It's funny.
I remember Crosby going on Jay Leno in August 05, and he was so hyped not just because Gretzky said this kid could beat my records, and of course everything he did at the junior level, but because without hockey for a year (LOCKOUT) there was the two years of hype with the Sidney Crosby sweepstakes, Of course Ovechkin and even Malkin was getting a lot of talk during this time but nothing like Crosby in Canada anyway. I still remember the four teams that had the best chance to get him. Well, 3 of the 4. I am guessing either the Oilers or Isanders were the 4th team I just can't remember. The DUcks, Buffalo and the Pens. The Pens won obviously.
Crosby was born just 10 days after me, and was drafted to the Penguins on July 30th, 2005 which was my 18th birthday. (The draft happened way later this year) and was held in some room you'd have a fancy dinner or press conference in to those who didn't see it)
ALl this being said, the hype for McDavid was so big too, but I just feel more on a Canada-scale, TSN, Since Hockey left ESPN, I don't know how many Americans heard about McDavid unless they were die-hard hockey fans, or just big hockey fans, of one of the 24 American Teams. (There are many) I understand the game is bigger in the States now then ever it just seems like it wasn't a big of an international deal if that makes sense.
This is largely because Pittsburgh drafted Crosby and Edmonton drafted McDavid of course.
I think the comparisons will never end until the day they retire because the hype was so close, as is the skill, as is the production.
I don't think there's a definitive answer either way.
If I had a gun to my head I'd say Crosby had more hype.