JKS vs. VTI
Compare and contrast key facts about JinkoSolar Holding Co., Ltd. (JKS) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
JKS vs. VTI - Performance Comparison
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JKS vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JKS JinkoSolar Holding Co., Ltd. | -1.47% | 10.30% | -27.15% | -5.56% | -11.05% | -25.72% | 175.10% | 127.40% | -58.88% | 57.91% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, JKS achieves a -1.47% return, which is significantly higher than VTI's -3.29% return. Over the past 10 years, JKS has underperformed VTI with an annualized return of 4.23%, while VTI has yielded a comparatively higher 13.69% annualized return.
JKS
- 1D
- 0.08%
- 1M
- -1.59%
- YTD
- -1.47%
- 6M
- 0.71%
- 1Y
- 46.19%
- 3Y*
- -15.70%
- 5Y*
- -6.40%
- 10Y*
- 4.23%
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
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Return for Risk
JKS vs. VTI — Risk / Return Rank
JKS
VTI
JKS vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JinkoSolar Holding Co., Ltd. (JKS) and Vanguard Total Stock Market ETF (VTI). 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.
| JKS | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.98 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.52 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.54 | +0.24 |
Martin ratioReturn relative to average drawdown | 4.09 | 7.30 | -3.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JKS | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.98 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.61 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.75 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.48 | -0.39 |
Correlation
The correlation between JKS and VTI is 0.38, 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.
Dividends
JKS vs. VTI - Dividend Comparison
JKS's dividend yield for the trailing twelve months is around 5.11%, more than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JKS JinkoSolar Holding Co., Ltd. | 5.11% | 5.04% | 6.02% | 4.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
JKS vs. VTI - Drawdown Comparison
The maximum JKS drawdown since its inception was -94.84%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for JKS and VTI.
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Drawdown Indicators
| JKS | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.84% | -55.45% | -39.39% |
Max Drawdown (1Y)Largest decline over 1 year | -25.26% | -12.30% | -12.96% |
Max Drawdown (5Y)Largest decline over 5 years | -79.24% | -25.36% | -53.88% |
Max Drawdown (10Y)Largest decline over 10 years | -82.09% | -35.00% | -47.09% |
Current DrawdownCurrent decline from peak | -65.09% | -5.54% | -59.55% |
Average DrawdownAverage peak-to-trough decline | -51.70% | -8.08% | -43.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.05% | 2.60% | +8.45% |
Volatility
JKS vs. VTI - Volatility Comparison
JinkoSolar Holding Co., Ltd. (JKS) has a higher volatility of 14.26% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. This indicates that JKS's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JKS | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.26% | 5.48% | +8.78% |
Volatility (6M)Calculated over the trailing 6-month period | 45.75% | 9.75% | +36.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.63% | 19.02% | +41.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.64% | 17.41% | +53.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.52% | 18.29% | +52.23% |