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

Performance

GSM vs. JKS - Performance Comparison

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

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GSM vs. JKS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSM
Ferroglobe PLC
-13.88%23.75%-40.95%69.09%-38.00%278.66%74.47%-40.88%-90.06%49.58%
JKS
JinkoSolar Holding Co., Ltd.
-1.47%10.30%-27.15%-5.56%-11.05%-25.72%175.10%127.40%-58.88%57.91%

Fundamentals

Market Cap

GSM:

$749.68M

JKS:

$332.86M

EPS

GSM:

-$0.91

JKS:

-$192.74

PS Ratio

GSM:

0.56

JKS:

0.00

PB Ratio

GSM:

1.08

JKS:

0.02

Total Revenue (TTM)

GSM:

$1.34B

JKS:

$75.16B

Gross Profit (TTM)

GSM:

$45.99M

JKS:

$5.47B

EBITDA (TTM)

GSM:

-$113.85M

JKS:

-$3.84B

Returns By Period

In the year-to-date period, GSM achieves a -13.88% return, which is significantly lower than JKS's -1.47% return. Over the past 10 years, GSM has underperformed JKS with an annualized return of -7.09%, while JKS has yielded a comparatively higher 4.23% annualized return.


GSM

1D
-3.40%
1M
-23.45%
YTD
-13.88%
6M
-11.13%
1Y
9.38%
3Y*
-6.05%
5Y*
0.99%
10Y*
-7.09%

JKS

1D
0.08%
1M
-1.59%
YTD
-1.47%
6M
0.71%
1Y
46.19%
3Y*
-15.70%
5Y*
-6.40%
10Y*
4.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GSM vs. JKS — Risk / Return Rank

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

GSM
GSM Risk / Return Rank: 4646
Overall Rank
GSM Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GSM Sortino Ratio Rank: 4545
Sortino Ratio Rank
GSM Omega Ratio Rank: 4242
Omega Ratio Rank
GSM Calmar Ratio Rank: 4747
Calmar Ratio Rank
GSM Martin Ratio Rank: 4747
Martin Ratio Rank

JKS
JKS Risk / Return Rank: 6868
Overall Rank
JKS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
JKS Sortino Ratio Rank: 6565
Sortino Ratio Rank
JKS Omega Ratio Rank: 6464
Omega Ratio Rank
JKS Calmar Ratio Rank: 7474
Calmar Ratio Rank
JKS Martin Ratio Rank: 7272
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.

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.


GSMJKSDifference

Sharpe ratio

Return per unit of total volatility

0.17

0.77

-0.59

Sortino ratio

Return per unit of downside risk

0.66

1.43

-0.77

Omega ratio

Gain probability vs. loss probability

1.07

1.18

-0.11

Calmar ratio

Return relative to maximum drawdown

0.27

1.79

-1.52

Martin ratio

Return relative to average drawdown

0.65

4.09

-3.44

GSM vs. JKS - Sharpe Ratio Comparison

The current GSM Sharpe Ratio is 0.17, which is lower than the JKS Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of GSM 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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Sharpe Ratios by Period


GSMJKSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.77

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.09

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.06

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.09

-0.13

Correlation

The correlation between GSM and JKS is 0.28, 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.


Dividends

GSM vs. JKS - Dividend Comparison

GSM's dividend yield for the trailing twelve months is around 1.43%, less than JKS's 5.11% yield.


TTM20252024202320222021202020192018201720162015
GSM
Ferroglobe PLC
1.43%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.
5.11%5.04%6.02%4.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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


GSMJKSDifference

Max Drawdown

Largest peak-to-trough decline

-98.30%

-94.84%

-3.46%

Max Drawdown (1Y)

Largest decline over 1 year

-33.09%

-25.26%

-7.83%

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 Drawdown

Current decline from peak

-81.15%

-65.09%

-16.06%

Average Drawdown

Average peak-to-trough decline

-54.68%

-51.70%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.54%

11.05%

+2.49%

Volatility

GSM vs. JKS - Volatility Comparison

Ferroglobe PLC (GSM) has a higher volatility of 17.54% compared to JinkoSolar Holding Co., Ltd. (JKS) at 14.26%. 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


GSMJKSDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.54%

14.26%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

41.51%

45.75%

-4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

54.78%

60.63%

-5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.95%

70.64%

-12.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.45%

70.52%

+3.93%

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.


Quarterly
Annual

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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
329.38M
16.16B
(GSM) Total Revenue
(JKS) Total Revenue
Values in USD except per share items

GSM vs. JKS - Profitability Comparison

The chart below illustrates the profitability comparison between Ferroglobe PLC 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

-20.0%0.0%20.0%40.0%60.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
-28.6%
7.3%
Portfolio components
GSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ferroglobe PLC reported a gross profit of -94.35M and revenue of 329.38M. Therefore, the gross margin over that period was -28.6%.

JKS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, JinkoSolar Holding Co., Ltd. reported a gross profit of 1.18B and revenue of 16.16B. Therefore, the gross margin over that period was 7.3%.

GSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ferroglobe PLC reported an operating income of -149.87M and revenue of 329.38M, resulting in an operating margin of -45.5%.

JKS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, JinkoSolar Holding Co., Ltd. reported an operating income of -1.40B and revenue of 16.16B, resulting in an operating margin of -8.7%.

GSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Ferroglobe PLC reported a net income of -80.96M and revenue of 329.38M, resulting in a net margin of -24.6%.

JKS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, JinkoSolar Holding Co., Ltd. reported a net income of -749.79M and revenue of 16.16B, resulting in a net margin of -4.6%.