You have a lot of options and things to consider when you are comparing and/or contrasting two characters. A lot of your decisions are going to be based on what exactly you are trying to show or prove with this comparison? To start you work, it might be a good idea to create a two column chart that lists character traits for each character. To do this consider the important things the characters think/believe, do, say, and what other characters or the narrator say about the character. Once you have some brainstorming written down, look at the lists and see where there is any commonality.
Now you need to craft your thesis statement. What are going to say about these two characters? What is the purpose in comparing them in the first place?
Next you need to consider your paper's organization. You can organize your paper "point by point." To do this, you would discuss a character trait and then show how each of the characters shows (or not) that trait. Be sure to use specific evidence from the text to prove your point. You would probably have all of the information on the trait in a single paragraph. Your body paragraphs would all be organized about the traits. Your other option is to organize "whole by whole." To do this, you would write everything you wanted to say about the first character and discuss the traits and evidence for the first half of the essay, then you would write about the second character and do the same. In the analysis of the second character you would likely make reference to how this character is like or not like the first character discussed. Be sure that you decide on a structure and stick with that pattern for the whole essay.
Your conclusion would draw and explain the ultimate point you are trying to make in the essay. You might want to echo something you talked about in the introduction, but don't merely repeat it. Have something more to say that ties the two characters together or extends your thesis in some way.