This review is to compare Hennessy XO (XO) and Johnnie Walker Blue Label (BL) according to me. Even though they are two different types of drinks one being Cognac (XO) and the other being Scotch (BL), I have come across many people that keep asking which one would I prefer over the other.
Hennessy XO is a very rich drink that is full of aroma and flavor that is soft and soothing. Priced at $199.99 it's $10 more than Blue Label that is $189.99 on BevMo's website. In order for cognac to wear the badge XO it needs to be aged at minimum of 6 years. If you are trying to get the most out of your cognac you would need to enjoy it at the right temperature, which is achieved by holding the glass in the palm of your hand by worming it up for just over 5 minutes. This will help the drink to release all the flavor and aroma trapped inside making it smoother and enjoyable. You would also need to use the appropriate glass (my personal favorite is Glencairn that is also used to drink Scotch/Whiskey) 
Blue Label being the top of the line in Johnnie Walker collection is one of the best scotches out there in my opinion. Drinking BL you will get more of a spicy and soothing flavor at the same time. You get a bit of smoky wood feel that can give it a bit of sting. The main difference for me between the two is when I drink it and how. I would like to drink BL while I'm having dinner and I like to drink it neat and not add ice to it as some people do to their scotch/whiskey. On the other hand I like to drink Hennessey XO when I'm done with my dinner and its time for some dessert. I usually like to enjoy XO with some chocolate that gives it some extra flavoring and adds some sweetness.
Overall like I said in the beginning of this post these are two different drinks and it is hard to compare the two, however if I have to choose between the two I would probably go with BL since I'm more of a scotch person.
Please let me know in the comments section which would you prefer and why.
Thank you.
You cant go wrong with either of them. But to be honest, at the same price range there so many other good whiskey. Highland Park 28 Years Caden head, Yamazaki 17 yrs old is too of them. Give it a try when you have a chance.