I'd say its uncomparable directly, or very, very hard. You can say visit both places and walk around and see the general state of the country and its people, compare capitals. This is where money is spent (or not).
Not going into happiness, stress levels, depression/anxiety and meds consumption, obesity levels or longevity, that would be too easy I agree. Although this is also money related, more than anything else.
This pales in comparison to some of the elephant in the room ways most common ways to go broke, which is to say get something like a child support judgement against you (20% pretax, like 26+% post-tax in middle income brackets) or have an alimony payment (these conveniently don't generally show up in bankruptcy statistics because they are not dischargeable). Medical debt can at least be discharged in bankruptcy.