There is no easy answer to this question as both drugs are highly addictive. Both can cause changes to neurochemistry of the brain. However, research tells us that the changes with alcoholism tend to be permanent. Brain chemistry seems to return to normal with cocaine following a long period (5-7 years) of abstinence. Relapse rates for cocaine addicts is much higher during the first 6-9 months than for alcoholics, suggesting it is harder for cocaine addicts to get clean than it is for alcoholics.
However, long term recovery appears easier to sustain for the cocaine addict than the alcoholic. Addiction to cocaine appears to happen faster than addiction to alcohol. However the physiologic effects of alcohol are more severe. When it comes right down to it - addiction is addiction.