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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.

-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-24.60%
11.78%
RUN
JKS

Key characteristics

Sharpe Ratio

RUN:

-0.53

JKS:

-0.27

Sortino Ratio

RUN:

-0.38

JKS:

0.10

Omega Ratio

RUN:

0.95

JKS:

1.01

Calmar Ratio

RUN:

-0.50

JKS:

-0.26

Martin Ratio

RUN:

-1.32

JKS:

-0.59

Ulcer Index

RUN:

34.51%

JKS:

34.66%

Daily Std Dev

RUN:

85.17%

JKS:

75.33%

Max Drawdown

RUN:

-90.84%

JKS:

-94.84%

Current Drawdown

RUN:

-89.77%

JKS:

-69.29%

Fundamentals

Market Cap

RUN:

$2.26B

JKS:

$1.31B

EPS

RUN:

-$1.75

JKS:

$0.75

PEG Ratio

RUN:

0.45

JKS:

0.26

Total Revenue (TTM)

RUN:

$2.04B

JKS:

$104.44B

Gross Profit (TTM)

RUN:

$228.66M

JKS:

$13.36B

EBITDA (TTM)

RUN:

-$42.21M

JKS:

$6.11B

Returns By Period

In the year-to-date period, RUN achieves a -49.72% return, which is significantly lower than JKS's -30.37% return.


RUN

YTD

-49.72%

1M

-3.24%

6M

-24.60%

1Y

-49.10%

5Y*

-7.25%

10Y*

N/A

JKS

YTD

-30.37%

1M

6.20%

6M

11.79%

1Y

-26.90%

5Y*

4.09%

10Y*

3.54%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 -0.53, compared to the broader market-4.00-2.000.002.00-0.53-0.27
The chart of Sortino ratio for RUN, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.00-0.380.10
The chart of Omega ratio for RUN, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.01
The chart of Calmar ratio for RUN, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.50-0.26
The chart of Martin ratio for RUN, currently valued at -1.32, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.32-0.59
RUN
JKS

The current RUN Sharpe Ratio is -0.53, which is lower than the JKS Sharpe Ratio of -0.27. 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.53
-0.27
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 6.30%.


TTM2023
RUN
Sunrun Inc.
0.00%0.00%
JKS
JinkoSolar Holding Co., Ltd.
6.30%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%JulyAugustSeptemberOctoberNovemberDecember
-89.77%
-69.29%
RUN
JKS

Volatility

RUN vs. JKS - Volatility Comparison

Sunrun Inc. (RUN) and JinkoSolar Holding Co., Ltd. (JKS) have volatilities of 19.99% and 20.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%JulyAugustSeptemberOctoberNovemberDecember
19.99%
20.67%
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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