PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CSIQ vs. JKS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CSIQ and JKS is 0.69, 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.


-0.50.00.51.00.7

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.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
-31.66%
10.73%
CSIQ
JKS

Key characteristics

Sharpe Ratio

CSIQ:

-0.63

JKS:

-0.24

Sortino Ratio

CSIQ:

-0.67

JKS:

0.16

Omega Ratio

CSIQ:

0.92

JKS:

1.02

Calmar Ratio

CSIQ:

-0.56

JKS:

-0.24

Martin Ratio

CSIQ:

-1.28

JKS:

-0.76

Ulcer Index

CSIQ:

36.49%

JKS:

24.33%

Daily Std Dev

CSIQ:

74.35%

JKS:

76.05%

Max Drawdown

CSIQ:

-96.02%

JKS:

-94.84%

Current Drawdown

CSIQ:

-82.77%

JKS:

-72.60%

Fundamentals

Market Cap

CSIQ:

$735.86M

JKS:

$1.05B

EPS

CSIQ:

-$0.14

JKS:

$0.68

PEG Ratio

CSIQ:

0.16

JKS:

0.26

Total Revenue (TTM)

CSIQ:

$4.78B

JKS:

$81.39B

Gross Profit (TTM)

CSIQ:

$811.62M

JKS:

$10.62B

EBITDA (TTM)

CSIQ:

$355.15M

JKS:

$4.40B

Returns By Period

In the year-to-date period, CSIQ achieves a -0.63% return, which is significantly higher than JKS's -14.70% return. Over the past 10 years, CSIQ has underperformed JKS with an annualized return of -5.44%, while JKS has yielded a comparatively higher 3.68% annualized return.


CSIQ

YTD

-0.63%

1M

-3.91%

6M

-30.94%

1Y

-44.30%

5Y*

-12.73%

10Y*

-5.44%

JKS

YTD

-14.70%

1M

-10.76%

6M

6.57%

1Y

-16.89%

5Y*

2.52%

10Y*

3.68%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 1515
Overall Rank
The Sharpe Ratio Rank of CSIQ is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of CSIQ is 1616
Sortino Ratio Rank
The Omega Ratio Rank of CSIQ is 1818
Omega Ratio Rank
The Calmar Ratio Rank of CSIQ is 1414
Calmar Ratio Rank
The Martin Ratio Rank of CSIQ is 1212
Martin Ratio Rank

JKS
The Risk-Adjusted Performance Rank of JKS is 3333
Overall Rank
The Sharpe Ratio Rank of JKS is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of JKS is 3636
Sortino Ratio Rank
The Omega Ratio Rank of JKS is 3535
Omega Ratio Rank
The Calmar Ratio Rank of JKS is 3131
Calmar Ratio Rank
The Martin Ratio Rank of JKS is 2929
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.


Sharpe ratio
The chart of Sharpe ratio for CSIQ, currently valued at -0.63, compared to the broader market-2.000.002.004.00-0.63-0.24
The chart of Sortino ratio for CSIQ, currently valued at -0.67, compared to the broader market-4.00-2.000.002.004.006.00-0.670.16
The chart of Omega ratio for CSIQ, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.02
The chart of Calmar ratio for CSIQ, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.56-0.24
The chart of Martin ratio for CSIQ, currently valued at -1.28, compared to the broader market-10.000.0010.0020.0030.00-1.28-0.76
CSIQ
JKS

The current CSIQ Sharpe Ratio is -0.63, 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.63
-0.24
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 7.06%.


TTM20242023
CSIQ
Canadian Solar Inc.
0.00%0.00%0.00%
JKS
JinkoSolar Holding Co., Ltd.
7.06%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.


-80.00%-75.00%-70.00%-65.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-82.77%
-72.60%
CSIQ
JKS

Volatility

CSIQ vs. JKS - Volatility Comparison

The current volatility for Canadian Solar Inc. (CSIQ) is 16.92%, while JinkoSolar Holding Co., Ltd. (JKS) has a volatility of 19.53%. This indicates that CSIQ experiences smaller price fluctuations and is considered to be less risky 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%AugustSeptemberOctoberNovemberDecember2025
16.92%
19.53%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab