JKS vs. RUN
JKS (JinkoSolar Holding Co., Ltd.) and RUN (Sunrun Inc.) are both stocks. Both operate in the Solar industry within the Technology sector. Over the past 10 years, JKS returned 0.41%/yr vs 6.97%/yr for RUN. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
JKS vs. RUN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JKS achieves a -36.43% return, which is significantly higher than RUN's -46.68% return. Over the past 10 years, JKS has underperformed RUN with an annualized return of 0.41%, while RUN has yielded a comparatively higher 6.97% annualized return.
JKS
- 1D
- 2.02%
- 1M
- -4.42%
- 6M
- -35.98%
- YTD
- -36.43%
- 1Y
- -23.76%
- 3Y*
- -21.68%
- 5Y*
- -18.21%
- 10Y*
- 0.41%
- ALL TIME*
- 3.67%
RUN
- 1D
- 3.05%
- 1M
- -23.00%
- 6M
- -48.37%
- YTD
- -46.68%
- 1Y
- -0.41%
- 3Y*
- -19.99%
- 5Y*
- -28.63%
- 10Y*
- 6.97%
- ALL TIME*
- -2.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.45M | $9.86M | $15.11M | |
RUN Sunrun Inc. | $95.39M | $113.39M | $130.32M |
JKS vs. RUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JKS JinkoSolar Holding Co., Ltd. | -36.43% | 10.30% | -27.15% | -5.56% | -11.05% | -25.72% | 175.10% | 127.40% | -58.88% | 57.91% |
RUN Sunrun Inc. | -46.68% | 98.92% | -52.88% | -18.28% | -29.97% | -50.56% | 402.39% | 26.81% | 84.58% | 11.11% |
Correlation
The correlation between JKS and RUN is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2015 | 0.48 |
The correlation between JKS and RUN has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.
Fundamentals
JKS:
$198.22M
RUN:
$2.34B
JKS:
-CN¥272.00
RUN:
$2.10
JKS:
0.02
RUN:
0.84
JKS:
0.08
RUN:
0.80
JKS:
CN¥63.49B
RUN:
$3.17B
JKS:
CN¥2.78B
RUN:
$746.75M
JKS:
-CN¥5.29B
RUN:
$544.21M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JKS vs. RUN — Risk / Return Rank
JKS
RUN
JKS vs. RUN - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JKS | RUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.08 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | -0.08 | -0.44 |
| Martin ratioReturn relative to average drawdown | -1.16 | -0.16 | -1.00 |
Loading charts...
Drawdowns
JKS vs. RUN - Drawdown Comparison
The maximum JKS drawdown since its inception was -94.84%, roughly equal to the maximum RUN drawdown of -94.13%. Use the drawdown chart below to compare losses from any high point for JKS and RUN.
Loading charts...
Drawdown Indicators
| JKS | RUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.84% | -94.13% | -0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -48.33% | -55.77% | +7.44% |
Max Drawdown (3Y)Largest decline over 3 years | -59.91% | -73.65% | +13.74% |
Max Drawdown (5Y)Largest decline over 5 years | -79.24% | -90.34% | +11.10% |
Max Drawdown (10Y)Largest decline over 10 years | -82.09% | -94.13% | +12.04% |
Current DrawdownCurrent decline from peak | -77.47% | -89.83% | +12.36% |
Average DrawdownAverage peak-to-trough decline | -52.10% | -54.99% | +2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.75% | 27.38% | -5.63% |
Volatility
JKS vs. RUN - Volatility Comparison
The current volatility for JinkoSolar Holding Co., Ltd. (JKS) is 11.89%, while Sunrun Inc. (RUN) has a volatility of 13.32%. 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.
Loading charts...
Volatility by Period
| JKS | RUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.89% | 13.32% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 40.46% | 65.29% | -24.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.63% | 91.45% | -30.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.93% | 90.64% | -22.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.98% | 78.45% | -7.47% |
Dividends
JKS vs. RUN - Dividend Comparison
JKS's dividend yield for the trailing twelve months is around 9.91%, while RUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JKS JinkoSolar Holding Co., Ltd. | 9.91% | 5.04% | 6.02% | 4.06% |
RUN Sunrun Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
JKS vs. RUN - Profitability Comparison
JKS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, JinkoSolar Holding Co., Ltd. reported a gross profit of 1.02B and revenue of 12.25B. Therefore, the gross margin over that period was 8.3%.
RUN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sunrun Inc. reported a gross profit of 0.00 and revenue of 722.23M. Therefore, the gross margin over that period was 0.0%.
JKS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, JinkoSolar Holding Co., Ltd. reported an operating income of -256.25M and revenue of 12.25B, resulting in an operating margin of -2.1%.
RUN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sunrun Inc. reported an operating income of -43.51M and revenue of 722.23M, resulting in an operating margin of -6.0%.
JKS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, JinkoSolar Holding Co., Ltd. reported a net income of -463.51M and revenue of 12.25B, resulting in a net margin of -3.8%.
RUN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sunrun Inc. reported a net income of 167.64M and revenue of 722.23M, resulting in a net margin of 23.2%.
Frequently Asked Questions
JKS and RUN have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RUN has higher volatility (13.32%) compared to JKS (11.89%). In terms of maximum drawdown, JKS dropped -94.84% vs RUN's -94.13%.
RUN currently has the higher Sharpe Ratio (-0.05 vs -0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for JKS and RUN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer