Tis my take on the subject, and given the lack of focus on them (or most demigod powers outside of Frey and Loki) it is hard to make a solid call, but here I go. 

Both of them possess electrokinesis, but Thor children are stronger physically. Zeus/Jupiter kids are faster. The latter are probably exclusively able to fly without blessings added on.

Any other thoughts? I have no idea where to start placing bets in who'd win in a fight, and I'd rather not enter wank territory.