GSM vs. JKS
GSM (Ferroglobe PLC) and JKS (JinkoSolar Holding Co., Ltd.) are both stocks. GSM operates in Other Industrial Metals & Mining (Basic Materials), while JKS operates in Solar (Technology). Over the past 10 years, GSM returned -6.84%/yr vs 2.38%/yr for JKS. At a 0.28 correlation, their price movements are largely independent.
Performance
GSM vs. JKS - Performance Comparison
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Returns By Period
In the year-to-date period, GSM achieves a -6.52% return, which is significantly higher than JKS's -14.10% return. Over the past 10 years, GSM has underperformed JKS with an annualized return of -6.84%, while JKS has yielded a comparatively higher 2.38% annualized return.
GSM
- 1D
- -3.36%
- 1M
- -7.89%
- YTD
- -6.52%
- 6M
- -8.99%
- 1Y
- 19.37%
- 3Y*
- -2.38%
- 5Y*
- -4.16%
- 10Y*
- -6.84%
JKS
- 1D
- -2.42%
- 1M
- -8.20%
- YTD
- -14.10%
- 6M
- -8.08%
- 1Y
- 26.42%
- 3Y*
- -14.25%
- 5Y*
- -8.35%
- 10Y*
- 2.38%
GSM vs. JKS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSM Ferroglobe PLC | -6.52% | 23.75% | -40.95% | 69.09% | -38.00% | 278.66% | 74.47% | -40.88% | -90.06% | 49.58% |
JKS JinkoSolar Holding Co., Ltd. | -14.10% | 10.30% | -27.15% | -5.56% | -11.05% | -25.72% | 175.10% | 127.40% | -58.88% | 57.91% |
Correlation
The correlation between GSM and JKS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since May 17, 2010 | 0.28 |
Fundamentals
GSM:
$813.40M
JKS:
$290.26M
GSM:
-$0.59
JKS:
-$272.31
GSM:
0.59
JKS:
0.00
GSM:
1.21
JKS:
0.02
GSM:
$1.38B
JKS:
$63.49B
GSM:
$38.19M
JKS:
$2.78B
GSM:
-$97.86M
JKS:
-$5.29B
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Return for Risk
GSM vs. JKS — Risk / Return Rank
GSM
JKS
GSM vs. JKS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferroglobe PLC (GSM) 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.
| GSM | JKS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.13 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 0.80 | -0.22 |
| Martin ratioReturn relative to average drawdown | 1.21 | 1.85 | -0.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSM | JKS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.44 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | -0.12 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.03 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.08 | -0.11 |
Drawdowns
GSM vs. JKS - Drawdown Comparison
The maximum GSM drawdown since its inception was -98.30%, roughly equal to the maximum JKS drawdown of -94.84%. Use the drawdown chart below to compare losses from any high point for GSM and JKS.
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Drawdown Indicators
| GSM | JKS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.30% | -94.84% | -3.46% |
Max Drawdown (1Y)Largest decline over 1 year | -33.09% | -33.06% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -53.69% | -66.92% | +13.23% |
Max Drawdown (5Y)Largest decline over 5 years | -67.30% | -79.24% | +11.94% |
Max Drawdown (10Y)Largest decline over 10 years | -97.84% | -82.09% | -15.75% |
Current DrawdownCurrent decline from peak | -79.53% | -69.56% | -9.97% |
Average DrawdownAverage peak-to-trough decline | -54.93% | -51.88% | -3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 14.35% | +1.71% |
Volatility
GSM vs. JKS - Volatility Comparison
Ferroglobe PLC (GSM) has a higher volatility of 21.66% compared to JinkoSolar Holding Co., Ltd. (JKS) at 16.76%. This indicates that GSM'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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Volatility by Period
| GSM | JKS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.66% | 16.76% | +4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 39.69% | 42.35% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.03% | 60.71% | -4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.05% | 70.72% | -13.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.63% | 70.80% | +3.83% |
Dividends
GSM vs. JKS - Dividend Comparison
GSM's dividend yield for the trailing twelve months is around 1.32%, less than JKS's 5.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSM Ferroglobe PLC | 1.32% | 1.21% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 7.55% | 0.00% | 2.95% | 2.98% |
JKS JinkoSolar Holding Co., Ltd. | 5.86% | 5.04% | 6.02% | 4.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
GSM vs. JKS - Financials Comparison
This section allows you to compare key financial metrics between Ferroglobe PLC 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.
Total Revenue: Total amount of money received from sales and other business activities
GSM vs. JKS - Profitability Comparison
GSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ferroglobe PLC reported a gross profit of 43.52M and revenue of 347.75M. Therefore, the gross margin over that period was 12.5%.
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%.
GSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ferroglobe PLC reported an operating income of -28.21M and revenue of 347.75M, resulting in an operating margin of -8.1%.
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%.
GSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ferroglobe PLC reported a net income of -7.05M and revenue of 347.75M, resulting in a net margin of -2.0%.
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
GSM and JKS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSM has higher volatility (21.66%) compared to JKS (16.76%). In terms of maximum drawdown, GSM dropped -98.30% vs JKS's -94.84%.
JKS currently has the higher Sharpe Ratio (0.44 vs 0.35), 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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