They aren't strictly comparable. While the heap allocation may be optimised out, there is no way to use native C++ coroutines as guaranteed zero-cost construct due to the automatic heap allocation in the API.
Rust's coroutines currently have practical optimisation issues related to instance size (because the compiler isn't smart enough yet in a few places), and the more powerful generator API very much isn't ready yet, but they give you considerably more control over the memory management.
It's easy to stack- or pool-allocate coroutines there if necessary for performance, while in C++ you wouldn't be able to use the native language feature where frequent or unmonitored heap allocations from fine-grained coroutine use would be a problem. (Apparently this makes them unsuitable for AAA game development, for example.)
Library-provided coroutines may be more versatile.
Rust's coroutines currently have practical optimisation issues related to instance size (because the compiler isn't smart enough yet in a few places), and the more powerful generator API very much isn't ready yet, but they give you considerably more control over the memory management. It's easy to stack- or pool-allocate coroutines there if necessary for performance, while in C++ you wouldn't be able to use the native language feature where frequent or unmonitored heap allocations from fine-grained coroutine use would be a problem. (Apparently this makes them unsuitable for AAA game development, for example.)
Library-provided coroutines may be more versatile.