Most months I earn more from amazon, but that is because I've been focusing more on product oriented hubs lately. The other answer from masata is incorrect on commissions from amazon.
You earn a percentage on the total amount of the product bought - from 4 - 8.5%. The more items you sell within a month the higher commission rate you get (though some items such as electronics are capped at 4%). So if the product retails at $100, you will get between $4 - $8.50 depending on how many other items you've sold.
My experience is that you get more from amazon per 1000 visitors than from adsense, but that will depend on your topics and their click values. I wrote a hub about my experiences with amazon and my top tips for earning well with them - it's on my profile if you fancy a read.