They can certainly be compared, as I did in Scalability vs privacy chart
As that picture shows, privacy is not a binary switch, but a spectrum, and Grin is toward its bottom, by sharing the two most important privacy enhancements over bitcoin:
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hiding amounts, and
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hiding addresses.
Monero is further on the spectrum (about as much as MW+CS), and shielded Zcash is further yet.
If some attacker is responsible for 90% of Monero transactions in order to identify decoys, then Monero becomes rather traceable. That could be a reason to recommend shielded ZCash to uses seeking privacy, as it doesn’t share that weakness…