Both characters are ambitious. However, in the beginning of the play, Lady Macbeth is the one in control. She plans out the murder of King Duncan. She questions Macbeth's manhood when he points out all the reasons not to kill the King. She pushes him to become the murderer he becomes. Then after the murder of Duncan, he shows guilt for his crime. It is Lady Macbeth who takes control once again. She takes the bloody daggers from him and places them by the dead guards--to set them up as the killers.
From this point on, Macbeth slowly takes control of his actions. He plans out the murder of both Banquo and attempts to have Fleance killed as well. This is done without Lady Macbeth's knowledge. She no longer takes part in the killings or even the plans of killing. Macbeth turns into the monster who stoops to kill Macduff's wife and children. Lady Macbeth by this point has become so ridden with guilt that she sleepwalks nightly and eventually dies from the guilt. Their roles have been reversed, and she becomes the "weakling" while he becomes the savage monster who will do anything to become and remain the king.
Both of the Macbeths are ambitious, but Lady Macbeth lacks the strength to deal with all the consequences of her ambition. In Act 1, sc. 5, when Lady Macbeth reads her husbands incredulous letter about the witches and their prophecies, she immediately knows that she wants to kill Duncan. She doubts, however, that her husband has the drive to do the deed. She goads him into killing Duncan by telling him he's not a man in her eyes unless he does this act. She knows her husband wants to please her she uses that against him. Macbeth never does anything like that to Lady Macbeth, however. In fact, he shields her by not telling her, even, of his intent to have Banquo killed, Act 3, sc. 2. By the beginning of Act 5, Lady Macbeth has gone mad from guilt and in Act 5, sc. 5, she dies, presumably by suicide. She did not have the strength that she doubted her husband possessed earlier. Macbeth, on the other hand, has become determined to ride out the consequences to their natural conclusion. In the last act, Macbeth is seen as a tyrant, but a valiant tyrant who has not given up the fight. In the last scene of the play when Macbeth and Macduff meet up again, Macbeth says he does not want to fight Macduff because he's killed enough of his family already. When Macduff tells Macbeth of his birth and Macbeth knows he was tricked by the witches, he still does not give up the fight. He is stronger than his wife.
Ambition is certainly the main similarity between Macbeth and his wife, but that seems to be the only thread that keeps them together.
Macbeth, like Hamlet, is a man of contemplation and reaction. Once he learns of the witches prophecy, he does not immediately believe that he must act in order to see it come true. Lady Macbeth, unlike Macbeth, is a very proactive and scheming character who instantly comes to the conclusion that King Duncan must be killed in order to see Macbeth take the throne. Lady Macbeth is also very manipulative and far more intelligent than her husband. She is not so superstitious and works to achieve her dreams rather than leave them up to the whims of Fate.
Once Duncan has been killed, however, Macbeth and Lady Macbeth begin to swap places with the other. In planning Banquo's murder, Macbeth has become the manipulative, cold-hearted killer that his wife was in the beginning. Loosing herself in her guilt, Lady Macbeth becomes the quivering, introverted and helpless character that her husband was in the beginning.