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

Performance

JKS vs. CSIQ - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-8.77%
-36.01%
JKS
CSIQ

Returns By Period

In the year-to-date period, JKS achieves a -34.43% return, which is significantly higher than CSIQ's -56.92% return. Over the past 10 years, JKS has outperformed CSIQ with an annualized return of 0.09%, while CSIQ has yielded a comparatively lower -8.62% annualized return.


JKS

YTD

-34.43%

1M

9.75%

6M

-15.17%

1Y

-27.09%

5Y (annualized)

7.95%

10Y (annualized)

0.09%

CSIQ

YTD

-56.92%

1M

-11.02%

6M

-36.01%

1Y

-46.14%

5Y (annualized)

-5.42%

10Y (annualized)

-8.62%

Fundamentals


JKSCSIQ
Market Cap$1.03B$780.86M
EPS$0.76$0.48
PE Ratio27.3924.58
PEG Ratio0.260.13
Total Revenue (TTM)$104.44B$4.60B
Gross Profit (TTM)$13.36B$816.94M
EBITDA (TTM)$6.11B$531.18M

Key characteristics


JKSCSIQ
Sharpe Ratio-0.37-0.63
Sortino Ratio-0.10-0.67
Omega Ratio0.990.92
Calmar Ratio-0.35-0.55
Martin Ratio-0.82-1.25
Ulcer Index33.75%36.18%
Daily Std Dev74.00%71.98%
Max Drawdown-94.84%-96.02%
Current Drawdown-71.09%-82.39%

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Correlation

-0.50.00.51.00.7

The correlation between JKS and CSIQ is 0.69, 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.

Risk-Adjusted Performance

JKS vs. CSIQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JinkoSolar Holding Co., Ltd. (JKS) and Canadian Solar Inc. (CSIQ). 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 JKS, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.00-0.37-0.63
The chart of Sortino ratio for JKS, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.09-0.67
The chart of Omega ratio for JKS, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.92
The chart of Calmar ratio for JKS, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.35-0.55
The chart of Martin ratio for JKS, currently valued at -0.80, compared to the broader market-10.000.0010.0020.0030.00-0.80-1.25
JKS
CSIQ

The current JKS Sharpe Ratio is -0.37, which is higher than the CSIQ Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of JKS and CSIQ, 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.37
-0.63
JKS
CSIQ

Dividends

JKS vs. CSIQ - Dividend Comparison

JKS's dividend yield for the trailing twelve months is around 13.39%, while CSIQ has not paid dividends to shareholders.


TTM2023
JKS
JinkoSolar Holding Co., Ltd.
6.69%4.06%
CSIQ
Canadian Solar Inc.
0.00%0.00%

Drawdowns

JKS vs. CSIQ - Drawdown Comparison

The maximum JKS drawdown since its inception was -94.84%, roughly equal to the maximum CSIQ drawdown of -96.02%. Use the drawdown chart below to compare losses from any high point for JKS and CSIQ. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-71.09%
-82.39%
JKS
CSIQ

Volatility

JKS vs. CSIQ - Volatility Comparison

The current volatility for JinkoSolar Holding Co., Ltd. (JKS) is 32.10%, while Canadian Solar Inc. (CSIQ) has a volatility of 35.20%. This indicates that JKS experiences smaller price fluctuations and is considered to be less risky than CSIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


15.00%20.00%25.00%30.00%35.00%40.00%JuneJulyAugustSeptemberOctoberNovember
32.10%
35.20%
JKS
CSIQ

Financials

JKS vs. CSIQ - Financials Comparison

This section allows you to compare key financial metrics between JinkoSolar Holding Co., Ltd. and Canadian Solar Inc.. 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