NVDA.TO vs. BRK-A
NVDA.TO (Nvidia CDR (CAD Hedged)) and BRK-A (Berkshire Hathaway Inc.) are both stocks. NVDA.TO operates in Semiconductors (Technology), while BRK-A operates in Insurance - Diversified (Financial Services). Over the past 3 years, NVDA.TO returned 72.52%/yr vs 13.68%/yr for BRK-A. At a 0.10 correlation, their price movements are largely independent.
Performance
NVDA.TO vs. BRK-A - Performance Comparison
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Different Trading Currencies
NVDA.TO is traded in CAD, while BRK-A is traded in USD. To make them comparable, the BRK-A values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NVDA.TO achieves a 14.32% return, which is significantly higher than BRK-A's -4.24% return.
NVDA.TO
- 1D
- -3.51%
- 1M
- 8.02%
- YTD
- 14.32%
- 6M
- 18.33%
- 1Y
- 48.72%
- 3Y*
- 72.52%
- 5Y*
- —
- 10Y*
- —
BRK-A
- 1D
- 1.33%
- 1M
- 3.58%
- YTD
- -4.24%
- 6M
- -6.21%
- 1Y
- -3.12%
- 3Y*
- 13.68%
- 5Y*
- 13.36%
- 10Y*
- 13.74%
NVDA.TO vs. BRK-A - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NVDA.TO Nvidia CDR (CAD Hedged) | 14.32% | 34.82% | 167.13% | 233.70% | -37.69% |
BRK-A Berkshire Hathaway Inc. | -4.24% | 5.77% | 36.27% | 13.22% | 8.08% |
Correlation
The correlation between NVDA.TO and BRK-A is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2022 | 0.10 |
The correlation between NVDA.TO and BRK-A shifts across timeframes, from -0.15 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
Fundamentals
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Return for Risk
NVDA.TO vs. BRK-A — Risk / Return Rank
NVDA.TO
BRK-A
NVDA.TO vs. BRK-A - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nvidia CDR (CAD Hedged) (NVDA.TO) and Berkshire Hathaway Inc. (BRK-A). 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.
| NVDA.TO | BRK-A | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.98 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | -0.27 | +2.59 |
| Martin ratioReturn relative to average drawdown | 5.63 | -0.56 | +6.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NVDA.TO | BRK-A | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | -0.21 | +1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.84 | +0.40 |
Drawdowns
NVDA.TO vs. BRK-A - Drawdown Comparison
The maximum NVDA.TO drawdown since its inception was -61.15%, which is greater than BRK-A's maximum drawdown of -23.90%. Use the drawdown chart below to compare losses from any high point for NVDA.TO and BRK-A.
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Drawdown Indicators
| NVDA.TO | BRK-A | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.15% | -23.90% | -37.25% |
Max Drawdown (1Y)Largest decline over 1 year | -21.05% | -11.81% | -9.24% |
Max Drawdown (3Y)Largest decline over 3 years | -37.49% | -17.01% | -20.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.56% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.90% | — |
Current DrawdownCurrent decline from peak | -8.77% | -13.66% | +4.89% |
Average DrawdownAverage peak-to-trough decline | -15.32% | -5.22% | -10.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.69% | 5.65% | +3.04% |
Volatility
NVDA.TO vs. BRK-A - Volatility Comparison
Nvidia CDR (CAD Hedged) (NVDA.TO) has a higher volatility of 12.46% compared to Berkshire Hathaway Inc. (BRK-A) at 3.98%. This indicates that NVDA.TO's price experiences larger fluctuations and is considered to be riskier than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVDA.TO | BRK-A | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.46% | 3.98% | +8.48% |
Volatility (6M)Calculated over the trailing 6-month period | 24.90% | 11.33% | +13.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.87% | 14.85% | +18.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.67% | 16.24% | +35.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.67% | 17.97% | +33.70% |
Dividends
NVDA.TO vs. BRK-A - Dividend Comparison
NVDA.TO's dividend yield for the trailing twelve months is around 0.02%, while BRK-A has not paid dividends to shareholders.
| Position | 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) | 0.02% | 0.02% | 0.02% | 0.03% | 0.11% |
Financials
NVDA.TO vs. BRK-A - Financials Comparison
This section allows you to compare key financial metrics between Nvidia CDR (CAD Hedged) and Berkshire Hathaway Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NVDA.TO and BRK-A have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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