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The comparisons are that they are all part of the circulatory system and they both control and guide the flow of blood.
The contrast: arteries always lead away from the heart and veins always return to the heart. Arteries have thick striated and smooth muscular walls and veins do not, veins only have smooth muscle. Arteries have no valves and veins have many valves. Capillaries are found on the venous and arterial "sides" of the blood stream. The can be as thin as a single cell. Most capillaries are fenestrated to allow the exchange of fluid, nutrients and oxygen. Arteries and veins do not allow for vascular change.
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