BRK-A vs. NVDA.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Berkshire Hathaway Inc (BRK-A) and Nvidia CDR (CAD Hedged) (NVDA.TO).

Performance

BRK-A vs. NVDA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc (BRK-A) and Nvidia CDR (CAD Hedged) (NVDA.TO). The values are adjusted to include any dividend payments, if applicable.

BRK-A vs. NVDA.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BRK-A Berkshire Hathaway Inc	-4.86%	10.85%	25.49%	15.77%	1.09%
NVDA.TO Nvidia CDR (CAD Hedged)	-8.30%	41.28%	146.03%	241.30%	-41.73%

Different Trading Currencies

BRK-A is traded in USD, while NVDA.TO is traded in CAD. To make them comparable, the NVDA.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRK-A achieves a -4.86% return, which is significantly higher than NVDA.TO's -8.30% return.

BRK-A

• 1D: 0.76%
• 1M: -5.13%
• YTD: -4.86%
• 6M: -4.78%
• 1Y: -10.06%
• 3Y*: 15.54%
• 5Y*: 12.97%
• 10Y*: 12.78%

NVDA.TO

• 1D: 5.47%
• 1M: -3.74%
• YTD: -8.30%
• 6M: -7.58%
• 1Y: 62.73%
• 3Y*: 78.95%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BRK-A vs. NVDA.TO — Risk / Return Rank

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

BRK-A

BRK-A Risk / Return Rank: 19
BRK-A Sharpe Ratio Rank: 17
BRK-A Sortino Ratio Rank: 17
BRK-A Omega Ratio Rank: 16
BRK-A Calmar Ratio Rank: 21
BRK-A Martin Ratio Rank: 23

NVDA.TO

NVDA.TO Risk / Return Rank: 82
NVDA.TO Sharpe Ratio Rank: 84
NVDA.TO Sortino Ratio Rank: 82
NVDA.TO Omega Ratio Rank: 79
NVDA.TO Calmar Ratio Rank: 83
NVDA.TO Martin Ratio Rank: 82

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.

BRK-A vs. NVDA.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc (BRK-A) and Nvidia CDR (CAD Hedged) (NVDA.TO). 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.

	BRK-A	NVDA.TO	Difference
Sharpe ratio Return per unit of total volatility	-0.57	1.56	-2.13
Sortino ratio Return per unit of downside risk	-0.66	2.30	-2.97
Omega ratio Gain probability vs. loss probability	0.91	1.29	-0.38
Calmar ratio Return relative to maximum drawdown	-0.63	2.85	-3.48
Martin ratio Return relative to average drawdown	-1.06	7.62	-8.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRK-A vs. NVDA.TO - Sharpe Ratio Comparison

The current BRK-A Sharpe Ratio is -0.57, which is lower than the NVDA.TO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of BRK-A and NVDA.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BRK-A	NVDA.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.57	1.56	-2.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	1.03	-0.20

Correlation

The correlation between BRK-A and NVDA.TO is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BRK-A vs. NVDA.TO - Dividend Comparison

BRK-A has not paid dividends to shareholders, while NVDA.TO's dividend yield for the trailing twelve months is around 0.03%.

	TTM	2025	2024	2023	2022
BRK-A Berkshire Hathaway Inc	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA.TO Nvidia CDR (CAD Hedged)	0.03%	0.02%	0.02%	0.03%	0.11%

Drawdowns

BRK-A vs. NVDA.TO - Drawdown Comparison

The maximum BRK-A drawdown since its inception was -51.47%, smaller than the maximum NVDA.TO drawdown of -65.02%. Use the drawdown chart below to compare losses from any high point for BRK-A and NVDA.TO.

Drawdown Indicators

	BRK-A	NVDA.TO	Difference
Max Drawdown Largest peak-to-trough decline	-51.47%	-61.15%	+9.68%
Max Drawdown (1Y) Largest decline over 1 year	-14.43%	-21.05%	+6.62%
Max Drawdown (5Y) Largest decline over 5 years	-25.98%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-30.43%	—	—
Current Drawdown Current decline from peak	-11.27%	-16.81%	+5.54%
Average Drawdown Average peak-to-trough decline	-9.51%	-15.69%	+6.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.63%	8.38%	+0.25%

Volatility

BRK-A vs. NVDA.TO - Volatility Comparison

The current volatility for Berkshire Hathaway Inc (BRK-A) is 4.28%, while Nvidia CDR (CAD Hedged) (NVDA.TO) has a volatility of 10.31%. This indicates that BRK-A experiences smaller price fluctuations and is considered to be less risky than NVDA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRK-A	NVDA.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.28%	10.31%	-6.03%
Volatility (6M) Calculated over the trailing 6-month period	11.06%	25.36%	-14.30%
Volatility (1Y) Calculated over the trailing 1-year period	17.66%	40.52%	-22.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.26%	54.48%	-37.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.99%	54.48%	-35.49%

Financials