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OZEM vs. PLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OZEM vs. PLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Glp-1 & Weight Loss ETF (OZEM) and PLTR WeeklyPay™ ETF (PLTW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OZEM achieves a -5.24% return, which is significantly higher than PLTW's -33.03% return.


OZEM

1D
-1.44%
1M
6.07%
6M
-10.58%
YTD
-5.24%
1Y
25.69%
3Y*
5Y*
10Y*

PLTW

1D
-1.98%
1M
0.97%
6M
-29.69%
YTD
-33.03%
1Y
-24.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OZEM vs. PLTW - Yearly Performance Comparison


2026 (YTD)2025
OZEM
Roundhill Glp-1 & Weight Loss ETF
-5.24%36.87%
PLTW
PLTR WeeklyPay™ ETF
-33.03%28.26%

Correlation

The correlation between OZEM and PLTW is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2025

0.20

OZEM vs. PLTW - Sectors Allocation Comparison


Sectors
OZEM
PLTW

Healthcare

100.0%

-

Financial Services

0.1%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

20.0%

Utilities

-

-

Healthcare

OZEM
100.0%
PLTW

-

Financial Services

OZEM
0.1%
PLTW

-

Basic Materials

OZEM

-

PLTW

-

Communication Services

OZEM

-

PLTW

-

Consumer Cyclical

OZEM

-

PLTW

-

Consumer Defensive

OZEM

-

PLTW

-

Energy

OZEM

-

PLTW

-

Industrials

OZEM

-

PLTW

-

Real Estate

OZEM

-

PLTW

-

Technology

OZEM

-

PLTW
20.0%

Utilities

OZEM

-

PLTW

-

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Return for Risk

OZEM vs. PLTW — Risk / Return Rank

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

OZEM
OZEM Risk / Return Rank: 3333
Overall Rank
OZEM Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
OZEM Sortino Ratio Rank: 3737
Sortino Ratio Rank
OZEM Omega Ratio Rank: 3535
Omega Ratio Rank
OZEM Calmar Ratio Rank: 3232
Calmar Ratio Rank
OZEM Martin Ratio Rank: 2626
Martin Ratio Rank

PLTW
PLTW Risk / Return Rank: 66
Overall Rank
PLTW Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PLTW Sortino Ratio Rank: 77
Sortino Ratio Rank
PLTW Omega Ratio Rank: 77
Omega Ratio Rank
PLTW Calmar Ratio Rank: 66
Calmar Ratio Rank
PLTW Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OZEM vs. PLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Glp-1 & Weight Loss ETF (OZEM) and PLTR WeeklyPay™ ETF (PLTW). 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.


OZEMPLTWDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.19

0.98

+0.22

Calmar ratioReturn relative to maximum drawdown

1.32

-0.42

+1.75

Martin ratioReturn relative to average drawdown

2.59

-0.81

+3.39

OZEM vs. PLTW - Sharpe Ratio Comparison

The current OZEM Sharpe Ratio is 1.06, which is higher than the PLTW Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of OZEM and PLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OZEM vs. PLTW - Drawdown Comparison

The maximum OZEM drawdown since its inception was -28.65%, smaller than the maximum PLTW drawdown of -57.27%. Use the drawdown chart below to compare losses from any high point for OZEM and PLTW.


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Drawdown Indicators


OZEMPLTWDifference

Max Drawdown

Largest peak-to-trough decline

-28.65%

-57.27%

+28.62%

Max Drawdown (1Y)

Largest decline over 1 year

-19.50%

-57.27%

+37.77%

Current Drawdown

Current decline from peak

-12.54%

-45.22%

+32.68%

Average Drawdown

Average peak-to-trough decline

-9.17%

-24.54%

+15.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.95%

29.98%

-20.03%

Volatility

OZEM vs. PLTW - Volatility Comparison

The current volatility for Roundhill Glp-1 & Weight Loss ETF (OZEM) is 6.45%, while PLTR WeeklyPay™ ETF (PLTW) has a volatility of 18.77%. This indicates that OZEM experiences smaller price fluctuations and is considered to be less risky than PLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OZEMPLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

18.77%

-12.32%

Volatility (6M)

Calculated over the trailing 6-month period

17.21%

48.05%

-30.84%

Volatility (1Y)

Calculated over the trailing 1-year period

24.32%

61.69%

-37.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.97%

73.72%

-48.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.97%

73.72%

-48.75%

OZEM vs. PLTW - Expense Ratio Comparison

OZEM has a 0.59% expense ratio, which is lower than PLTW's 0.99% expense ratio.


Dividends

OZEM vs. PLTW - Dividend Comparison

OZEM's dividend yield for the trailing twelve months is around 1.27%, less than PLTW's 128.77% yield.


PositionTTM20252024
OZEM
Roundhill Glp-1 & Weight Loss ETF
1.27%1.20%0.22%
PLTW
PLTR WeeklyPay™ ETF
128.77%72.40%0.00%

Frequently Asked Questions


OZEM and PLTW have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLTW has higher volatility (18.77%) compared to OZEM (6.45%). In terms of maximum drawdown, OZEM dropped -28.65% vs PLTW's -57.27%.

On 1-year performance, OZEM leads with 25.69% vs -24.11% for PLTW. On fees, OZEM is cheaper at 0.59% per year. On volatility, OZEM has been the lower-risk option at 6.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OZEM has performed better with a 25.69% return vs -24.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OZEM is cheaper with a 0.59% expense ratio, compared with 0.99% for PLTW.

PLTW has the higher dividend yield at 128.77%, compared with 1.27% for OZEM.

OZEM is categorized as Health & Biotech Equities, while PLTW is Derivative Income. Their fees differ too: 0.59% for OZEM and 0.99% for PLTW.

OZEM currently has the higher Sharpe Ratio (1.06 vs -0.39), 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.

Portfolio Optimizer

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