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

Correlation

The correlation between JKS and CSIQ 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

JKS:

-0.21

CSIQ:

-0.39

Sortino Ratio

JKS:

0.10

CSIQ:

-0.20

Omega Ratio

JKS:

1.01

CSIQ:

0.98

Calmar Ratio

JKS:

-0.26

CSIQ:

-0.42

Martin Ratio

JKS:

-0.68

CSIQ:

-0.97

Ulcer Index

JKS:

31.50%

CSIQ:

38.51%

Daily Std Dev

JKS:

76.85%

CSIQ:

84.32%

Max Drawdown

JKS:

-94.84%

CSIQ:

-96.02%

Current Drawdown

JKS:

-75.09%

CSIQ:

-83.09%

Fundamentals

Market Cap

JKS:

$1.00B

CSIQ:

$715.82M

EPS

JKS:

-$5.00

CSIQ:

$0.54

PEG Ratio

JKS:

0.26

CSIQ:

0.16

PS Ratio

JKS:

0.01

CSIQ:

0.12

PB Ratio

JKS:

0.39

CSIQ:

0.24

Total Revenue (TTM)

JKS:

$71.12B

CSIQ:

$6.19B

Gross Profit (TTM)

JKS:

$7.27B

CSIQ:

$963.60M

EBITDA (TTM)

JKS:

$2.03B

CSIQ:

-$14.43M

Returns By Period

In the year-to-date period, JKS achieves a -22.45% return, which is significantly lower than CSIQ's -2.43% return. Over the past 10 years, JKS has outperformed CSIQ with an annualized return of -2.35%, while CSIQ has yielded a comparatively lower -11.07% annualized return.


JKS

YTD

-22.45%

1M

22.37%

6M

-7.65%

1Y

-15.81%

5Y*

8.49%

10Y*

-2.35%

CSIQ

YTD

-2.43%

1M

51.11%

6M

-1.27%

1Y

-32.44%

5Y*

-8.66%

10Y*

-11.07%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JKS vs. CSIQ — Risk-Adjusted Performance Rank

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

JKS
The Risk-Adjusted Performance Rank of JKS is 3737
Overall Rank
The Sharpe Ratio Rank of JKS is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of JKS is 3939
Sortino Ratio Rank
The Omega Ratio Rank of JKS is 3838
Omega Ratio Rank
The Calmar Ratio Rank of JKS is 3333
Calmar Ratio Rank
The Martin Ratio Rank of JKS is 3636
Martin Ratio Rank

CSIQ
The Risk-Adjusted Performance Rank of CSIQ is 2828
Overall Rank
The Sharpe Ratio Rank of CSIQ is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of CSIQ is 2929
Sortino Ratio Rank
The Omega Ratio Rank of CSIQ is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CSIQ is 2323
Calmar Ratio Rank
The Martin Ratio Rank of CSIQ is 2626
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.

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.


The current JKS Sharpe Ratio is -0.21, which is higher than the CSIQ Sharpe Ratio of -0.39. 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.


Loading data...

Dividends

JKS vs. CSIQ - Dividend Comparison

JKS's dividend yield for the trailing twelve months is around 7.77%, while CSIQ has not paid dividends to shareholders.


TTM20242023
JKS
JinkoSolar Holding Co., Ltd.
7.77%6.02%4.06%
CSIQ
Canadian Solar Inc.
0.00%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.


Loading data...

Volatility

JKS vs. CSIQ - Volatility Comparison

The current volatility for JinkoSolar Holding Co., Ltd. (JKS) is 9.57%, while Canadian Solar Inc. (CSIQ) has a volatility of 32.69%. 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.


Loading data...

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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20212022202320242025
1.91B
1.52B
(JKS) Total Revenue
(CSIQ) Total Revenue
Values in USD except per share items

JKS vs. CSIQ - Profitability Comparison

The chart below illustrates the profitability comparison between JinkoSolar Holding Co., Ltd. and Canadian Solar Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-5.0%0.0%5.0%10.0%15.0%20.0%25.0%30.0%20212022202320242025
-2.6%
14.3%
(JKS) Gross Margin
(CSIQ) Gross Margin
JKS - Gross Margin

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

CSIQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Canadian Solar Inc. reported a gross profit of 217.04M and revenue of 1.52B. Therefore, the gross margin over that period was 14.3%.

JKS - Operating Margin

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

CSIQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Canadian Solar Inc. reported an operating income of -127.10M and revenue of 1.52B, resulting in an operating margin of -8.4%.

JKS - Net Margin

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

CSIQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Canadian Solar Inc. reported a net income of 33.90M and revenue of 1.52B, resulting in a net margin of 2.2%.