JKS vs. JD

In the year-to-date period, JKS achieves a -29.08% return, which is significantly lower than JD's -3.46% return. Over the past 10 years, JKS has underperformed JD with an annualized return of -3.82%, while JD has yielded a comparatively higher 0.21% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for JinkoSolar Holding Co., Ltd. (JKS) and JD.com, Inc. (JD). 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 lower than the JD Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of JKS and JD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JKS's dividend yield for the trailing twelve months is around 8.49%, more than JD's 3.01% yield.

The maximum JKS drawdown since its inception was -94.84%, which is greater than JD's maximum drawdown of -79.14%. Use the drawdown chart below to compare losses from any high point for JKS and JD. For additional features, visit the drawdowns tool.

JinkoSolar Holding Co., Ltd. (JKS) has a higher volatility of 26.49% compared to JD.com, Inc. (JD) at 15.43%. This indicates that JKS's price experiences larger fluctuations and is considered to be riskier than JD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between JinkoSolar Holding Co., Ltd. and JD.com, 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.