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RUN vs. JKS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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RUN vs. JKS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RUN
Sunrun Inc.
-26.30%98.92%-52.88%-18.28%-29.97%-50.56%402.39%26.81%84.58%11.11%
JKS
JinkoSolar Holding Co., Ltd.
-1.55%10.30%-27.15%-5.56%-11.05%-25.72%175.10%127.40%-58.88%57.91%

Fundamentals

Market Cap

RUN:

$3.68B

JKS:

$332.60M

EPS

RUN:

$1.69

JKS:

-$192.74

PS Ratio

RUN:

1.22

JKS:

0.00

PB Ratio

RUN:

1.17

JKS:

0.02

Total Revenue (TTM)

RUN:

$2.96B

JKS:

$75.16B

Gross Profit (TTM)

RUN:

-$292.10M

JKS:

$5.47B

EBITDA (TTM)

RUN:

-$126.13M

JKS:

-$3.84B

Returns By Period

In the year-to-date period, RUN achieves a -26.30% return, which is significantly lower than JKS's -1.55% return. Over the past 10 years, RUN has outperformed JKS with an annualized return of 7.73%, while JKS has yielded a comparatively lower 4.22% annualized return.


RUN

1D
11.70%
1M
2.34%
YTD
-26.30%
6M
-21.57%
1Y
131.40%
3Y*
-12.37%
5Y*
-25.51%
10Y*
7.73%

JKS

1D
5.35%
1M
0.47%
YTD
-1.55%
6M
5.74%
1Y
45.05%
3Y*
-15.72%
5Y*
-6.42%
10Y*
4.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RUN vs. JKS — Risk / Return Rank

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

RUN
RUN Risk / Return Rank: 8080
Overall Rank
RUN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RUN Sortino Ratio Rank: 7878
Sortino Ratio Rank
RUN Omega Ratio Rank: 8282
Omega Ratio Rank
RUN Calmar Ratio Rank: 8181
Calmar Ratio Rank
RUN Martin Ratio Rank: 8181
Martin Ratio Rank

JKS
JKS Risk / Return Rank: 6868
Overall Rank
JKS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
JKS Sortino Ratio Rank: 6767
Sortino Ratio Rank
JKS Omega Ratio Rank: 6464
Omega Ratio Rank
JKS Calmar Ratio Rank: 7272
Calmar Ratio Rank
JKS Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RUN vs. JKS - Risk-Adjusted Trends 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.


RUNJKSDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.75

+0.38

Sortino ratio

Return per unit of downside risk

1.94

1.41

+0.52

Omega ratio

Gain probability vs. loss probability

1.29

1.18

+0.11

Calmar ratio

Return relative to maximum drawdown

2.33

1.49

+0.84

Martin ratio

Return relative to average drawdown

6.07

3.45

+2.63

RUN vs. JKS - Sharpe Ratio Comparison

The current RUN Sharpe Ratio is 1.12, which is higher than the JKS Sharpe Ratio of 0.75. 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.


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Sharpe Ratios by Period


RUNJKSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.75

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

-0.09

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.06

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.09

-0.06

Correlation

The correlation between RUN and JKS is 0.48, 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.


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 5.12%.


TTM202520242023
RUN
Sunrun Inc.
0.00%0.00%0.00%0.00%
JKS
JinkoSolar Holding Co., Ltd.
5.12%5.04%6.02%4.06%

Drawdowns

RUN vs. JKS - Drawdown Comparison

The maximum RUN drawdown since its inception was -94.13%, 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.


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Drawdown Indicators


RUNJKSDifference

Max Drawdown

Largest peak-to-trough decline

-94.13%

-94.84%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-55.02%

-25.26%

-29.76%

Max Drawdown (5Y)

Largest decline over 5 years

-90.42%

-79.24%

-11.18%

Max Drawdown (10Y)

Largest decline over 10 years

-94.13%

-82.09%

-12.04%

Current Drawdown

Current decline from peak

-85.95%

-65.12%

-20.83%

Average Drawdown

Average peak-to-trough decline

-53.71%

-51.70%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.12%

11.03%

+10.09%

Volatility

RUN vs. JKS - Volatility Comparison

Sunrun Inc. (RUN) has a higher volatility of 22.90% compared to JinkoSolar Holding Co., Ltd. (JKS) at 16.91%. 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.


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Volatility by Period


RUNJKSDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.90%

16.91%

+5.99%

Volatility (6M)

Calculated over the trailing 6-month period

68.64%

45.76%

+22.88%

Volatility (1Y)

Calculated over the trailing 1-year period

117.59%

60.84%

+56.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.99%

70.65%

+20.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.21%

70.53%

+7.68%

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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.16B
16.16B
(RUN) Total Revenue
(JKS) Total Revenue
Values in USD except per share items

RUN vs. JKS - Profitability Comparison

The chart below illustrates the profitability comparison between Sunrun Inc. and JinkoSolar Holding Co., Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-60.0%-40.0%-20.0%0.0%20.0%40.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
-62.9%
7.3%
Portfolio components
RUN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sunrun Inc. reported a gross profit of -728.63M and revenue of 1.16B. Therefore, the gross margin over that period was -62.9%.

JKS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, JinkoSolar Holding Co., Ltd. reported a gross profit of 1.18B and revenue of 16.16B. Therefore, the gross margin over that period was 7.3%.

RUN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sunrun Inc. reported an operating income of 101.56M and revenue of 1.16B, resulting in an operating margin of 8.8%.

JKS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, JinkoSolar Holding Co., Ltd. reported an operating income of -1.40B and revenue of 16.16B, resulting in an operating margin of -8.7%.

RUN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sunrun Inc. reported a net income of 103.57M and revenue of 1.16B, resulting in a net margin of 8.9%.

JKS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, JinkoSolar Holding Co., Ltd. reported a net income of -749.79M and revenue of 16.16B, resulting in a net margin of -4.6%.