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ENLAY vs. JKS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ENLAY vs. JKS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ENEL Societa per Azioni (ENLAY) and JinkoSolar Holding Co., Ltd. (JKS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ENLAY achieves a 10.06% return, which is significantly higher than JKS's -14.65% return. Over the past 10 years, ENLAY has outperformed JKS with an annualized return of 15.20%, while JKS has yielded a comparatively lower 2.14% annualized return.


ENLAY

1D
1.55%
1M
-1.59%
YTD
10.06%
6M
11.89%
1Y
28.96%
3Y*
28.27%
5Y*
9.40%
10Y*
15.20%

JKS

1D
-0.63%
1M
-10.48%
YTD
-14.65%
6M
-11.17%
1Y
25.29%
3Y*
-14.15%
5Y*
-8.47%
10Y*
2.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENLAY vs. JKS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENLAY
ENEL Societa per Azioni
10.06%56.31%2.11%47.93%-27.98%-18.92%34.75%38.89%-2.41%46.09%
JKS
JinkoSolar Holding Co., Ltd.
-14.65%10.30%-27.15%-5.56%-11.05%-25.72%175.10%127.40%-58.88%57.91%

Correlation

The correlation between ENLAY and JKS is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since May 17, 2010

0.22

Fundamentals

Market Cap

ENLAY:

$115.17B

JKS:

$288.43M

EPS

ENLAY:

$0.42

JKS:

-$272.31

PS Ratio

ENLAY:

1.49

JKS:

0.00

PB Ratio

ENLAY:

3.25

JKS:

0.02

Total Revenue (TTM)

ENLAY:

$72.93B

JKS:

$63.49B

Gross Profit (TTM)

ENLAY:

$24.84B

JKS:

$2.78B

EBITDA (TTM)

ENLAY:

$23.83B

JKS:

-$5.29B

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Return for Risk

ENLAY vs. JKS — Risk / Return Rank

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

ENLAY
ENLAY Risk / Return Rank: 7777
Overall Rank
ENLAY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ENLAY Sortino Ratio Rank: 7474
Sortino Ratio Rank
ENLAY Omega Ratio Rank: 7373
Omega Ratio Rank
ENLAY Calmar Ratio Rank: 7777
Calmar Ratio Rank
ENLAY Martin Ratio Rank: 8181
Martin Ratio Rank

JKS
JKS Risk / Return Rank: 5757
Overall Rank
JKS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
JKS Sortino Ratio Rank: 5555
Sortino Ratio Rank
JKS Omega Ratio Rank: 5454
Omega Ratio Rank
JKS Calmar Ratio Rank: 5959
Calmar Ratio Rank
JKS Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ENLAY vs. JKS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ENEL Societa per Azioni (ENLAY) 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.


ENLAYJKSDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratioReturn relative to maximum drawdown

2.28

0.77

+1.51

Martin ratioReturn relative to average drawdown

6.83

1.75

+5.07

ENLAY vs. JKS - Sharpe Ratio Comparison

The current ENLAY Sharpe Ratio is 1.35, which is higher than the JKS Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of ENLAY and JKS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ENLAYJKSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.42

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

-0.12

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.03

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.08

+0.23

Drawdowns

ENLAY vs. JKS - Drawdown Comparison

The maximum ENLAY drawdown since its inception was -63.03%, smaller than the maximum JKS drawdown of -94.84%. Use the drawdown chart below to compare losses from any high point for ENLAY and JKS.


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Drawdown Indicators


ENLAYJKSDifference

Max Drawdown

Largest peak-to-trough decline

-63.03%

-94.84%

+31.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-33.06%

+20.30%

Max Drawdown (3Y)

Largest decline over 3 years

-17.48%

-66.92%

+49.44%

Max Drawdown (5Y)

Largest decline over 5 years

-57.68%

-79.24%

+21.56%

Max Drawdown (10Y)

Largest decline over 10 years

-61.26%

-82.09%

+20.83%

Current Drawdown

Current decline from peak

-7.09%

-69.76%

+62.67%

Average Drawdown

Average peak-to-trough decline

-20.62%

-51.88%

+31.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

14.46%

-10.21%

Volatility

ENLAY vs. JKS - Volatility Comparison

The current volatility for ENEL Societa per Azioni (ENLAY) is 7.64%, while JinkoSolar Holding Co., Ltd. (JKS) has a volatility of 16.59%. This indicates that ENLAY 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.


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Volatility by Period


ENLAYJKSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

16.59%

-8.95%

Volatility (6M)

Calculated over the trailing 6-month period

18.45%

42.34%

-23.89%

Volatility (1Y)

Calculated over the trailing 1-year period

21.53%

60.45%

-38.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.79%

70.71%

-45.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.30%

70.79%

-44.49%

Dividends

ENLAY vs. JKS - Dividend Comparison

ENLAY's dividend yield for the trailing twelve months is around 5.03%, less than JKS's 5.90% yield.


PositionTTM20252024202320222021202020192018201720162015
ENLAY
ENEL Societa per Azioni
5.03%5.04%6.53%5.76%7.96%4.25%3.62%2.25%2.69%3.29%6.03%2.07%
JKS
JinkoSolar Holding Co., Ltd.
5.90%5.04%6.02%4.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ENLAY vs. JKS - Financials Comparison

This section allows you to compare key financial metrics between ENEL Societa per Azioni 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


10.00B20.00B30.00B40.00B20222023202420252026
20.93B
12.25B
(ENLAY) Total Revenue
(JKS) Total Revenue
Values in USD except per share items

ENLAY vs. JKS - Profitability Comparison

The chart below illustrates the profitability comparison between ENEL Societa per Azioni 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

-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
19.4%
8.3%
Portfolio components
ENLAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ENEL Societa per Azioni reported a gross profit of 4.05B and revenue of 20.93B. Therefore, the gross margin over that period was 19.4%.

JKS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JinkoSolar Holding Co., Ltd. reported a gross profit of 1.02B and revenue of 12.25B. Therefore, the gross margin over that period was 8.3%.

ENLAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ENEL Societa per Azioni reported an operating income of 4.05B and revenue of 20.93B, resulting in an operating margin of 19.4%.

JKS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JinkoSolar Holding Co., Ltd. reported an operating income of -256.25M and revenue of 12.25B, resulting in an operating margin of -2.1%.

ENLAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ENEL Societa per Azioni reported a net income of 1.89B and revenue of 20.93B, resulting in a net margin of 9.0%.

JKS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JinkoSolar Holding Co., Ltd. reported a net income of -463.51M and revenue of 12.25B, resulting in a net margin of -3.8%.


Frequently Asked Questions


ENLAY and JKS have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JKS has higher volatility (16.59%) compared to ENLAY (7.64%). In terms of maximum drawdown, ENLAY dropped -63.03% vs JKS's -94.84%.

ENLAY currently has the higher Sharpe Ratio (1.35 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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