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CSIQ vs. JKS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CSIQ and JKS is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

CSIQ vs. JKS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Solar Inc. (CSIQ) and JinkoSolar Holding Co., Ltd. (JKS). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
-21.75%
81.18%
CSIQ
JKS

Key characteristics

Sharpe Ratio

CSIQ:

-0.30

JKS:

-0.21

Sortino Ratio

CSIQ:

0.10

JKS:

0.23

Omega Ratio

CSIQ:

1.01

JKS:

1.03

Calmar Ratio

CSIQ:

-0.28

JKS:

-0.20

Martin Ratio

CSIQ:

-0.69

JKS:

-0.56

Ulcer Index

CSIQ:

36.47%

JKS:

29.63%

Daily Std Dev

CSIQ:

83.61%

JKS:

77.97%

Max Drawdown

CSIQ:

-96.02%

JKS:

-94.84%

Current Drawdown

CSIQ:

-82.62%

JKS:

-77.21%

Fundamentals

Market Cap

CSIQ:

$737.85M

JKS:

$870.83M

EPS

CSIQ:

$0.54

JKS:

-$0.69

PEG Ratio

CSIQ:

0.16

JKS:

0.26

PS Ratio

CSIQ:

0.12

JKS:

0.01

PB Ratio

CSIQ:

0.22

JKS:

0.31

Total Revenue (TTM)

CSIQ:

$3.14B

JKS:

$48.56B

Gross Profit (TTM)

CSIQ:

$529.53M

JKS:

$6.53B

EBITDA (TTM)

CSIQ:

$209.24M

JKS:

$1.99B

Returns By Period

In the year-to-date period, CSIQ achieves a 0.27% return, which is significantly higher than JKS's -29.08% return. Over the past 10 years, CSIQ has underperformed JKS with an annualized return of -11.36%, while JKS has yielded a comparatively higher -3.75% annualized return.


CSIQ

YTD

0.27%

1M

16.27%

6M

-16.85%

1Y

-26.40%

5Y*

-8.37%

10Y*

-11.36%

JKS

YTD

-29.08%

1M

-12.14%

6M

-24.91%

1Y

-20.93%

5Y*

4.95%

10Y*

-3.75%

*Annualized

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Risk-Adjusted Performance

CSIQ vs. JKS — Risk-Adjusted Performance Rank

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

CSIQ
The Risk-Adjusted Performance Rank of CSIQ is 3838
Overall Rank
The Sharpe Ratio Rank of CSIQ is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of CSIQ is 4040
Sortino Ratio Rank
The Omega Ratio Rank of CSIQ is 4040
Omega Ratio Rank
The Calmar Ratio Rank of CSIQ is 3434
Calmar Ratio Rank
The Martin Ratio Rank of CSIQ is 3838
Martin Ratio Rank

JKS
The Risk-Adjusted Performance Rank of JKS is 4242
Overall Rank
The Sharpe Ratio Rank of JKS is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of JKS is 4444
Sortino Ratio Rank
The Omega Ratio Rank of JKS is 4343
Omega Ratio Rank
The Calmar Ratio Rank of JKS is 4040
Calmar Ratio Rank
The Martin Ratio Rank of JKS is 4242
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.

CSIQ vs. JKS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Solar Inc. (CSIQ) and JinkoSolar Holding Co., Ltd. (JKS). 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 chart of Sharpe ratio for CSIQ, currently valued at -0.30, compared to the broader market-2.00-1.000.001.002.003.00
CSIQ: -0.30
JKS: -0.21
The chart of Sortino ratio for CSIQ, currently valued at 0.10, compared to the broader market-6.00-4.00-2.000.002.004.00
CSIQ: 0.10
JKS: 0.23
The chart of Omega ratio for CSIQ, currently valued at 1.01, compared to the broader market0.501.001.502.00
CSIQ: 1.01
JKS: 1.03
The chart of Calmar ratio for CSIQ, currently valued at -0.28, compared to the broader market0.001.002.003.004.005.00
CSIQ: -0.28
JKS: -0.20
The chart of Martin ratio for CSIQ, currently valued at -0.69, compared to the broader market-5.000.005.0010.0015.0020.00
CSIQ: -0.69
JKS: -0.56

The current CSIQ Sharpe Ratio is -0.30, which is lower than the JKS Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of CSIQ and JKS, 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 Ratio-0.80-0.60-0.40-0.200.000.20NovemberDecember2025FebruaryMarchApril
-0.30
-0.21
CSIQ
JKS

Dividends

CSIQ vs. JKS - Dividend Comparison

CSIQ has not paid dividends to shareholders, while JKS's dividend yield for the trailing twelve months is around 8.49%.


TTM20242023
CSIQ
Canadian Solar Inc.
0.00%0.00%0.00%
JKS
JinkoSolar Holding Co., Ltd.
8.49%6.02%4.06%

Drawdowns

CSIQ vs. JKS - Drawdown Comparison

The maximum CSIQ drawdown since its inception was -96.02%, roughly equal to the maximum JKS drawdown of -94.84%. Use the drawdown chart below to compare losses from any high point for CSIQ and JKS. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%NovemberDecember2025FebruaryMarchApril
-82.62%
-77.21%
CSIQ
JKS

Volatility

CSIQ vs. JKS - Volatility Comparison

Canadian Solar Inc. (CSIQ) has a higher volatility of 41.91% compared to JinkoSolar Holding Co., Ltd. (JKS) at 26.49%. This indicates that CSIQ's price experiences larger fluctuations and is considered to be riskier than JKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
41.91%
26.49%
CSIQ
JKS

Financials

CSIQ vs. JKS - Financials Comparison

This section allows you to compare key financial metrics between Canadian Solar Inc. and JinkoSolar Holding Co., Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items