I've played both (even contributed to the CDDA project).
Both games:
- Are what I'd consider traditional roguelikes
- are hella fun and 150% worth playing. 10/10, would suggest to a friend.
CDDA:
- has significantly more to do, more items, and more overall depth
- Has better "role playability"
- Is incredibly open ended.
- is under heavy development (just had a HUGE update drop. Be sure to check it out!)
- is fully open source
- can be somewhat confusing for a newcomer (though less than something like Nethack)
- Performance can sometimes be rather meh due to the complexity of the models, particularly in locations with many mobs.
- many systems are not yet fully fleshed out (looking at you NPCs) though many issues have been resolved in the latest release and the experimentals.
Cogmind:
- Has arguably some of the best UI/UX you'll find in a rogue like. Take a look at Caves of Qud and TOME as other great examples of proper UI/UX in rogue likes.
- provides a much better tutorial
- has a more fully fleshed out story
- offers a more guided and less open ended experience
- is more "complete".
- excellent performance
- is not open source (to my knowledge)
- is definitely worth the purchase price if you're a rogue like fan.
While I haven't played CDDA, I can talk a little bit about what makes Cogmind unique compared to the rest of the genre.
Cogmind is classless - you always start the game with the same set of items and abilities. Your build is defined by what parts you find or salvage from enemies, as well as certain events that give you permanent upgrades.
The most obvious difference is the combat system: each and every item you equip can be damaged and destroyed. Items also have a 'coverage' statistic which is proportional to how likely the item is to absorb a shot. For instance, armour in Cogmind isn't really special under this system - it's just an item with high health and coverage.
Cogmind is also mostly based on ranged combat, though melee is an option for both you and enemies. Therefore, the tactics you must use are slightly different.