currently valued at 0.06, compared to the broader market0.002.004.006.000.063.31
The chart of Martin ratio for PRLB, currently valued at 0.26, compared to the broader market-5.000.005.0010.0015.0020.0025.000.2614.77
PRLB
VOO

The current PRLB Sharpe Ratio is 0.09, which is lower than the VOO Sharpe Ratio of 2.25. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.09
2.25
PRLB
VOO

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 0.91%.


TTM20232022202120202019201820172016201520142013
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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-83.81%
-2.47%
PRLB
VOO

Volatility

PRLB vs. VOO - Volatility Comparison

Proto Labs, Inc. (PRLB) has a higher volatility of 10.03% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
10.03%
3.75%
PRLB
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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