Assume both have the same energy (eV) and enlighten exactly same area on idendical matters. Is there any relationship between mass of the particle (electron)?
Since electrons are charged they are much stronger scattered in normal matter than the neutral photons. On the detailed transmission properties of particles and matter there is a huge body of knowledge of which Google will show you the outlines.
Photons are more restricted on how they can interact with the atoms of a material and they are more likely to pass through. However, the answer to the question depends on the specific system and conditions under comparison.
Einstein's advice is to argue as simple as possible but not simpler. The argument with photon's lack of charge violates this advice by being too simple. The photon can be also viewed as an alternating electro-magnetic field which makes charges in matter vibrate thus eating up the energy of the photon. Thus photons typically are stronger absorbed by thin metal-foils than are electrons. Also gases strongly absorb (or scatter) light, the photon energy of which can make an excitation of some atomic energy level.