JKS vs. CSIQ
Compare and contrast key facts about JinkoSolar Holding Co., Ltd. (JKS) and Canadian Solar Inc. (CSIQ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JKS or CSIQ.
Performance
JKS vs. CSIQ - Performance Comparison
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
-34.43%
9.75%
-15.17%
-27.09%
7.95%
0.09%
CSIQ
-56.92%
-11.02%
-36.01%
-46.14%
-5.42%
-8.62%
Fundamentals
JKS | CSIQ | |
---|---|---|
Market Cap | $1.03B | $780.86M |
EPS | $0.76 | $0.48 |
PE Ratio | 27.39 | 24.58 |
PEG Ratio | 0.26 | 0.13 |
Total Revenue (TTM) | $104.44B | $4.60B |
Gross Profit (TTM) | $13.36B | $816.94M |
EBITDA (TTM) | $6.11B | $531.18M |
Key characteristics
JKS | CSIQ | |
---|---|---|
Sharpe Ratio | -0.37 | -0.63 |
Sortino Ratio | -0.10 | -0.67 |
Omega Ratio | 0.99 | 0.92 |
Calmar Ratio | -0.35 | -0.55 |
Martin Ratio | -0.82 | -1.25 |
Ulcer Index | 33.75% | 36.18% |
Daily Std Dev | 74.00% | 71.98% |
Max Drawdown | -94.84% | -96.02% |
Current Drawdown | -71.09% | -82.39% |
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Correlation
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.
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.
TTM | 2023 | |
---|---|---|
JinkoSolar Holding Co., Ltd. | 6.69% | 4.06% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities