JKS vs. GSM
Compare and contrast key facts about JinkoSolar Holding Co., Ltd. (JKS) and Ferroglobe PLC (GSM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JKS or GSM.
Performance
JKS vs. GSM - Performance Comparison
Returns By Period
In the year-to-date period, JKS achieves a -34.43% return, which is significantly lower than GSM's -30.62% return. Over the past 10 years, JKS has outperformed GSM with an annualized return of 0.09%, while GSM has yielded a comparatively lower -11.94% annualized return.
JKS
-34.43%
9.75%
-15.17%
-27.09%
7.95%
0.09%
GSM
-30.62%
0.22%
-25.55%
-7.63%
53.11%
-11.94%
Fundamentals
JKS | GSM | |
---|---|---|
Market Cap | $1.03B | $841.72M |
EPS | $0.76 | $0.21 |
PE Ratio | 27.39 | 21.33 |
PEG Ratio | 0.26 | 9.51 |
Total Revenue (TTM) | $104.44B | $1.65B |
Gross Profit (TTM) | $13.36B | $382.42M |
EBITDA (TTM) | $6.11B | $149.73M |
Key characteristics
JKS | GSM | |
---|---|---|
Sharpe Ratio | -0.37 | -0.20 |
Sortino Ratio | -0.10 | -0.01 |
Omega Ratio | 0.99 | 1.00 |
Calmar Ratio | -0.35 | -0.10 |
Martin Ratio | -0.82 | -0.33 |
Ulcer Index | 33.75% | 25.27% |
Daily Std Dev | 74.00% | 41.67% |
Max Drawdown | -94.84% | -98.29% |
Current Drawdown | -71.09% | -79.19% |
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Correlation
The correlation between JKS and GSM is 0.28, 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.
Risk-Adjusted Performance
JKS vs. GSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JinkoSolar Holding Co., Ltd. (JKS) and Ferroglobe PLC (GSM). 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. GSM - Dividend Comparison
JKS's dividend yield for the trailing twelve months is around 13.39%, more than GSM's 0.87% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
JinkoSolar Holding Co., Ltd. | 6.69% | 4.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Ferroglobe PLC | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 7.55% | 0.00% | 3.69% | 2.98% | 1.74% | 1.47% |
Drawdowns
JKS vs. GSM - Drawdown Comparison
The maximum JKS drawdown since its inception was -94.84%, roughly equal to the maximum GSM drawdown of -98.29%. Use the drawdown chart below to compare losses from any high point for JKS and GSM. For additional features, visit the drawdowns tool.
Volatility
JKS vs. GSM - Volatility Comparison
JinkoSolar Holding Co., Ltd. (JKS) has a higher volatility of 32.17% compared to Ferroglobe PLC (GSM) at 16.61%. This indicates that JKS's price experiences larger fluctuations and is considered to be riskier than GSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
JKS vs. GSM - Financials Comparison
This section allows you to compare key financial metrics between JinkoSolar Holding Co., Ltd. and Ferroglobe PLC. 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