CUDA and OpenCL are two different frameworks for GPU programming. OpenCL is an open standard that can be used to program CPUs, GPUs, and other devices from different vendors, while CUDA is specific to NVIDIA GPUs. Although OpenCL promises a portable language for GPU programming, its generality may entail a performance penalty. In this paper, we use complex, near-identical kernels from a Quantum Monte Carlo application to compare the performance of CUDA and OpenCL. We show that when using NVIDIA compiler tools, converting a CUDA kernel to an OpenCL kernel involves minimal modifications. Making such a kernel compile with ATIs build tools involves more modifications. Our performance tests measure and compare data transfer times to and from the GPU, kernel execution times, and end-to-end application execution times for both CUDA and OpenCL.