JKS vs. VTI
JKS (JinkoSolar Holding Co., Ltd.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, JKS returned 1.57%/yr vs 15.31%/yr for VTI. At a 0.38 correlation, their price movements are largely independent.
Performance
JKS vs. VTI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JKS achieves a -24.55% return, which is significantly lower than VTI's 10.35% return. Over the past 10 years, JKS has underperformed VTI with an annualized return of 1.57%, while VTI has yielded a comparatively higher 15.31% annualized return.
JKS
- 1D
- 0.28%
- 1M
- -14.85%
- YTD
- -24.55%
- 6M
- -30.82%
- 1Y
- 4.60%
- 3Y*
- -17.78%
- 5Y*
- -9.41%
- 10Y*
- 1.57%
VTI
- 1D
- -0.32%
- 1M
- 0.55%
- YTD
- 10.35%
- 6M
- 9.59%
- 1Y
- 27.18%
- 3Y*
- 21.19%
- 5Y*
- 12.36%
- 10Y*
- 15.31%
JKS vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JKS JinkoSolar Holding Co., Ltd. | -24.55% | 10.30% | -27.15% | -5.56% | -11.05% | -25.72% | 175.10% | 127.40% | -58.88% | 57.91% |
VTI Vanguard Total Stock Market ETF | 10.35% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between JKS and VTI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 14, 2010 | 0.38 |
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. 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.
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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.38 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 3.06 | -2.95 |
| Martin ratioReturn relative to average drawdown | 0.28 | 13.68 | -13.40 |
Loading charts...
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.
Loading charts...
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 | -42.90% | -8.92% | -33.98% |
Max Drawdown (3Y)Largest decline over 3 years | -65.85% | -19.30% | -46.55% |
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 | -73.26% | -1.48% | -71.78% |
Average DrawdownAverage peak-to-trough decline | -51.93% | -8.01% | -43.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.42% | 1.99% | +14.43% |
Volatility
JKS vs. VTI - Volatility Comparison
JinkoSolar Holding Co., Ltd. (JKS) has a higher volatility of 18.20% compared to Vanguard Total Stock Market ETF (VTI) at 4.74%. 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.
Loading charts...
Volatility by Period
| JKS | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.20% | 4.74% | +13.46% |
Volatility (6M)Calculated over the trailing 6-month period | 43.86% | 9.96% | +33.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.01% | 12.76% | +49.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.42% | 17.49% | +52.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.95% | 18.35% | +52.60% |
Dividends
JKS vs. VTI - Dividend Comparison
JKS's dividend yield for the trailing twelve months is around 15.58%, more than VTI's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JKS JinkoSolar Holding Co., Ltd. | 15.58% | 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 | 1.02% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
JKS and VTI have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JKS has higher volatility (18.20%) compared to VTI (4.74%). In terms of maximum drawdown, JKS dropped -94.84% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.14 vs 0.07), 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 VTI
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