The objective is to find a method that will lead to a single number, making the comparison totally direct.
Question is: is there a standard method to do it?
If you want to test whether the two sets of data follow the same distributionm you use the Kolmogorov-Smirnov test: http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov#Two-sample_Kolmogorov.E2.80.93Smirnov_test