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

Correlation

The correlation between JD and JKS is 0.36, 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.


-0.50.00.51.00.4

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.

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
45.25%
6.57%
JD
JKS

Key characteristics

Sharpe Ratio

JD:

1.45

JKS:

-0.24

Sortino Ratio

JD:

2.35

JKS:

0.16

Omega Ratio

JD:

1.27

JKS:

1.02

Calmar Ratio

JD:

1.00

JKS:

-0.24

Martin Ratio

JD:

4.55

JKS:

-0.76

Ulcer Index

JD:

17.33%

JKS:

24.33%

Daily Std Dev

JD:

54.49%

JKS:

76.05%

Max Drawdown

JD:

-79.14%

JKS:

-94.84%

Current Drawdown

JD:

-61.00%

JKS:

-72.60%

Fundamentals

Market Cap

JD:

$57.98B

JKS:

$1.05B

EPS

JD:

$3.38

JKS:

$0.68

PE Ratio

JD:

11.54

JKS:

31.24

PEG Ratio

JD:

1.27

JKS:

0.26

Total Revenue (TTM)

JD:

$843.18B

JKS:

$81.39B

Gross Profit (TTM)

JD:

$119.78B

JKS:

$10.62B

EBITDA (TTM)

JD:

$41.43B

JKS:

$4.40B

Returns By Period

In the year-to-date period, JD achieves a 12.49% return, which is significantly higher than JKS's -14.70% return. Over the past 10 years, JD has outperformed JKS with an annualized return of 5.48%, while JKS has yielded a comparatively lower 3.82% annualized return.


JD

YTD

12.49%

1M

8.60%

6M

48.51%

1Y

79.85%

5Y*

0.65%

10Y*

5.48%

JKS

YTD

-14.70%

1M

-16.61%

6M

9.63%

1Y

-19.65%

5Y*

1.00%

10Y*

3.82%

*Annualized

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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 8282
Overall Rank
The Sharpe Ratio Rank of JD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of JD is 8181
Omega Ratio Rank
The Calmar Ratio Rank of JD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of JD is 7979
Martin Ratio Rank

JKS
The Risk-Adjusted Performance Rank of JKS is 3434
Overall Rank
The Sharpe Ratio Rank of JKS is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of JKS is 3737
Sortino Ratio Rank
The Omega Ratio Rank of JKS is 3636
Omega Ratio Rank
The Calmar Ratio Rank of JKS is 3232
Calmar Ratio Rank
The Martin Ratio Rank of JKS is 3030
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.


Sharpe ratio
The chart of Sharpe ratio for JD, currently valued at 1.45, compared to the broader market-2.000.002.004.001.45-0.24
The chart of Sortino ratio for JD, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.002.350.16
The chart of Omega ratio for JD, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.02
The chart of Calmar ratio for JD, currently valued at 1.00, compared to the broader market0.002.004.006.001.00-0.24
The chart of Martin ratio for JD, currently valued at 4.55, compared to the broader market-10.000.0010.0020.0030.004.55-0.76
JD
JKS

The current JD Sharpe Ratio is 1.45, which is higher than the JKS Sharpe Ratio of -0.24. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
1.45
-0.24
JD
JKS

Dividends

JD vs. JKS - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 1.90%, less than JKS's 7.06% yield.


TTM202420232022
JD
JD.com, Inc.
1.90%2.13%2.08%2.21%
JKS
JinkoSolar Holding Co., Ltd.
7.06%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. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%AugustSeptemberOctoberNovemberDecember2025
-61.00%
-72.60%
JD
JKS

Volatility

JD vs. JKS - Volatility Comparison

The current volatility for JD.com, Inc. (JD) is 13.63%, while JinkoSolar Holding Co., Ltd. (JKS) has a volatility of 19.53%. This indicates that JD 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.


10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
13.63%
19.53%
JD
JKS

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


Values in USD except per share items
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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.

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