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LCTU vs. PARWX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCTU and PARWX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

LCTU vs. PARWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock U.S. Carbon Transition Readiness ETF (LCTU) and Parnassus Endeavor Fund (PARWX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
36.67%
11.42%
LCTU
PARWX

Key characteristics

Sharpe Ratio

LCTU:

0.48

PARWX:

-0.04

Sortino Ratio

LCTU:

0.80

PARWX:

0.07

Omega Ratio

LCTU:

1.12

PARWX:

1.01

Calmar Ratio

LCTU:

0.47

PARWX:

-0.03

Martin Ratio

LCTU:

1.92

PARWX:

-0.14

Ulcer Index

LCTU:

4.89%

PARWX:

4.53%

Daily Std Dev

LCTU:

19.68%

PARWX:

17.67%

Max Drawdown

LCTU:

-25.93%

PARWX:

-47.76%

Current Drawdown

LCTU:

-10.77%

PARWX:

-11.49%

Returns By Period

The year-to-date returns for both stocks are quite close, with LCTU having a -6.45% return and PARWX slightly lower at -6.48%.


LCTU

YTD

-6.45%

1M

-2.86%

6M

-4.96%

1Y

8.93%

5Y*

N/A

10Y*

N/A

PARWX

YTD

-6.48%

1M

-5.62%

6M

-6.96%

1Y

-0.40%

5Y*

16.03%

10Y*

11.06%

*Annualized

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LCTU vs. PARWX - Expense Ratio Comparison

LCTU has a 0.15% expense ratio, which is lower than PARWX's 0.88% expense ratio.


Expense ratio chart for PARWX: current value is 0.88%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PARWX: 0.88%
Expense ratio chart for LCTU: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LCTU: 0.15%

Risk-Adjusted Performance

LCTU vs. PARWX — Risk-Adjusted Performance Rank

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

LCTU
The Risk-Adjusted Performance Rank of LCTU is 5959
Overall Rank
The Sharpe Ratio Rank of LCTU is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of LCTU is 5757
Sortino Ratio Rank
The Omega Ratio Rank of LCTU is 6060
Omega Ratio Rank
The Calmar Ratio Rank of LCTU is 6161
Calmar Ratio Rank
The Martin Ratio Rank of LCTU is 6060
Martin Ratio Rank

PARWX
The Risk-Adjusted Performance Rank of PARWX is 2121
Overall Rank
The Sharpe Ratio Rank of PARWX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of PARWX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of PARWX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of PARWX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of PARWX is 2121
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.

LCTU vs. PARWX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Carbon Transition Readiness ETF (LCTU) and Parnassus Endeavor Fund (PARWX). 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 LCTU, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.00
LCTU: 0.48
PARWX: -0.04
The chart of Sortino ratio for LCTU, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
LCTU: 0.80
PARWX: 0.07
The chart of Omega ratio for LCTU, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
LCTU: 1.12
PARWX: 1.01
The chart of Calmar ratio for LCTU, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.0012.00
LCTU: 0.47
PARWX: -0.03
The chart of Martin ratio for LCTU, currently valued at 1.92, compared to the broader market0.0020.0040.0060.00
LCTU: 1.92
PARWX: -0.14

The current LCTU Sharpe Ratio is 0.48, which is higher than the PARWX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of LCTU and PARWX, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.48
-0.04
LCTU
PARWX

Dividends

LCTU vs. PARWX - Dividend Comparison

LCTU's dividend yield for the trailing twelve months is around 1.34%, less than PARWX's 8.82% yield.


TTM20242023202220212020201920182017201620152014
LCTU
BlackRock U.S. Carbon Transition Readiness ETF
1.34%1.27%1.46%1.62%2.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PARWX
Parnassus Endeavor Fund
8.82%8.25%1.76%2.97%16.75%0.70%0.79%12.34%6.32%3.27%10.26%6.72%

Drawdowns

LCTU vs. PARWX - Drawdown Comparison

The maximum LCTU drawdown since its inception was -25.93%, smaller than the maximum PARWX drawdown of -47.76%. Use the drawdown chart below to compare losses from any high point for LCTU and PARWX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.77%
-11.49%
LCTU
PARWX

Volatility

LCTU vs. PARWX - Volatility Comparison

BlackRock U.S. Carbon Transition Readiness ETF (LCTU) has a higher volatility of 14.42% compared to Parnassus Endeavor Fund (PARWX) at 12.97%. This indicates that LCTU's price experiences larger fluctuations and is considered to be riskier than PARWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.42%
12.97%
LCTU
PARWX