Does it have the possibility to show multiple plots at the same time though? That's the thing I like about Ozone, it makes it very easy to compare plots.
Audacity doesn't show multiple plots at the same time. See Audacity Manual.
You could create each individual spectrum and export the data. The export file is a text file consisting of frequency - amplitude value pairs representing the spectrum. The data files could be compared directly or imported into a spreadsheet program to plot the data in a single diagram.