Depends on what you mean by 'comparable'! I think the two fandoms are quite similar, just that bronies focus on being a fan of one series whereas furries are more fans of the idea of anthropomorphized characters, or animal-ish characters.

And there's a lot of differences between fans, too. Just in like any fandom. I'm pretty sure for some it might be a kink like the stereotype says, but other MLP fans use it as a vehicle for self-expression or self-discovery through the prosocial messages and themes. Ultimately it's a complicated topic that one could write a lot about!