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

Correlation

The correlation between JKS and RUN is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

JKS vs. RUN - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
19.10%
-43.99%
JKS
RUN

Key characteristics

Sharpe Ratio

JKS:

-0.19

RUN:

-0.38

Sortino Ratio

JKS:

0.25

RUN:

-0.04

Omega Ratio

JKS:

1.03

RUN:

0.99

Calmar Ratio

JKS:

-0.19

RUN:

-0.36

Martin Ratio

JKS:

-0.60

RUN:

-1.06

Ulcer Index

JKS:

24.23%

RUN:

30.96%

Daily Std Dev

JKS:

75.60%

RUN:

85.20%

Max Drawdown

JKS:

-94.84%

RUN:

-90.84%

Current Drawdown

JKS:

-69.63%

RUN:

-90.10%

Fundamentals

Market Cap

JKS:

$1.17B

RUN:

$2.16B

EPS

JKS:

$0.75

RUN:

-$1.75

PEG Ratio

JKS:

0.26

RUN:

0.45

Total Revenue (TTM)

JKS:

$81.39B

RUN:

$1.52B

Gross Profit (TTM)

JKS:

$10.62B

RUN:

$194.66M

EBITDA (TTM)

JKS:

$4.40B

RUN:

$149.24M

Returns By Period

In the year-to-date period, JKS achieves a -5.46% return, which is significantly lower than RUN's 3.24% return.


JKS

YTD

-5.46%

1M

-11.37%

6M

19.11%

1Y

-9.62%

5Y*

3.11%

10Y*

4.19%

RUN

YTD

3.24%

1M

-5.07%

6M

-43.99%

1Y

-29.88%

5Y*

-11.11%

10Y*

N/A

*Annualized

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. RUN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JKS
The Risk-Adjusted Performance Rank of JKS is 3737
Overall Rank
The Sharpe Ratio Rank of JKS is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of JKS is 4040
Sortino Ratio Rank
The Omega Ratio Rank of JKS is 3939
Omega Ratio Rank
The Calmar Ratio Rank of JKS is 3636
Calmar Ratio Rank
The Martin Ratio Rank of JKS is 3535
Martin Ratio Rank

RUN
The Risk-Adjusted Performance Rank of RUN is 2727
Overall Rank
The Sharpe Ratio Rank of RUN is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of RUN is 3232
Sortino Ratio Rank
The Omega Ratio Rank of RUN is 3232
Omega Ratio Rank
The Calmar Ratio Rank of RUN is 2525
Calmar Ratio Rank
The Martin Ratio Rank of RUN is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JKS vs. RUN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JinkoSolar Holding Co., Ltd. (JKS) and Sunrun Inc. (RUN). 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 -0.19, compared to the broader market-2.000.002.004.00-0.19-0.38
The chart of Sortino ratio for JKS, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.000.25-0.04
The chart of Omega ratio for JKS, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.99
The chart of Calmar ratio for JKS, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19-0.36
The chart of Martin ratio for JKS, currently valued at -0.60, compared to the broader market-10.000.0010.0020.0030.00-0.60-1.06
JKS
RUN

The current JKS Sharpe Ratio is -0.19, which is higher than the RUN Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of JKS and RUN, 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-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.19
-0.38
JKS
RUN

Dividends

JKS vs. RUN - Dividend Comparison

JKS's dividend yield for the trailing twelve months is around 6.37%, while RUN has not paid dividends to shareholders.


TTM20242023
JKS
JinkoSolar Holding Co., Ltd.
6.37%6.02%4.06%
RUN
Sunrun Inc.
0.00%0.00%0.00%

Drawdowns

JKS vs. RUN - Drawdown Comparison

The maximum JKS drawdown since its inception was -94.84%, roughly equal to the maximum RUN drawdown of -90.84%. Use the drawdown chart below to compare losses from any high point for JKS and RUN. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-69.63%
-90.10%
JKS
RUN

Volatility

JKS vs. RUN - Volatility Comparison

The current volatility for JinkoSolar Holding Co., Ltd. (JKS) is 17.42%, while Sunrun Inc. (RUN) has a volatility of 20.82%. This indicates that JKS experiences smaller price fluctuations and is considered to be less risky than RUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%AugustSeptemberOctoberNovemberDecember2025
17.42%
20.82%
JKS
RUN

Financials

JKS vs. RUN - Financials Comparison

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

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