Bloody, sanguinary, sanguine, sanguineous, gory are comparable when they mean affected by or involving the shedding of blood.
Bloody may be used in place of any of the succeeding words, but it specifically and distinctively applies to that which is covered with blood or is actually or apparently made up of blood.
Sanguinary usually and bloody also when a simpler, more forcible word is desired apply to something attended by or someone bent upon bloodshed.
Sanguine and sanguineous are used chiefly in a literary context in place of either of the preceding words or in specifically implying an association with bleeding or bloodthirstiness or the color of blood.
Gory sometimes suggests clotted blood, but more often it suggests a profusion of blood that testifies to slaughter.