I haven't found a report that does that.
What I do is too much work for a high volume seller, but has worked for me for many years.
I print out the Transaction page under Payments. I print my labels on the double label stickers and cut out the shipping square from the label and stick it to my Transaction report. Then I look up my acquisition cost on a spreadsheet I keep and write it on the page. My sales report for taxes comes from these sheets, filed in date order.