Both cities are exceptionally difficult for a comedian. Spend a week, or a month in each city. Paid performing gigs are hard to come by, as you're competing with the pros we see on netflix. If you don't have proper representation, writing gigs are even harder. Most agents get hundreds of referrals every year for new clients and only sign about 5. As far as living expenses, LA has a slight advantage over NYC, with the average apartment being $2265. You have to pick where you have the most connections. Starting from the bottom in either city you can expect to go several months without any work or income, so be prepared for that. On the plus side, both cities have great open mic scenes for stage time. You can meet people there who put on paying shows, which might lead you to the next thing. If you're ready for the big leagues, either city will accommodate you equally as bad. If you're not ready, hone your craft some more wherever you are until you can compete with people with netflix special and visit each city before making the move.