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

Correlation

The correlation between JD and JKS is 0.41, 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.


Performance

JD vs. JKS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JD.com, Inc. (JD) 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

JD:

0.20

JKS:

-0.47

Sortino Ratio

JD:

0.75

JKS:

-0.19

Omega Ratio

JD:

1.09

JKS:

0.98

Calmar Ratio

JD:

0.15

JKS:

-0.38

Martin Ratio

JD:

0.67

JKS:

-0.96

Ulcer Index

JD:

17.35%

JKS:

32.54%

Daily Std Dev

JD:

52.86%

JKS:

74.24%

Max Drawdown

JD:

-79.14%

JKS:

-94.84%

Current Drawdown

JD:

-66.66%

JKS:

-76.67%

Fundamentals

Market Cap

JD:

$47.67B

JKS:

$933.88M

EPS

JD:

$4.09

JKS:

-$5.00

PEG Ratio

JD:

1.27

JKS:

0.26

PS Ratio

JD:

0.04

JKS:

0.01

PB Ratio

JD:

1.44

JKS:

0.37

Total Revenue (TTM)

JD:

$1.25T

JKS:

$71.12B

Gross Profit (TTM)

JD:

$140.27B

JKS:

$7.27B

EBITDA (TTM)

JD:

$51.32B

JKS:

$2.03B

Returns By Period

In the year-to-date period, JD achieves a -3.82% return, which is significantly higher than JKS's -27.39% return. Over the past 10 years, JD has outperformed JKS with an annualized return of 0.24%, while JKS has yielded a comparatively lower -3.45% annualized return.


JD

YTD

-3.82%

1M

-1.34%

6M

-10.79%

1Y

12.58%

3Y*

-14.75%

5Y*

-8.09%

10Y*

0.24%

JKS

YTD

-27.39%

1M

1.18%

6M

-18.52%

1Y

-34.30%

3Y*

-30.66%

5Y*

5.25%

10Y*

-3.45%

*Annualized

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JD.com, Inc.

JinkoSolar Holding Co., Ltd.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JD vs. JKS — Risk-Adjusted Performance Rank

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

JD
The Risk-Adjusted Performance Rank of JD is 5858
Overall Rank
The Sharpe Ratio Rank of JD is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of JD is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of JD is 6060
Martin Ratio Rank

JKS
The Risk-Adjusted Performance Rank of JKS is 2828
Overall Rank
The Sharpe Ratio Rank of JKS is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of JKS is 3030
Sortino Ratio Rank
The Omega Ratio Rank of JKS is 3030
Omega Ratio Rank
The Calmar Ratio Rank of JKS is 2626
Calmar Ratio Rank
The Martin Ratio Rank of JKS is 2828
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.

JD vs. JKS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) 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 JD Sharpe Ratio is 0.20, which is higher than the JKS Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of JD 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JD vs. JKS - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 3.02%, less than JKS's 8.30% yield.


TTM202420232022
JD
JD.com, Inc.
3.02%2.13%2.08%2.21%
JKS
JinkoSolar Holding Co., Ltd.
8.30%6.02%4.06%0.00%

Drawdowns

JD vs. JKS - Drawdown Comparison

The maximum JD drawdown since its inception was -79.14%, smaller than the maximum JKS drawdown of -94.84%. Use the drawdown chart below to compare losses from any high point for JD and JKS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JD vs. JKS - Volatility Comparison

JD.com, Inc. (JD) has a higher volatility of 12.69% compared to JinkoSolar Holding Co., Ltd. (JKS) at 8.15%. This indicates that JD'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

JD vs. JKS - Financials Comparison

This section allows you to compare key financial metrics between JD.com, 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


0.0050.00B100.00B150.00B200.00B250.00B300.00B350.00B20212022202320242025
346.99B
1.91B
(JD) Total Revenue
(JKS) Total Revenue
Values in USD except per share items

JD vs. JKS - Profitability Comparison

The chart below illustrates the profitability comparison between JD.com, 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

0.0%5.0%10.0%15.0%20.0%20212022202320242025
9.5%
-2.6%
(JD) Gross Margin
(JKS) Gross Margin
JD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, JD.com, Inc. reported a gross profit of 33.00B and revenue of 346.99B. Therefore, the gross margin over that period was 9.5%.

JKS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

JD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, JD.com, Inc. reported an operating income of 8.49B and revenue of 346.99B, resulting in an operating margin of 2.5%.

JKS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.

JD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, JD.com, Inc. reported a net income of 9.85B and revenue of 346.99B, resulting in a net margin of 2.8%.

JKS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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%.