OZEM vs. WMT
OZEM (Roundhill Glp-1 & Weight Loss ETF) is Health & Biotech Equities fund actively managed by Roundhill, while WMT (Walmart Inc.) is a stock. Over the past year, OZEM returned 24.29% vs 23.04% for WMT. At a 0.12 correlation, their price movements are largely independent.
Performance
OZEM vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, OZEM achieves a -8.40% return, which is significantly lower than WMT's 7.61% return.
OZEM
- 1D
- 0.88%
- 1M
- 0.22%
- YTD
- -8.40%
- 6M
- -10.20%
- 1Y
- 24.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WMT
- 1D
- 1.91%
- 1M
- -0.71%
- YTD
- 7.61%
- 6M
- 8.11%
- 1Y
- 23.04%
- 3Y*
- 33.53%
- 5Y*
- 22.77%
- 10Y*
- 19.44%
OZEM vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
OZEM Roundhill Glp-1 & Weight Loss ETF | -8.40% | 41.87% | -3.85% |
WMT Walmart Inc. | 7.61% | 24.49% | 41.49% |
Correlation
The correlation between OZEM and WMT is -0.06, 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 | -0.06 |
Correlation (All Time) Calculated using the full available price history since May 21, 2024 | 0.12 |
The correlation between OZEM and WMT shifts across timeframes, from -0.06 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OZEM vs. WMT — Risk / Return Rank
OZEM
WMT
OZEM vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Glp-1 & Weight Loss ETF (OZEM) and Walmart Inc. (WMT). 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.
| OZEM | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.47 | -0.22 |
| Martin ratioReturn relative to average drawdown | 2.57 | 4.40 | -1.84 |
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Drawdowns
OZEM vs. WMT - Drawdown Comparison
The maximum OZEM drawdown since its inception was -28.65%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for OZEM and WMT.
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Drawdown Indicators
| OZEM | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -77.14% | +48.49% |
Max Drawdown (1Y)Largest decline over 1 year | -19.50% | -15.75% | -3.75% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.74% | — |
Current DrawdownCurrent decline from peak | -15.46% | -11.01% | -4.45% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -14.63% | +5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 5.25% | +4.24% |
Volatility
OZEM vs. WMT - Volatility Comparison
Roundhill Glp-1 & Weight Loss ETF (OZEM) has a higher volatility of 7.07% compared to Walmart Inc. (WMT) at 6.40%. This indicates that OZEM's price experiences larger fluctuations and is considered to be riskier than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OZEM | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 6.40% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 16.71% | 18.56% | -1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 23.82% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.02% | 21.70% | +3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.02% | 21.76% | +3.26% |
Dividends
OZEM vs. WMT - Dividend Comparison
OZEM's dividend yield for the trailing twelve months is around 1.31%, more than WMT's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OZEM Roundhill Glp-1 & Weight Loss ETF | 1.31% | 1.20% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.81% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Frequently Asked Questions
OZEM and WMT have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OZEM has higher volatility (7.07%) compared to WMT (6.40%). In terms of maximum drawdown, OZEM dropped -28.65% vs WMT's -77.14%.
OZEM currently has the higher Sharpe Ratio (1.02 vs 0.97), 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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