CUDA is like OpenCL, but only works on NVIDIA hardware.
Advantages
It can be fully tuned on NVidia hardware, adding some extra percentages in performance. CUDA can be written in C, C++ and Fortran
Hardware
NVidia hardware, being GeForce GPUs, Tesla accelerators and Tegra mobile GPUs.
It works with CPUs using a special compiler.
AMD has made a tool to convert CUDA-code to work with their hardware.