It should show off in the ingame description of the G-menu if I am not mistaken. Gasoline has a higher energy output, oil is harder to come by though.

Okay well I found a desert on some modded planet it and has a ton of oil sand like the entire biome has oil sand so I guess I got lucky

I have not tested it to much but from what ive seen gas is higher output and i think it burns slower, not 100% on that. hydro is better at the start id say because it takes less mats to get up and running and by the time you are hitting mid game youll want to be processing oilsand for polymer anyways so its worth it to at least toss down a few gas engines to work off all the gas youll be ending up with. Ive found that coal is prob the best mid game power source as long as you can pick it up fast enough it well outweighs any other form of power ive yet to try. The server im on i can grab coal 1m at a time and it lasts for weeks even using laser turrets to defend my base which has a pretty high power draw.

I think with the advent of the steam mirror thingies, coal could be even more interesting. You need the turbines anyway afterall, and later you use them for nuclear energy once you get uranium.

I never burned coal, my first and only start on IO was on earth, going rather early to space and setting up a solartower/battery combo. But the numbers look promising.