The earlier iterations of the Chinese radios had their issues. This has gotten notably better in the last year or two but people largely dismiss minor issues since they are so inexpensive. So it could be a quality problem with one of the radios.
It could also be a difference in the performance of the antennas. Try swapping the antennas as an experiment. If the receiving distance follows the antenna then you know you have your culprit.
At VHF and UHF frequencies, communications are largely limited to line of sight. But signals can bounce off of certain objects. So if the radios are not side by side and on the same frequency for your comparisons, you could be experiencing issues with the path of the signal.
When receiving an FM signal, the audio is unmuted through the squelch control circuit. If one radio has a "tighter" squelch than the other, it may be receiving the signal but it simply isn't unmuting so that you can hear it. Try using the monitor function, which forces open the squelch, to compare the two radios while receiving a signal.
If all other things are equal, a VHF frequency will be usable over a longer distance than a UHF frequency. So make your comparisons on the same frequency at the same time.
Finally, the only way to tell definitively is to use a calibrated RF signal generator to measure the MDS (minimum discernable signal) of each radio and compare that to the manufacturer's specifications.