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JKS vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

JKS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JinkoSolar Holding Co., Ltd. (JKS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JKS achieves a -32.90% return, which is significantly lower than ^GSPC's 13.02% return. Over the past 10 years, JKS has underperformed ^GSPC with an annualized return of 0.83%, while ^GSPC has yielded a comparatively higher 13.49% annualized return.


JKS

1D
1.52%
1M
0.88%
6M
-31.85%
YTD
-32.90%
1Y
-18.70%
3Y*
-18.35%
5Y*
-17.86%
10Y*
0.83%
ALL TIME*
4.01%

^GSPC

1D
1.79%
1M
3.38%
6M
11.83%
YTD
13.02%
1Y
22.22%
3Y*
19.99%
5Y*
11.80%
10Y*
13.49%
ALL TIME*
8.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$38.53T$37.79T$41.47T
$10.13M$10.61M$15.36M

JKS vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JKS
JinkoSolar Holding Co., Ltd.
-32.90%10.30%-27.15%-5.56%-11.05%-25.72%175.10%127.40%-58.88%57.91%
^GSPC
S&P 500 Index
13.02%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between JKS and ^GSPC is 0.35, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.35

Correlation (3Y)
Balances recent behavior with more history.

0.31

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.34

Correlation (10Y)
Provides a long-term view across more market conditions.

0.34

Correlation (All Time)
Calculated using the full available price history since May 14, 2010

0.36

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Return for Risk

JKS vs. ^GSPC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JKS
JKS Risk / Return Rank: 2828
Overall Rank
JKS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JKS Sortino Ratio Rank: 2929
Sortino Ratio Rank
JKS Omega Ratio Rank: 3030
Omega Ratio Rank
JKS Calmar Ratio Rank: 2929
Calmar Ratio Rank
JKS Martin Ratio Rank: 2424
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7474
Overall Rank
^GSPC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7070
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7373
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6969
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JKS vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JinkoSolar Holding Co., Ltd. (JKS) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JKS^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-2.46

Omega ratioGain probability vs. loss probability

0.99

1.31

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.39

2.45

-2.84

Martin ratioReturn relative to average drawdown

-0.85

10.40

-11.25

JKS vs. ^GSPC - Sharpe Ratio Comparison

The current JKS Sharpe Ratio is -0.31, which is lower than the ^GSPC Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of JKS and ^GSPC, 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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Drawdowns

JKS vs. ^GSPC - Drawdown Comparison

The maximum JKS drawdown since its inception was -94.84%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for JKS and ^GSPC.


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Drawdown Indicators


JKS^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-94.84%

-56.78%

-38.06%

Max Drawdown (1Y)

Largest decline over 1 year

-48.33%

-9.10%

-39.23%

Max Drawdown (3Y)

Largest decline over 3 years

-59.91%

-18.90%

-41.01%

Max Drawdown (5Y)

Largest decline over 5 years

-79.24%

-25.43%

-53.81%

Max Drawdown (10Y)

Largest decline over 10 years

-82.09%

-33.92%

-48.17%

Current Drawdown

Current decline from peak

-76.23%

0.00%

-76.23%

Average Drawdown

Average peak-to-trough decline

-52.11%

-10.70%

-41.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.09%

2.14%

+19.95%

Volatility

JKS vs. ^GSPC - Volatility Comparison

JinkoSolar Holding Co., Ltd. (JKS) has a higher volatility of 12.50% compared to S&P 500 Index (^GSPC) at 4.12%. This indicates that JKS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JKS^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.50%

4.12%

+8.38%

Volatility (6M)

Calculated over the trailing 6-month period

40.72%

10.33%

+30.39%

Volatility (1Y)

Calculated over the trailing 1-year period

60.75%

12.95%

+47.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.95%

17.04%

+50.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.02%

18.09%

+52.93%

Frequently Asked Questions


JKS and ^GSPC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JKS has higher volatility (12.50%) compared to ^GSPC (4.12%). In terms of maximum drawdown, JKS dropped -94.84% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.73 vs -0.31), 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.

Portfolio Optimizer

Find the right allocation for JKS and ^GSPC

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