Just about exactly the same. 5°C/W for both packages in TO-220 for junction to case, and 50°C/W for junction to ambient (under same conditions for the latter, and same manufacturer- ST). Sometimes they use a thicker leadframe (or use more thermally conductive materials) but that does not seem to be the case here. 

The quiescent current is typically 4.4mA for both so even that (30mW) loss will be about the same. 

Will a 78S12 be cooler than a 7812 when handling the same load?
I was messing around with my settings in single creative mode, and I came across these really weird video settings, and I immediately thought what the heck!  They made the game hard, and it was almost impossible to tell between certain blocks.  It made no sense.
