Japanese and Korean are very similar from a grammatical point of view and it is even possible to translate word for word without losing too much meaning.
With respect to pronunciation, Japanese seems easier (because there are fewer sounds). But on the other hand you can master the Korean writing system in more or less than one week and read it without much trouble (I mean read only and I do not imply understanding of what is being read). While you can certainly "survive" in Japan to a certain extent with hiragana/katakana only, it will quickly become insufficient.
If you were to learn Korean after learning Japanese you can rely a lot on the hanja words in order to broaden your vocabulary quickly, but the converse is not true. Indeed a Korean student of the Japanese language would have to learn a great deal of kanji.
Which leads me to the question in the title.
Are there any studies on Korean and Japanese native speakers learning their counterpart language which conclude that Japanese natives are better (i.e. they pick it up faster) than their Korean counterparts or the reverse?