To my simple-minded way of thinking, a clustered index IS the table from a storage perspective. So I would think that compression on one is the same as compression the other. Reading between the lines on this MSDN page, they seem to suggest the same as well: http://msdn.microsoft.com/en-us/library/cc280449.aspx i.e., a clustered index is not even listed as an object on which you can apply compression.
Data compression can be configured for the following database objects: •A whole table that is stored as a heap. •A whole table that is stored as a clustered index. •A whole nonclustered index. •A whole indexed view.