They are both interesting phenomenon, though I am far more fascinated by black holes. There is speculation that
black holes are how universes are formed, including ours.
There is work right now towards proving this, though it's a long way from complete, of course. The idea that all the matter and energy of the known universe being compacted into an infinitely small "dot" in space is not new, but the idea that this dot formed by way of a black hole, is a leap ahead. It also explains a lot of the mysterious nature of the universe and why it behaves as it does. It's an interesting theory.
And in point of fact there -are-
natural phenomenon on earth that mimic black holes. We know so little of what life is like near the event horizon of a black hole, that it's hard to draw a physical comparison to anything... but of course the "eye" of a tornado or other weather pattern is in fact quite the opposite of the tumultuous area surrounding the eye wall, this is true of tornadoes and hurricanes, etc. Though not completely void of sound, they are much quieter than the "roar" one hears if caught alongside the outside of a tornado (what sounds like a freight train). Also the wind is much calmer, if not barely detectable.
As for a more existential connection between tornadoes and black holes... heh I suppose one could look at black holes as a means towards the ultimate Creation mechanism, if the newer theory holds true. Therefor we'd look at tornadoes as the exact opposite. They really serve no purpose other than to tear **** up. Unlike hurricanes and other large weather systems, they do not necessarily move hot/cold air around, balancing out the Earth, they seem to be mostly an end-result to a set of circumstances that are favorable for their formation.