Should be the same across the board, but remember that you have to adjust for DMG resistance. So if a dude has DR20, 5 shots from your gun till only do 50 dmg total, while one hit from a grenade will do 130 and 3 hits from a melee weapon will do 90.
Also note that grenades and explosive weapons do splash damage to other enemies in their radius, so they can potentially do a LOT more damage if you have multiple bogeys.
Armor does not work like a straight reduction in this game.
It is scaled to the damage,
if armor = base damage the reduction is 50%
so for 50 vs 150 damage
an enemy with 50 armor takes 25 damage from the first attack, and ~112 from the second
an enemy with 100 armor takes ~16.6 damage from the first, and ~90.3 from the second
an enemy with 150 armor takes 12.5 damage from the first, and 75 from the second
In theory, an enemy with 5000 armor would take 1 damage from the first, and ~4.4 from the second.