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I would modify it slightly: It's not the comparison, it's the ideal that is the thief of joy. When you compare, whether you find yourself to be superior or inferior depends on which of you two is closer to an ideal. And even if you don't compare yourself with others, having an ideal to aspire to, steals the joy.

OTOH, it also makes you improve. If you aspire, you win the long game, because you improve all the time. But you can still be miserable, because ideals are by definition unattainable.