We present new X-ray and radio observations of the Wolf-Rayet star EZ CMa ( HD 50896 ) obtained with XMM-Newton and the VLA . This WN4 star exhibits optical and UV variability at a period of 3.765 d whose cause is unknown . Binarity may be responsible but the existence of a companion has not been proven . The radio spectral energy distribution of EZ CMa determined from VLA observations at five frequencies is in excellent agreement with predictions for free-free wind emission and the ionized mass-loss rate allowing for distance uncertainties is \mathrm { \dot { M } } = 3.8 ( \pm 2.6 ) \times 10 ^ { -5 } M _ { \odot } yr ^ { -1 } . The CCD X-ray spectra show prominent Si XIII and S XV emission lines and can be acceptably modeled as an absorbed multi-temperature optically thin plasma , confirming earlier ASCA results . Nonsolar abundances are inferred with Fe notably deficient . The X-ray emission is dominated by cooler plasma at a temperature kT _ { cool } \approx 0.6 keV , but a harder component is also detected and the derived temperature is kT _ { hot } \approx 3.0 - 4.2 keV if the emission is thermal . This is too high to be explained by radiative wind shock models and the X-ray luminosity of the hard component is three orders of magnitude lower than expected for accretion onto a neutron star companion . We show that the hard emission could be produced by the Wolf-Rayet wind shocking onto a normal ( nondegenerate ) stellar companion at close separation . Finally , using comparable data sets we demonstrate that the X-ray and radio properties of EZ CMa are strikingly similar to those of the WN5-6 star WR110 . This similarity points to common X-ray and radio emission processes in WN stars and discredits the idea that EZ CMa is anomalous within its class .