OHI vs. EZU
OHI (Omega Healthcare Investors, Inc.) is a stock, while EZU (iShares MSCI Eurozone ETF) is Europe Equities fund tracking the MSCI EMU. Over the past 10 years, OHI returned 11.91%/yr vs 10.85%/yr for EZU. At a 0.33 correlation, their price movements are largely independent.
Performance
OHI vs. EZU - Performance Comparison
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Returns By Period
In the year-to-date period, OHI achieves a 6.29% return, which is significantly lower than EZU's 9.10% return. Over the past 10 years, OHI has outperformed EZU with an annualized return of 11.91%, while EZU has yielded a comparatively lower 10.85% annualized return.
OHI
- 1D
- 1.08%
- 1M
- -3.30%
- YTD
- 6.29%
- 6M
- 7.19%
- 1Y
- 31.58%
- 3Y*
- 22.48%
- 5Y*
- 12.56%
- 10Y*
- 11.91%
EZU
- 1D
- 0.00%
- 1M
- 6.05%
- YTD
- 9.10%
- 6M
- 10.35%
- 1Y
- 22.18%
- 3Y*
- 18.40%
- 5Y*
- 9.24%
- 10Y*
- 10.85%
OHI vs. EZU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OHI Omega Healthcare Investors, Inc. | 6.29% | 25.52% | 33.57% | 19.93% | 3.50% | -12.06% | -6.81% | 29.01% | 40.06% | -4.70% |
EZU iShares MSCI Eurozone ETF | 9.10% | 40.00% | 2.23% | 23.44% | -17.25% | 13.92% | 7.62% | 23.27% | -16.76% | 27.89% |
Correlation
The correlation between OHI and EZU is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.33 |
The correlation between OHI and EZU shifts across timeframes, from -0.01 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OHI vs. EZU — Risk / Return Rank
OHI
EZU
OHI vs. EZU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Omega Healthcare Investors, Inc. (OHI) and iShares MSCI Eurozone ETF (EZU). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OHI | EZU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 1.55 | +1.37 |
| Martin ratioReturn relative to average drawdown | 7.97 | 5.60 | +2.36 |
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Drawdowns
OHI vs. EZU - Drawdown Comparison
The maximum OHI drawdown since its inception was -94.85%, which is greater than EZU's maximum drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for OHI and EZU.
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Drawdown Indicators
| OHI | EZU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.85% | -65.32% | -29.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.86% | -13.06% | +2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.47% | -15.02% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -36.11% | +9.41% |
Max Drawdown (10Y)Largest decline over 10 years | -66.92% | -41.37% | -25.55% |
Current DrawdownCurrent decline from peak | -6.57% | 0.00% | -6.57% |
Average DrawdownAverage peak-to-trough decline | -24.04% | -19.21% | -4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 3.61% | +0.36% |
Volatility
OHI vs. EZU - Volatility Comparison
Omega Healthcare Investors, Inc. (OHI) has a higher volatility of 7.52% compared to iShares MSCI Eurozone ETF (EZU) at 6.52%. This indicates that OHI's price experiences larger fluctuations and is considered to be riskier than EZU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OHI | EZU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 6.52% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 15.17% | 14.88% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.86% | 17.57% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.26% | 19.96% | +4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.27% | 20.50% | +13.77% |
Dividends
OHI vs. EZU - Dividend Comparison
OHI's dividend yield for the trailing twelve months is around 5.86%, more than EZU's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EZU iShares MSCI Eurozone ETF | 2.61% | 2.85% | 2.90% | 2.56% | 2.79% | 2.46% | 2.13% | 2.84% | 3.47% | 1.91% | 3.07% | 2.18% |
OHI Omega Healthcare Investors, Inc. | 5.86% | 6.04% | 7.08% | 8.74% | 9.59% | 9.06% | 7.38% | 6.26% | 7.51% | 9.22% | 7.55% | 6.23% |
Frequently Asked Questions
OHI and EZU have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OHI has higher volatility (7.52%) compared to EZU (6.52%). In terms of maximum drawdown, OHI dropped -94.85% vs EZU's -65.32%.
OHI currently has the higher Sharpe Ratio (1.60 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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