I do compare myself to others, yeah. Mainly in terms of anxiety though. Although I may not know somebody or be aware of their own inner demons and personal battles, I do stop and think "they can do all of that without anxiety, I wish that was me" or "why can't I just accept a social/work invitation like that without overwhelming anxiety that'll just destroy any daily routine I have, where I'll just worry and not be able to eat for days leading upto it".
Sometimes I also compare people to my age that have also just left college (I'm 19), and I look at where they are now. University somewhere in the country meeting new people, working full/part time, looking for a job or even rarely, somebody who's going travelling. I'd prefer to be in any of those situations rather than deal with daily anxiety battles, but I can't beat myself up over the whole thing.
Overall, I think that sometimes even if it's hard, you have to help yourself by not irritating or getting down/upset over comparing yourself to others with seemingly more 'success'. In my eyes, success is measured by happiness, not what job you have or how much money you possess. So yes, sadly, I do envy success now and again when I'm feeling sorry for myself.