I guess it depends on who you were. If you were Jewish, the Nazi occupation was definitely worse. Stalin was more of an equal-opportunity atrocity-committer.
It is kind of darkly funny how similarly Hitler and Stalin thought, though. For example, Hitler cited positively the Holodomor and the collectivization of Ukraine, and planned to use the Holodomor as a role model for resource extraction during scarcity, and to maintain the collectivization of Ukrainians set in place by the Soviets. He likewise viewed Ukrainians as a "colonial peoples", in the sort of Africanizing terms common among imperial powers of the time, and just planned to switch which foreign colonial master ruled them, arguing that ultimately Ukrainians would prefer the German yoke to the "Jewish"** (Soviet) one.
** How the whole Nazi view of the USSR as a "Jewish Empire" played out was I guess predictable. Because if the Wehrmacht rolls into your town, and you're some low-level communist functionary, and there's a bunch of soldiers knocking on your door who want to kill communists, but who also believe communists = jews = communists, what's your response? For most, it was along the lines of, "Yes, yes, you're right, communists ARE Jews, absolutely! And look, I'm not a Jew, I can prove it! But THAT GUY over there, HE is Jewish, that's the guy you're looking for!".