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

Correlation

The correlation between JKS and VOD is 0.22, 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.


-0.50.00.51.00.2

Performance

JKS vs. VOD - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
144.18%
-3.31%
JKS
VOD

Key characteristics

Sharpe Ratio

JKS:

-0.27

VOD:

0.28

Sortino Ratio

JKS:

0.10

VOD:

0.56

Omega Ratio

JKS:

1.01

VOD:

1.07

Calmar Ratio

JKS:

-0.26

VOD:

0.11

Martin Ratio

JKS:

-0.59

VOD:

1.06

Ulcer Index

JKS:

34.66%

VOD:

6.81%

Daily Std Dev

JKS:

75.33%

VOD:

25.78%

Max Drawdown

JKS:

-94.84%

VOD:

-79.34%

Current Drawdown

JKS:

-69.29%

VOD:

-60.18%

Fundamentals

Market Cap

JKS:

$1.31B

VOD:

$22.67B

EPS

JKS:

$0.75

VOD:

$0.92

PE Ratio

JKS:

35.41

VOD:

9.38

PEG Ratio

JKS:

0.26

VOD:

0.61

Total Revenue (TTM)

JKS:

$104.44B

VOD:

$33.17B

Gross Profit (TTM)

JKS:

$13.36B

VOD:

$11.79B

EBITDA (TTM)

JKS:

$6.11B

VOD:

$12.19B

Returns By Period

In the year-to-date period, JKS achieves a -30.37% return, which is significantly lower than VOD's 4.24% return. Over the past 10 years, JKS has outperformed VOD with an annualized return of 3.54%, while VOD has yielded a comparatively lower -7.07% annualized return.


JKS

YTD

-30.37%

1M

6.20%

6M

11.79%

1Y

-26.90%

5Y*

4.09%

10Y*

3.54%

VOD

YTD

4.24%

1M

-2.42%

6M

-4.68%

1Y

3.88%

5Y*

-8.83%

10Y*

-7.07%

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Risk-Adjusted Performance

JKS vs. VOD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JinkoSolar Holding Co., Ltd. (JKS) and Vodafone Group Plc (VOD). 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-4.00-2.000.002.00-0.270.28
The chart of Sortino ratio for JKS, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.100.56
The chart of Omega ratio for JKS, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.07
The chart of Calmar ratio for JKS, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.260.11
The chart of Martin ratio for JKS, currently valued at -0.59, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.591.06
JKS
VOD

The current JKS Sharpe Ratio is -0.27, which is lower than the VOD Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of JKS and VOD, 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
0.28
JKS
VOD

Dividends

JKS vs. VOD - Dividend Comparison

JKS's dividend yield for the trailing twelve months is around 6.30%, less than VOD's 8.47% yield.


TTM20232022202120202019201820172016201520142013
JKS
JinkoSolar Holding Co., Ltd.
6.30%4.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOD
Vodafone Group Plc
8.47%11.14%9.27%7.12%6.18%4.97%9.18%5.29%9.16%5.40%19.75%3.34%

Drawdowns

JKS vs. VOD - Drawdown Comparison

The maximum JKS drawdown since its inception was -94.84%, which is greater than VOD's maximum drawdown of -79.34%. Use the drawdown chart below to compare losses from any high point for JKS and VOD. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%JulyAugustSeptemberOctoberNovemberDecember
-69.29%
-60.18%
JKS
VOD

Volatility

JKS vs. VOD - Volatility Comparison

JinkoSolar Holding Co., Ltd. (JKS) has a higher volatility of 20.67% compared to Vodafone Group Plc (VOD) at 6.74%. This indicates that JKS's price experiences larger fluctuations and is considered to be riskier than VOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
20.67%
6.74%
JKS
VOD

Financials

JKS vs. VOD - Financials Comparison

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