The major point of similarity between these two is that both can be seen as expressions of nationalism. Garvey’s UNIA was an expression of what we now call black nationalism. The KKK was an expression of the feeling that white, native-born, Protestant Americans were and should remain superior to other people.
Though both were expressions of nationalism, they were fundamentally different. First, the UNIA was not particularly opposed to any group. The KKK was opposed to immigrants, Catholics, Jews, and non-whites, among others. Second, the UNIA symbolized the sorts of changes the KKK feared. The 1920s were a time of great change in the United States. UNIA (along with things like the Harlem Renaissance) was part of that change while the KKK was part of a backlash against the changes.