Read the manual. Each has a +/- error and rated accuracy for temperature and RH.
The typical inexpensive rh meters are +/- 3-5%. It's judging it based on some hairlike material contracting and stretching in a predictableway to moisture levels. It's not super accurate, but it's within 3-5%. Inexpensive thermometers in various devices, liek a space heater are at least +/- 3F usually.
Just as with a scale... .01g resoluton and +/- .03g error for a typical .01g resolution scale. The equipment is not 100% accurate. It all comes with error. Better stuff will have a smaller range of error and likely cost more. Also have to weed out shady vendors that like to lie about specifications or don't even provide it in the manual.
If one probe regularly measures a few percent higher, for example, recognize the offset and make sure to consider it whenever reading that one... it may actually be something inbetween, but what's more important is that you read it in a consistent way or borrow something more accurate to determine which is more erroneous.
if there is a huge variance, one piece of equipment may be a piece of shit, lol. May need a 3rd device to determine which is garbage.
Even if they are of the same brand, this can and will happen. it is inherent.