Based on the Punisher comics over the past few years I would say it’s a pretty safe bet they are both sociopaths. The Punisher possibly more so than the comedian, but simply better disciplined.
The Punisher (in his universe) is noted for being able to take literally absurd amounts of physical damage and abuse and still keep going. The Watchmen universe is more true to life in this respect in that being hurt gives people pause or incapacitates them.
It that respect it’s not an even playing field. Castle has well beyond mortal toughness.
The Comedian’s mind was basically shattered by the horror of what Ozymandias was going to do to the world.
Frank Castle deals with scenarios a thousand times more grotesque than that every other week. He recently fought a mutant vulture man and got dropped from the sky, and lived. He fought the Sentry. He ran over Wolverine with a steam roller. When he died, he returned as a Frankenstein. This one isn’t close.