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JKS vs. GSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

JKS vs. GSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JinkoSolar Holding Co., Ltd. (JKS) and Ferroglobe PLC (GSM). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-8.77%
-22.07%
JKS
GSM

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

YTD

-34.43%

1M

9.75%

6M

-15.17%

1Y

-27.09%

5Y (annualized)

7.95%

10Y (annualized)

0.09%

GSM

YTD

-30.62%

1M

0.22%

6M

-25.55%

1Y

-7.63%

5Y (annualized)

53.11%

10Y (annualized)

-11.94%

Fundamentals


JKSGSM
Market Cap$1.03B$841.72M
EPS$0.76$0.21
PE Ratio27.3921.33
PEG Ratio0.269.51
Total Revenue (TTM)$104.44B$1.65B
Gross Profit (TTM)$13.36B$382.42M
EBITDA (TTM)$6.11B$149.73M

Key characteristics


JKSGSM
Sharpe Ratio-0.37-0.20
Sortino Ratio-0.10-0.01
Omega Ratio0.991.00
Calmar Ratio-0.35-0.10
Martin Ratio-0.82-0.33
Ulcer Index33.75%25.27%
Daily Std Dev74.00%41.67%
Max Drawdown-94.84%-98.29%
Current Drawdown-71.09%-79.19%

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Correlation

-0.50.00.51.00.3

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.


Sharpe ratio
The chart of Sharpe ratio for JKS, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.00-0.37-0.20
The chart of Sortino ratio for JKS, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.10-0.01
The chart of Omega ratio for JKS, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.00
The chart of Calmar ratio for JKS, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.35-0.10
The chart of Martin ratio for JKS, currently valued at -0.82, compared to the broader market-10.000.0010.0020.0030.00-0.82-0.33
JKS
GSM

The current JKS Sharpe Ratio is -0.37, which is lower than the GSM Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of JKS and GSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.37
-0.20
JKS
GSM

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.


TTM20232022202120202019201820172016201520142013
JKS
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%
GSM
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.


-80.00%-75.00%-70.00%-65.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-71.09%
-79.19%
JKS
GSM

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.


10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
32.17%
16.61%
JKS
GSM

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items