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JKS vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between JKS and ^GSPC is 0.36, 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.


Performance

JKS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JinkoSolar Holding Co., Ltd. (JKS) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JKS:

-0.21

^GSPC:

0.64

Sortino Ratio

JKS:

0.10

^GSPC:

1.09

Omega Ratio

JKS:

1.01

^GSPC:

1.16

Calmar Ratio

JKS:

-0.26

^GSPC:

0.72

Martin Ratio

JKS:

-0.68

^GSPC:

2.74

Ulcer Index

JKS:

31.50%

^GSPC:

4.95%

Daily Std Dev

JKS:

76.85%

^GSPC:

19.62%

Max Drawdown

JKS:

-94.84%

^GSPC:

-56.78%

Current Drawdown

JKS:

-75.09%

^GSPC:

-3.02%

Returns By Period

In the year-to-date period, JKS achieves a -22.45% return, which is significantly lower than ^GSPC's 1.30% return. Over the past 10 years, JKS has underperformed ^GSPC with an annualized return of -2.35%, while ^GSPC has yielded a comparatively higher 10.87% annualized return.


JKS

YTD

-22.45%

1M

22.37%

6M

-7.65%

1Y

-15.81%

5Y*

8.49%

10Y*

-2.35%

^GSPC

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

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Risk-Adjusted Performance

JKS vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JKS
The Risk-Adjusted Performance Rank of JKS is 3737
Overall Rank
The Sharpe Ratio Rank of JKS is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of JKS is 3939
Sortino Ratio Rank
The Omega Ratio Rank of JKS is 3838
Omega Ratio Rank
The Calmar Ratio Rank of JKS is 3333
Calmar Ratio Rank
The Martin Ratio Rank of JKS is 3636
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7676
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JKS vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JinkoSolar Holding Co., Ltd. (JKS) and S&P 500 (^GSPC). 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.


The current JKS Sharpe Ratio is -0.21, which is lower than the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of JKS and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

JKS vs. ^GSPC - Drawdown Comparison

The maximum JKS drawdown since its inception was -94.84%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for JKS and ^GSPC. For additional features, visit the drawdowns tool.


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Volatility

JKS vs. ^GSPC - Volatility Comparison

JinkoSolar Holding Co., Ltd. (JKS) has a higher volatility of 9.57% compared to S&P 500 (^GSPC) at 5.42%. This indicates that JKS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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