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 0.77%/yr vs 14.67%/yr for VTI. At a 0.38 correlation, their price movements are largely independent.
Performance
JKS vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, JKS achieves a -35.97% return, which is significantly lower than VTI's 10.96% return. Over the past 10 years, JKS has underperformed VTI with an annualized return of 0.77%, while VTI has yielded a comparatively higher 14.67% annualized return.
JKS
- 1D
- -3.30%
- 1M
- -16.15%
- 6M
- -43.36%
- YTD
- -35.97%
- 1Y
- -32.30%
- 3Y*
- -23.09%
- 5Y*
- -18.93%
- 10Y*
- 0.77%
VTI
- 1D
- -0.78%
- 1M
- 1.22%
- 6M
- 8.45%
- YTD
- 10.96%
- 1Y
- 21.85%
- 3Y*
- 19.76%
- 5Y*
- 12.01%
- 10Y*
- 14.67%
JKS vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JKS JinkoSolar Holding Co., Ltd. | -35.97% | 10.30% | -27.15% | -5.56% | -11.05% | -25.72% | 175.10% | 127.40% | -58.88% | 57.91% |
VTI Vanguard Total Stock Market ETF | 10.96% | 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 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
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 |
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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.
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 | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.31 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 2.46 | -3.17 |
| Martin ratioReturn relative to average drawdown | -1.68 | 10.78 | -12.45 |
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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 | -45.96% | -8.92% | -37.04% |
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 | -77.31% | -0.94% | -76.37% |
Average DrawdownAverage peak-to-trough decline | -52.01% | -8.00% | -44.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.27% | 2.03% | +17.24% |
Volatility
JKS vs. VTI - Volatility Comparison
JinkoSolar Holding Co., Ltd. (JKS) has a higher volatility of 14.46% compared to Vanguard Total Stock Market ETF (VTI) at 4.08%. 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 | 14.46% | 4.08% | +10.38% |
Volatility (6M)Calculated over the trailing 6-month period | 43.46% | 10.13% | +33.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.48% | 12.85% | +47.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.94% | 17.51% | +51.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.98% | 18.29% | +52.69% |
Dividends
JKS vs. VTI - Dividend Comparison
JKS's dividend yield for the trailing twelve months is around 9.84%, more than VTI's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JKS JinkoSolar Holding Co., Ltd. | 9.84% | 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 | 1.05% | 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 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JKS has higher volatility (14.46%) compared to VTI (4.08%). In terms of maximum drawdown, JKS dropped -94.84% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.71 vs -0.54), 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.
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