Romeo and Juliet is one of Shakespeare's most popular tragedies, or tragic plays. The play, according to most critics, literary scholars etc, is a 'tragedy' in 2 basic ways:
(a) a tragedy of circumstances i.e. 2 young people, who fall deeply in love and are 'star cross'd', their love doomed from the very first since they are both born in Verona, Italy, in two feuding families the Montagues and Capulets (actually Montechi and Capuletti, in the original Italian) and there is no chance of them ever being together legally or properly/formally.
(b) a tragedy of character, as both the hero and heroine are very young, immature and make certain basic mistakes and possess certain basic flaws that result in their death/s and destruction.
Although both Romeo and Juliet are very sad and tragic and pathetic, and both invite our pity and sympathies, I think its a personal choice, which of them one finds 'more' tragic. For me, Juliet is especially tragic-- only 14 years old, a simple, innocent young maiden, just starting out life; she falls deeply and irrevocably in love with her family 'enemy' Romeo, but proves despite her youth and immaturity to be true and loyal/sincere and stands by her lover (later her secretly wedded husband) to teh end; she meanwhile must also mourn her cousin Tybalt, slain by her exiled lover/husband; whilst at the same time, her parents are forcing her to marry the Count de Paris, whom they approve of and who loves her sincerely too. She must stand alone against her fate in Romeo's absence/exile and find a solution to their problems and manage somehow to be reunited with him. In the end it's all too much for her and for Romeo, but it is worth noting that after his exile, Romeo is largely a passive character whereas Juliet is the strong, active one, trying to 'make things work'. One cannot help laud her bravery and yet, mourn her immaturity and ultimate tragic demise. I don't know if you would agree or not.