JKS vs. EEM
JKS (JinkoSolar Holding Co., Ltd.) is a stock, while EEM (iShares MSCI Emerging Markets ETF) is Emerging Markets Diversified fund tracking the MSCI Emerging Markets Index (Net). Over the past 10 years, JKS returned 2.38%/yr vs 9.93%/yr for EEM. At a 0.40 correlation, their price movements are largely independent.
Performance
JKS vs. EEM - Performance Comparison
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Returns By Period
In the year-to-date period, JKS achieves a -14.10% return, which is significantly lower than EEM's 27.80% return. Over the past 10 years, JKS has underperformed EEM with an annualized return of 2.38%, while EEM has yielded a comparatively higher 9.93% annualized return.
JKS
- 1D
- -2.42%
- 1M
- -8.20%
- YTD
- -14.10%
- 6M
- -8.08%
- 1Y
- 26.42%
- 3Y*
- -14.25%
- 5Y*
- -8.35%
- 10Y*
- 2.38%
EEM
- 1D
- -1.24%
- 1M
- 9.08%
- YTD
- 27.80%
- 6M
- 30.51%
- 1Y
- 55.80%
- 3Y*
- 23.95%
- 5Y*
- 7.01%
- 10Y*
- 9.93%
JKS vs. EEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JKS JinkoSolar Holding Co., Ltd. | -14.10% | 10.30% | -27.15% | -5.56% | -11.05% | -25.72% | 175.10% | 127.40% | -58.88% | 57.91% |
EEM iShares MSCI Emerging Markets ETF | 27.80% | 33.98% | 6.49% | 8.95% | -20.56% | -3.63% | 17.02% | 18.22% | -15.31% | 37.26% |
Correlation
The correlation between JKS and EEM is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 17, 2010 | 0.40 |
The correlation between JKS and EEM shifts across timeframes, from 0.33 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JKS vs. EEM — Risk / Return Rank
JKS
EEM
JKS vs. EEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JinkoSolar Holding Co., Ltd. (JKS) and iShares MSCI Emerging Markets ETF (EEM). 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.
| JKS | EEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.51 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 4.15 | -3.34 |
| Martin ratioReturn relative to average drawdown | 1.85 | 15.99 | -14.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JKS | EEM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 2.81 | -2.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.37 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.49 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.38 | -0.31 |
Drawdowns
JKS vs. EEM - Drawdown Comparison
The maximum JKS drawdown since its inception was -94.84%, which is greater than EEM's maximum drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for JKS and EEM.
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Drawdown Indicators
| JKS | EEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.84% | -66.43% | -28.41% |
Max Drawdown (1Y)Largest decline over 1 year | -33.06% | -13.52% | -19.54% |
Max Drawdown (3Y)Largest decline over 3 years | -66.92% | -17.29% | -49.63% |
Max Drawdown (5Y)Largest decline over 5 years | -79.24% | -37.71% | -41.53% |
Max Drawdown (10Y)Largest decline over 10 years | -82.09% | -39.82% | -42.27% |
Current DrawdownCurrent decline from peak | -69.56% | -1.24% | -68.32% |
Average DrawdownAverage peak-to-trough decline | -51.88% | -16.02% | -35.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.35% | 3.50% | +10.85% |
Volatility
JKS vs. EEM - Volatility Comparison
JinkoSolar Holding Co., Ltd. (JKS) has a higher volatility of 16.76% compared to iShares MSCI Emerging Markets ETF (EEM) at 8.52%. This indicates that JKS's price experiences larger fluctuations and is considered to be riskier than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JKS | EEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.76% | 8.52% | +8.24% |
Volatility (6M)Calculated over the trailing 6-month period | 42.35% | 17.42% | +24.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.71% | 19.97% | +40.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.72% | 18.91% | +51.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.80% | 20.50% | +50.30% |
Dividends
JKS vs. EEM - Dividend Comparison
JKS's dividend yield for the trailing twelve months is around 5.86%, more than EEM's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEM iShares MSCI Emerging Markets ETF | 1.74% | 2.22% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% |
JKS JinkoSolar Holding Co., Ltd. | 5.86% | 5.04% | 6.02% | 4.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JKS and EEM have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JKS has higher volatility (16.76%) compared to EEM (8.52%). In terms of maximum drawdown, JKS dropped -94.84% vs EEM's -66.43%.
EEM currently has the higher Sharpe Ratio (2.81 vs 0.44), 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.
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