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

Correlation

The correlation between VOD and JKS is 0.22, 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.


-0.50.00.51.00.2

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%JulyAugustSeptemberOctoberNovemberDecember
-3.31%
144.18%
VOD
JKS

Key characteristics

Sharpe Ratio

VOD:

0.28

JKS:

-0.27

Sortino Ratio

VOD:

0.56

JKS:

0.10

Omega Ratio

VOD:

1.07

JKS:

1.01

Calmar Ratio

VOD:

0.11

JKS:

-0.26

Martin Ratio

VOD:

1.06

JKS:

-0.59

Ulcer Index

VOD:

6.81%

JKS:

34.66%

Daily Std Dev

VOD:

25.78%

JKS:

75.33%

Max Drawdown

VOD:

-79.34%

JKS:

-94.84%

Current Drawdown

VOD:

-60.18%

JKS:

-69.29%

Fundamentals

Market Cap

VOD:

$22.67B

JKS:

$1.31B

EPS

VOD:

$0.92

JKS:

$0.75

PE Ratio

VOD:

9.38

JKS:

35.41

PEG Ratio

VOD:

0.61

JKS:

0.26

Total Revenue (TTM)

VOD:

$33.17B

JKS:

$104.44B

Gross Profit (TTM)

VOD:

$11.79B

JKS:

$13.36B

EBITDA (TTM)

VOD:

$12.19B

JKS:

$6.11B

Returns By Period

In the year-to-date period, VOD achieves a 4.24% return, which is significantly higher than JKS's -30.37% return. Over the past 10 years, VOD has underperformed JKS with an annualized return of -7.07%, while JKS has yielded a comparatively higher 3.54% annualized return.


VOD

YTD

4.24%

1M

-2.42%

6M

-4.68%

1Y

3.88%

5Y*

-8.83%

10Y*

-7.07%

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

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.


Sharpe ratio
The chart of Sharpe ratio for VOD, currently valued at 0.28, compared to the broader market-4.00-2.000.002.000.28-0.27
The chart of Sortino ratio for VOD, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.560.10
The chart of Omega ratio for VOD, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.01
The chart of Calmar ratio for VOD, currently valued at 0.11, compared to the broader market0.002.004.006.000.11-0.26
The chart of Martin ratio for VOD, currently valued at 1.06, compared to the broader market-5.000.005.0010.0015.0020.0025.001.06-0.59
VOD
JKS

The current VOD Sharpe Ratio is 0.28, which is higher than the JKS Sharpe Ratio of -0.27. 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.28
-0.27
VOD
JKS

Dividends

VOD vs. JKS - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 8.47%, more than JKS's 6.30% yield.


TTM20232022202120202019201820172016201520142013
VOD
Vodafone Group Plc
8.47%11.14%9.27%7.12%6.18%4.97%9.18%5.29%9.16%5.40%19.75%3.34%
JKS
JinkoSolar Holding Co., Ltd.
6.30%4.06%0.00%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.


-75.00%-70.00%-65.00%-60.00%-55.00%JulyAugustSeptemberOctoberNovemberDecember
-60.18%
-69.29%
VOD
JKS

Volatility

VOD vs. JKS - Volatility Comparison

The current volatility for Vodafone Group Plc (VOD) is 6.74%, while JinkoSolar Holding Co., Ltd. (JKS) has a volatility of 20.67%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.74%
20.67%
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
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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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