PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JKS vs. JD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JKS and JD is 0.36, 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.


-0.50.00.51.00.4

Performance

JKS vs. JD - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
7.92%
82.25%
JKS
JD

Key characteristics

Sharpe Ratio

JKS:

-0.27

JD:

0.71

Sortino Ratio

JKS:

0.10

JD:

1.47

Omega Ratio

JKS:

1.01

JD:

1.17

Calmar Ratio

JKS:

-0.26

JD:

0.49

Martin Ratio

JKS:

-0.59

JD:

2.15

Ulcer Index

JKS:

34.66%

JD:

17.96%

Daily Std Dev

JKS:

75.33%

JD:

54.35%

Max Drawdown

JKS:

-94.84%

JD:

-79.14%

Current Drawdown

JKS:

-69.29%

JD:

-64.36%

Fundamentals

Market Cap

JKS:

$1.31B

JD:

$58.94B

EPS

JKS:

$0.75

JD:

$3.09

PE Ratio

JKS:

35.41

JD:

12.06

PEG Ratio

JKS:

0.26

JD:

1.27

Total Revenue (TTM)

JKS:

$104.44B

JD:

$1.10T

Gross Profit (TTM)

JKS:

$13.36B

JD:

$159.13B

EBITDA (TTM)

JKS:

$6.11B

JD:

$53.31B

Returns By Period

In the year-to-date period, JKS achieves a -30.37% return, which is significantly lower than JD's 26.81% return. Over the past 10 years, JKS has underperformed JD with an annualized return of 3.54%, while JD has yielded a comparatively higher 4.42% annualized return.


JKS

YTD

-30.37%

1M

6.20%

6M

11.79%

1Y

-26.90%

5Y*

4.09%

10Y*

3.54%

JD

YTD

26.81%

1M

1.31%

6M

26.83%

1Y

30.93%

5Y*

1.53%

10Y*

4.42%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JKS vs. JD - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for JKS, currently valued at -0.27, compared to the broader market-4.00-2.000.002.00-0.270.71
The chart of Sortino ratio for JKS, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.101.47
The chart of Omega ratio for JKS, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.17
The chart of Calmar ratio for JKS, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.260.49
The chart of Martin ratio for JKS, currently valued at -0.59, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.592.15
JKS
JD

The current JKS Sharpe Ratio is -0.27, which is lower than the JD Sharpe Ratio of 0.71. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.27
0.71
JKS
JD

Dividends

JKS vs. JD - Dividend Comparison

JKS's dividend yield for the trailing twelve months is around 6.30%, more than JD's 2.08% yield.


TTM20232022
JKS
JinkoSolar Holding Co., Ltd.
6.30%4.06%0.00%
JD
JD.com, Inc.
2.08%2.08%2.21%

Drawdowns

JKS vs. JD - Drawdown Comparison

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.


-75.00%-70.00%-65.00%-60.00%-55.00%JulyAugustSeptemberOctoberNovemberDecember
-69.29%
-64.36%
JKS
JD

Volatility

JKS vs. JD - Volatility Comparison

JinkoSolar Holding Co., Ltd. (JKS) has a higher volatility of 20.67% compared to JD.com, Inc. (JD) at 15.06%. 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.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
20.67%
15.06%
JKS
JD

Financials

JKS vs. JD - Financials Comparison

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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab