You can find a very interesting tool (I should say toy) in http://ranking.thumbshots.com/

Apart from giving you a quite pretty graphical represantation of the comparison between the results of the search engines it provides some very interesting statistics concerning the overlapping and unique links.

The results show small percentages of overlap between the search engines - fact that is actually not unexpected. The differences in the first 100 links in the search engine results pages are both due to the different algorithm used by search engines (and the fact that most pages have been optimized only for the Google algorithm) and the size/type of the database between search engines.

[via Rugles.com]

Also:

New Tool Compares Search Uniqueness, Rankings

Search marketers are finding surprisingly little overlap in listings from one search engine to another. A new tool called Thumbshots provides graphical comparisons of the link overlap seen on a particular search term between one engine and another. Most often, more than 85 percent of the links in one set of results is different from those in another. The tool also shows that most links ranking highly in Google will generally rank much lower in Yahoo, and vice versa.
http://marketingvox.com/rd/9144