Beretta's idea of compact is different from everybody else.
The full size PX4 has the rotating barrel design. The compact does not.
The SP2022 and PX4 compact do not strike me as being very comparable, really.
The SP2022 is a lot less money, and will probably have night sights. Mine is German made, I guess, according to the labels on the case and frame. That's a big deal to some, meh as far as I am concerned. I haven't shot it, but I imagine it shoots OK, about like any other Sig.
The PX4's are made in Maryland, at least mine are. It shoots fine. Ours is a 9mm. Even the compact is too big to CCW, but so is the SP2022.
edit: I know you said only those two, but really, the SP2022 compares better to the full size PX4. Of course the full sixe PX4 has the rotating barrel, so, advantage Beretta, even though it's about $150 to $200 more than the Sig. At least around here.