JKS vs. EEM
JKS (JinkoSolar Holding Co., Ltd.) is a stock, while EEM (iShares MSCI Emerging Markets ETF) is Emerging Markets Equities fund tracking the MSCI Emerging Markets Index (Net). Over the past 10 years, JKS returned 0.83%/yr vs 8.42%/yr for EEM. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
JKS vs. EEM - Performance Comparison
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Returns By Period
In the year-to-date period, JKS achieves a -32.90% return, which is significantly lower than EEM's 21.26% return. Over the past 10 years, JKS has underperformed EEM with an annualized return of 0.83%, while EEM has yielded a comparatively higher 8.42% 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%
EEM
- 1D
- 2.61%
- 1M
- 0.46%
- 6M
- 11.31%
- YTD
- 21.26%
- 1Y
- 38.18%
- 3Y*
- 20.47%
- 5Y*
- 7.22%
- 10Y*
- 8.42%
- ALL TIME*
- 10.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.60B | $1.56B | $1.90B | |
| $10.13M | $10.61M | $15.36M |
JKS vs. EEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EEM iShares MSCI Emerging Markets ETF | 21.26% | 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 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 14, 2010 | 0.40 |
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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.
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 | EEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.29 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 2.69 | -3.08 |
| Martin ratioReturn relative to average drawdown | -0.85 | 8.17 | -9.01 |
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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 | -48.33% | -14.24% | -34.09% |
Max Drawdown (3Y)Largest decline over 3 years | -59.91% | -17.29% | -42.62% |
Max Drawdown (5Y)Largest decline over 5 years | -79.24% | -35.01% | -44.23% |
Max Drawdown (10Y)Largest decline over 10 years | -82.09% | -39.82% | -42.27% |
Current DrawdownCurrent decline from peak | -76.23% | -7.32% | -68.91% |
Average DrawdownAverage peak-to-trough decline | -52.11% | -15.95% | -36.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.09% | 4.69% | +17.40% |
Volatility
JKS vs. EEM - Volatility Comparison
JinkoSolar Holding Co., Ltd. (JKS) has a higher volatility of 12.50% compared to iShares MSCI Emerging Markets ETF (EEM) at 8.97%. 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 | 12.50% | 8.97% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 40.72% | 22.42% | +18.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.75% | 24.56% | +36.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.95% | 19.87% | +48.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.02% | 20.82% | +50.20% |
Dividends
JKS vs. EEM - Dividend Comparison
JKS's dividend yield for the trailing twelve months is around 9.39%, more than EEM's 1.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEM iShares MSCI Emerging Markets ETF | 1.69% | 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. | 9.39% | 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 0.38, 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 EEM (8.97%). In terms of maximum drawdown, JKS dropped -94.84% vs EEM's -66.43%.
EEM currently has the higher Sharpe Ratio (1.56 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.
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