a Live set is something unprepared before by the DJ, and Dancefloor oriented.
A CD compilation's playlist takes time to be ready, and is more ear-friendly.
A CD compilation is not enough of course to judge a DJ's style of music imo.
For example, Markus Schulz goes very low bpm and melodic in his shows and compilations. However, he goes very techy and energetic in his live sets.