Industrial ranking systems, such as advertising systems, rank items by aggregating multiple objectives into one final objective to satisfy user demand and commercial intent. Cascade architecture, composed of retrieval, pre-ranking, and ranking stages, is usually adopted to reduce the computational cost. Each stage may employ various models for different objectives and calculate the final objective by aggregating these models' outputs. The multi-stage ranking strategy causes a new problem - the ranked lists of the ranking stage and previous stages may be inconsistent. For example, items that should be ranked at the top of the ranking stage may be ranked at the bottom of previous stages. In this paper, we focus on the \textbf{ranking consistency} between the pre-ranking and ranking stages. Specifically, we formally define the problem of ranking consistency and propose the Ranking Consistency Score (RCS) metric for evaluation. We demonstrate that ranking consistency has a direct impact on online performance. Compared with the traditional evaluation manner that mainly focuses on the individual ranking quality of every objective, RCS considers the ranking consistency of the fused final objective, which is more proper for evaluation. Finally, to improve the ranking consistency, we propose several methods from the perspective of sample selection and learning algorithms. Experimental results on one of the biggest industrial E-commerce platforms in China validate the efficacy of the proposed metrics and methods.