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

Correlation

The correlation between CSIQ and JKS is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

CSIQ:

-0.43

JKS:

-0.24

Sortino Ratio

CSIQ:

-0.10

JKS:

0.25

Omega Ratio

CSIQ:

0.99

JKS:

1.03

Calmar Ratio

CSIQ:

-0.37

JKS:

-0.19

Martin Ratio

CSIQ:

-0.87

JKS:

-0.49

Ulcer Index

CSIQ:

38.42%

JKS:

31.41%

Daily Std Dev

CSIQ:

84.36%

JKS:

76.91%

Max Drawdown

CSIQ:

-96.02%

JKS:

-94.84%

Current Drawdown

CSIQ:

-83.34%

JKS:

-74.96%

Fundamentals

Market Cap

CSIQ:

$676.98M

JKS:

$1.00B

EPS

CSIQ:

$0.54

JKS:

-$5.00

PEG Ratio

CSIQ:

0.16

JKS:

0.26

PS Ratio

CSIQ:

0.11

JKS:

0.01

PB Ratio

CSIQ:

0.24

JKS:

0.39

Total Revenue (TTM)

CSIQ:

$6.19B

JKS:

$71.12B

Gross Profit (TTM)

CSIQ:

$963.60M

JKS:

$7.27B

EBITDA (TTM)

CSIQ:

-$14.43M

JKS:

$2.03B

Returns By Period

In the year-to-date period, CSIQ achieves a -3.87% return, which is significantly higher than JKS's -22.05% return. Over the past 10 years, CSIQ has underperformed JKS with an annualized return of -11.72%, while JKS has yielded a comparatively higher -2.75% annualized return.


CSIQ

YTD

-3.87%

1M

49.51%

6M

-9.18%

1Y

-36.06%

5Y*

-8.94%

10Y*

-11.72%

JKS

YTD

-22.05%

1M

24.03%

6M

-8.96%

1Y

-18.47%

5Y*

8.60%

10Y*

-2.75%

*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 2929
Overall Rank
The Sharpe Ratio Rank of CSIQ is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of CSIQ is 3232
Sortino Ratio Rank
The Omega Ratio Rank of CSIQ is 3333
Omega Ratio Rank
The Calmar Ratio Rank of CSIQ is 2626
Calmar Ratio Rank
The Martin Ratio Rank of CSIQ is 2929
Martin Ratio Rank

JKS
The Risk-Adjusted Performance Rank of JKS is 4141
Overall Rank
The Sharpe Ratio Rank of JKS is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of JKS is 4343
Sortino Ratio Rank
The Omega Ratio Rank of JKS is 4343
Omega Ratio Rank
The Calmar Ratio Rank of JKS is 3939
Calmar Ratio Rank
The Martin Ratio Rank of JKS is 4040
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 current CSIQ Sharpe Ratio is -0.43, which is lower than the JKS Sharpe Ratio of -0.24. 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.


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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 7.73%.


TTM20242023
CSIQ
Canadian Solar Inc.
0.00%0.00%0.00%
JKS
JinkoSolar Holding Co., Ltd.
7.73%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.


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Volatility

CSIQ vs. JKS - Volatility Comparison

Canadian Solar Inc. (CSIQ) has a higher volatility of 32.73% compared to JinkoSolar Holding Co., Ltd. (JKS) at 9.44%. 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.


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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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20212022202320242025
1.52B
1.91B
(CSIQ) Total Revenue
(JKS) Total Revenue
Values in USD except per share items

CSIQ vs. JKS - Profitability Comparison

The chart below illustrates the profitability comparison between Canadian Solar Inc. and JinkoSolar Holding Co., Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-5.0%0.0%5.0%10.0%15.0%20.0%25.0%30.0%20212022202320242025
14.3%
-2.6%
(CSIQ) Gross Margin
(JKS) Gross Margin
CSIQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Canadian Solar Inc. reported a gross profit of 217.04M and revenue of 1.52B. Therefore, the gross margin over that period was 14.3%.

JKS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, JinkoSolar Holding Co., Ltd. reported a gross profit of -48.61M and revenue of 1.91B. Therefore, the gross margin over that period was -2.6%.

CSIQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Canadian Solar Inc. reported an operating income of -127.10M and revenue of 1.52B, resulting in an operating margin of -8.4%.

JKS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, JinkoSolar Holding Co., Ltd. reported an operating income of -394.65M and revenue of 1.91B, resulting in an operating margin of -20.7%.

CSIQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Canadian Solar Inc. reported a net income of 33.90M and revenue of 1.52B, resulting in a net margin of 2.2%.

JKS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, JinkoSolar Holding Co., Ltd. reported a net income of -181.67M and revenue of 1.91B, resulting in a net margin of -9.5%.