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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.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
13.67%
-8.36%
JKS
RUN

Key characteristics

Sharpe Ratio

JKS:

-0.27

RUN:

-0.53

Sortino Ratio

JKS:

0.10

RUN:

-0.38

Omega Ratio

JKS:

1.01

RUN:

0.95

Calmar Ratio

JKS:

-0.26

RUN:

-0.50

Martin Ratio

JKS:

-0.59

RUN:

-1.32

Ulcer Index

JKS:

34.66%

RUN:

34.51%

Daily Std Dev

JKS:

75.33%

RUN:

85.17%

Max Drawdown

JKS:

-94.84%

RUN:

-90.84%

Current Drawdown

JKS:

-69.29%

RUN:

-89.77%

Fundamentals

Market Cap

JKS:

$1.31B

RUN:

$2.26B

EPS

JKS:

$0.75

RUN:

-$1.75

PEG Ratio

JKS:

0.26

RUN:

0.45

Total Revenue (TTM)

JKS:

$104.44B

RUN:

$2.04B

Gross Profit (TTM)

JKS:

$13.36B

RUN:

$228.66M

EBITDA (TTM)

JKS:

$6.11B

RUN:

-$42.21M

Returns By Period

In the year-to-date period, JKS achieves a -30.37% return, which is significantly higher than RUN's -49.72% return.


JKS

YTD

-30.37%

1M

6.20%

6M

11.79%

1Y

-26.90%

5Y*

4.09%

10Y*

3.54%

RUN

YTD

-49.72%

1M

-3.24%

6M

-24.60%

1Y

-49.10%

5Y*

-7.25%

10Y*

N/A

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 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 -0.27, compared to the broader market-4.00-2.000.002.00-0.27-0.53
The chart of Sortino ratio for JKS, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.10-0.38
The chart of Omega ratio for JKS, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.95
The chart of Calmar ratio for JKS, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26-0.50
The chart of Martin ratio for JKS, currently valued at -0.59, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.59-1.32
JKS
RUN

The current JKS Sharpe Ratio is -0.27, which is higher than the RUN Sharpe Ratio of -0.53. 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.27
-0.53
JKS
RUN

Dividends

JKS vs. RUN - Dividend Comparison

JKS's dividend yield for the trailing twelve months is around 6.30%, while RUN has not paid dividends to shareholders.


TTM2023
JKS
JinkoSolar Holding Co., Ltd.
6.30%4.06%
RUN
Sunrun Inc.
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%JulyAugustSeptemberOctoberNovemberDecember
-69.29%
-89.77%
JKS
RUN

Volatility

JKS vs. RUN - Volatility Comparison

JinkoSolar Holding Co., Ltd. (JKS) and Sunrun Inc. (RUN) have volatilities of 20.67% and 19.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%JulyAugustSeptemberOctoberNovemberDecember
20.67%
19.99%
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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