There's a lot worth contrasting between Odysseus and Macbeth. First of all, I would note, Odysseus is not a tragic character like Macbeth is (he's ultimately rewarded at the end of The Odyssey, whereas Macbeth is destroyed).

Furthermore, Odysseus is worthy of respect, particularly within the context he was created in (if he is not heroic by modern standards, do keep in mind that he was not created with modern audiences in mind).

Macbeth is treacherous—grasping for a crown which is not his, and in so doing he tramples over moral and political expectations: murdering his liege to attain his crown and then using still more murders in his attempt to secure it.

Odysseus, on the other hand, might be many things, but treacherous is not one of them. He tends to be loyal to his friends, and when among those who show him proper hospitality, he tends to reciprocate in turn, respecting his hosts and upholding himself with all the proper conduct that would have been expected of him as a guest (this we can see in his time on Phaeacia).

That being said, one can point towards similarities as well. Both are great warriors, and both are ultimately subject to the dictates of forces greater than themselves. Additionally, we should note that a great deal of their suffering is self inflicted, created out of their own darker impulses.

Macbeth's fatal flaw is his ambition: in his ambition to become King, he murders the previous King and sets himself up on a road which will lead to his own self destruction. He also suffers from a great deal of pride, particularly when he misinterprets prophesy to believe himself invincible.

Odysseus is also brought down by his own pride, particularly in his need to reveal his identity to Polyphemus—so that he would know who had defeated and blinded the Cyclops. In so doing, he catches the ire of Polyphemus's father, Poseidon, an act which brings him much suffering throughout the story.