They can not be compared against each other since these two things are two different asset classes. They have different risk profiles.
In general, stocks carry a lot higher risk than real estate. Properties have two components, land and structure. If structure is gone, there is a land left except in Malibu, CA. During the 2008/2009 great depression, the broad stock market droped about 52%, but we did not see the broad property market dropping that much except a couple of areas in Florida, Nevada and Arizona.
