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

Correlation

The correlation between VOD and JKS is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

VOD vs. JKS - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
7.76%
81.18%
VOD
JKS

Key characteristics

Sharpe Ratio

VOD:

0.60

JKS:

-0.21

Sortino Ratio

VOD:

0.95

JKS:

0.23

Omega Ratio

VOD:

1.13

JKS:

1.03

Calmar Ratio

VOD:

0.26

JKS:

-0.20

Martin Ratio

VOD:

1.70

JKS:

-0.56

Ulcer Index

VOD:

9.60%

JKS:

29.63%

Daily Std Dev

VOD:

27.31%

JKS:

77.97%

Max Drawdown

VOD:

-79.34%

JKS:

-94.84%

Current Drawdown

VOD:

-55.62%

JKS:

-77.21%

Fundamentals

Market Cap

VOD:

$23.33B

JKS:

$870.83M

EPS

VOD:

$0.99

JKS:

-$0.69

PEG Ratio

VOD:

0.61

JKS:

0.26

PS Ratio

VOD:

0.63

JKS:

0.01

PB Ratio

VOD:

0.34

JKS:

0.31

Total Revenue (TTM)

VOD:

$40.42B

JKS:

$48.56B

Gross Profit (TTM)

VOD:

$14.35B

JKS:

$6.53B

EBITDA (TTM)

VOD:

$12.94B

JKS:

$1.99B

Returns By Period

In the year-to-date period, VOD achieves a 10.13% return, which is significantly higher than JKS's -29.08% return. Over the past 10 years, VOD has underperformed JKS with an annualized return of -6.32%, while JKS has yielded a comparatively higher -3.75% annualized return.


VOD

YTD

10.13%

1M

-0.11%

6M

1.40%

1Y

17.24%

5Y*

-0.34%

10Y*

-6.32%

JKS

YTD

-29.08%

1M

-12.14%

6M

-24.91%

1Y

-20.93%

5Y*

4.95%

10Y*

-3.75%

*Annualized

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Risk-Adjusted Performance

VOD vs. JKS — Risk-Adjusted Performance Rank

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

VOD
The Risk-Adjusted Performance Rank of VOD is 6969
Overall Rank
The Sharpe Ratio Rank of VOD is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VOD is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VOD is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VOD is 7272
Martin Ratio Rank

JKS
The Risk-Adjusted Performance Rank of JKS is 4242
Overall Rank
The Sharpe Ratio Rank of JKS is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of JKS is 4444
Sortino Ratio Rank
The Omega Ratio Rank of JKS is 4343
Omega Ratio Rank
The Calmar Ratio Rank of JKS is 4040
Calmar Ratio Rank
The Martin Ratio Rank of JKS is 4242
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.

VOD vs. JKS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vodafone Group Plc (VOD) 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.


The chart of Sharpe ratio for VOD, currently valued at 0.60, compared to the broader market-2.00-1.000.001.002.003.00
VOD: 0.60
JKS: -0.21
The chart of Sortino ratio for VOD, currently valued at 0.95, compared to the broader market-6.00-4.00-2.000.002.004.00
VOD: 0.95
JKS: 0.23
The chart of Omega ratio for VOD, currently valued at 1.13, compared to the broader market0.501.001.502.00
VOD: 1.13
JKS: 1.03
The chart of Calmar ratio for VOD, currently valued at 0.26, compared to the broader market0.001.002.003.004.005.00
VOD: 0.26
JKS: -0.20
The chart of Martin ratio for VOD, currently valued at 1.70, compared to the broader market-5.000.005.0010.0015.0020.00
VOD: 1.70
JKS: -0.56

The current VOD Sharpe Ratio is 0.60, which is higher than the JKS Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of VOD 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.60
-0.21
VOD
JKS

Dividends

VOD vs. JKS - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 7.60%, less than JKS's 8.49% yield.


TTM20242023202220212020201920182017201620152014
VOD
Vodafone Group Plc
7.60%8.37%11.14%9.27%7.12%6.18%4.97%9.18%5.29%9.16%5.40%19.75%
JKS
JinkoSolar Holding Co., Ltd.
8.49%6.02%4.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VOD vs. JKS - Drawdown Comparison

The maximum VOD drawdown since its inception was -79.34%, smaller than the maximum JKS drawdown of -94.84%. Use the drawdown chart below to compare losses from any high point for VOD and JKS. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%NovemberDecember2025FebruaryMarchApril
-55.62%
-77.21%
VOD
JKS

Volatility

VOD vs. JKS - Volatility Comparison

The current volatility for Vodafone Group Plc (VOD) is 13.94%, while JinkoSolar Holding Co., Ltd. (JKS) has a volatility of 26.49%. This indicates that VOD experiences smaller price fluctuations and is considered to be less risky than JKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
13.94%
26.49%
VOD
JKS

Financials

VOD vs. JKS - Financials Comparison

This section allows you to compare key financial metrics between Vodafone Group Plc 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