I thought they were the same with potential difference being the fittings, but in my Haynes manual they are listed and shown as two different tools.
I guess it really depends on how you look at it, but yes, they are two different specific tools.
They are the same in the respect they measure pressures. They are different in that one measures compressed air and the other measures liquid pressure. The ranges they each measure is different, too. The oil pressure gauge range will have a top end of (probably) a maximum of 100psi. The compression tester will max out somewhere around 180psi for gas engines and could be up over 300psi for diesel engines (thanks for the add Solar Mike).
A compression gage has a one way valve to hold the pressure between strokes. When you use it you will see the pressure rise incrementally over several engine revs, and after the check there is button to push to release the pressure from the gage.
Note the one way valve is actually in the fitting so you probably could remove it if you wanted to re-purpose the gage.
Note also that check valve is essential, if you try to build your own compression gage without one you will not get a proper reading.