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

Correlation

The correlation between RUN and JKS is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

RUN vs. JKS - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember2025
-12.35%
1.45%
RUN
JKS

Key characteristics

Sharpe Ratio

RUN:

-0.36

JKS:

-0.24

Sortino Ratio

RUN:

0.01

JKS:

0.16

Omega Ratio

RUN:

1.00

JKS:

1.02

Calmar Ratio

RUN:

-0.34

JKS:

-0.24

Martin Ratio

RUN:

-0.98

JKS:

-0.76

Ulcer Index

RUN:

31.16%

JKS:

24.33%

Daily Std Dev

RUN:

85.10%

JKS:

76.05%

Max Drawdown

RUN:

-90.84%

JKS:

-94.84%

Current Drawdown

RUN:

-90.22%

JKS:

-72.60%

Fundamentals

Market Cap

RUN:

$2.14B

JKS:

$1.05B

EPS

RUN:

-$1.73

JKS:

$0.68

PEG Ratio

RUN:

0.45

JKS:

0.26

Total Revenue (TTM)

RUN:

$1.52B

JKS:

$81.39B

Gross Profit (TTM)

RUN:

$194.66M

JKS:

$10.62B

EBITDA (TTM)

RUN:

$149.24M

JKS:

$4.40B

Returns By Period

In the year-to-date period, RUN achieves a 2.05% return, which is significantly higher than JKS's -14.70% return.


RUN

YTD

2.05%

1M

3.17%

6M

-44.31%

1Y

-28.54%

5Y*

-11.31%

10Y*

N/A

JKS

YTD

-14.70%

1M

-16.61%

6M

9.63%

1Y

-19.65%

5Y*

1.00%

10Y*

3.82%

*Annualized

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Risk-Adjusted Performance

RUN vs. JKS — Risk-Adjusted Performance Rank

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

RUN
The Risk-Adjusted Performance Rank of RUN is 2828
Overall Rank
The Sharpe Ratio Rank of RUN is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of RUN is 3232
Sortino Ratio Rank
The Omega Ratio Rank of RUN is 3232
Omega Ratio Rank
The Calmar Ratio Rank of RUN is 2626
Calmar Ratio Rank
The Martin Ratio Rank of RUN is 2323
Martin Ratio Rank

JKS
The Risk-Adjusted Performance Rank of JKS is 3434
Overall Rank
The Sharpe Ratio Rank of JKS is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of JKS is 3737
Sortino Ratio Rank
The Omega Ratio Rank of JKS is 3636
Omega Ratio Rank
The Calmar Ratio Rank of JKS is 3232
Calmar Ratio Rank
The Martin Ratio Rank of JKS is 3030
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.

RUN vs. JKS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunrun Inc. (RUN) and JinkoSolar Holding Co., Ltd. (JKS). 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 RUN, currently valued at -0.36, compared to the broader market-2.000.002.004.00-0.36-0.24
The chart of Sortino ratio for RUN, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.010.16
The chart of Omega ratio for RUN, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.02
The chart of Calmar ratio for RUN, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34-0.24
The chart of Martin ratio for RUN, currently valued at -0.98, compared to the broader market-10.000.0010.0020.0030.00-0.98-0.76
RUN
JKS

The current RUN Sharpe Ratio is -0.36, which is lower than the JKS Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of RUN and JKS, 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-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.36
-0.24
RUN
JKS

Dividends

RUN vs. JKS - Dividend Comparison

RUN has not paid dividends to shareholders, while JKS's dividend yield for the trailing twelve months is around 7.06%.


TTM20242023
RUN
Sunrun Inc.
0.00%0.00%0.00%
JKS
JinkoSolar Holding Co., Ltd.
7.06%6.02%4.06%

Drawdowns

RUN vs. JKS - Drawdown Comparison

The maximum RUN drawdown since its inception was -90.84%, roughly equal to the maximum JKS drawdown of -94.84%. Use the drawdown chart below to compare losses from any high point for RUN and JKS. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-90.22%
-72.60%
RUN
JKS

Volatility

RUN vs. JKS - Volatility Comparison

Sunrun Inc. (RUN) has a higher volatility of 20.82% compared to JinkoSolar Holding Co., Ltd. (JKS) at 19.53%. This indicates that RUN's price experiences larger fluctuations and is considered to be riskier than JKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%AugustSeptemberOctoberNovemberDecember2025
20.82%
19.53%
RUN
JKS

Financials

RUN vs. JKS - Financials Comparison

This section allows you to compare key financial metrics between Sunrun Inc. and JinkoSolar Holding Co., Ltd.. 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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