Here are a couple of general comparisons to consider when you are reviewing Kim and Return of the Native.
1. Women as a Distraction: In Kim, Kipling includes only a handful of women, and they generally serve to distract the main male characters from their spiritual and physical quests. Similarly, in Hardy's Return of the Native, Eustacia almost prevents and later plays a role in ruining Wildeve and Thomasin's marriage. More significantly, many in the village believe that Eustacia ruins Clym not only by marrying him but also by holding him back from their high expectations for him.
2. Search for Identity: Throughout Kim, the title character searches not only for his earthly identity and parentage but also for his philosophical purpose or being just as other characters look for "enlightenment." While Eustacia's quest is not for spiritual enlightenment, she does long for a sense of belonging. She never fits in with the villagers who live around/on the heath, and she desires for a man to rescue her so that she can escape to a place of high culture where she feels she will belong. Clym, who becomes Eustacia's husband also wants a purpose in life. Although his mother and the villagers cannot understand why he does not love Paris, Clym longs for something deeper in life. In the end, after Eustacia's death, he seems to find it in his wilderness "lectures."
There are other similarities and differences between the novels; so see if you can come up with them, but keep in mind that the authors, Kipling and Hardy, had quite different philosophical perspectives.