TSLA.TO vs. BRK-A

Last updated Apr 1, 2026

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

Performance

TSLA.TO vs. BRK-A - Performance Comparison

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

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

	2026 (YTD)	2025
TSLA.TO Tesla CDR (CAD Hedged)	-17.87%	15.66%
BRK-A Berkshire Hathaway Inc	-3.57%	1.99%

Different Trading Currencies

TSLA.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, TSLA.TO achieves a -17.87% return, which is significantly lower than BRK-A's -3.57% return.

TSLA.TO

• 1D: 4.59%
• 1M: -7.94%
• YTD: -17.87%
• 6M: -17.56%
• 1Y: 39.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRK-A

• 1D: 0.65%
• 1M: -3.26%
• YTD: -3.57%
• 6M: -4.87%
• 1Y: -13.05%
• 3Y*: 16.64%
• 5Y*: 15.32%
• 10Y*: 13.53%

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

Return for Risk

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

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

TSLA.TO

TSLA.TO Risk / Return Rank: 68
TSLA.TO Sharpe Ratio Rank: 69
TSLA.TO Sortino Ratio Rank: 66
TSLA.TO Omega Ratio Rank: 63
TSLA.TO Calmar Ratio Rank: 70
TSLA.TO Martin Ratio Rank: 70

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

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.

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

This table presents a comparison of risk-adjusted performance metrics for Tesla CDR (CAD Hedged) (TSLA.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.

	TSLA.TO	BRK-A	Difference
Sharpe ratio Return per unit of total volatility	0.75	-0.73	+1.48
Sortino ratio Return per unit of downside risk	1.38	-0.89	+2.27
Omega ratio Gain probability vs. loss probability	1.17	0.88	+0.29
Calmar ratio Return relative to maximum drawdown	1.33	-0.69	+2.02
Martin ratio Return relative to average drawdown	3.26	-1.06	+4.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current TSLA.TO Sharpe Ratio is 0.75, which is higher than the BRK-A Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of TSLA.TO and BRK-A, 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

	TSLA.TO	BRK-A	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	-0.73	+1.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.95	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	0.82	-0.89

Correlation

The correlation between TSLA.TO and BRK-A is 0.11, 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

TSLA.TO vs. BRK-A - Dividend Comparison

Neither TSLA.TO nor BRK-A has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

TSLA.TO vs. BRK-A - Drawdown Comparison

The maximum TSLA.TO drawdown since its inception was -41.69%, 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 TSLA.TO and BRK-A.

Drawdown Indicators

	TSLA.TO	BRK-A	Difference
Max Drawdown Largest peak-to-trough decline	-41.69%	-51.47%	+9.78%
Max Drawdown (1Y) Largest decline over 1 year	-27.86%	-14.43%	-13.43%
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	-24.55%	-11.27%	-13.28%
Average Drawdown Average peak-to-trough decline	-14.98%	-9.51%	-5.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.36%	8.63%	+2.73%

Volatility

TSLA.TO vs. BRK-A - Volatility Comparison

Tesla CDR (CAD Hedged) (TSLA.TO) has a higher volatility of 11.13% compared to Berkshire Hathaway Inc (BRK-A) at 4.33%. This indicates that TSLA.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.

Volatility by Period

	TSLA.TO	BRK-A	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.13%	4.33%	+6.80%
Volatility (6M) Calculated over the trailing 6-month period	28.85%	11.81%	+17.04%
Volatility (1Y) Calculated over the trailing 1-year period	53.38%	17.91%	+35.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	57.74%	16.28%	+41.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.74%	17.97%	+39.77%

Financials