Caustic, mordant, acrid, scathing are comparable when they mean stingingly incisive.
Caustic usually implies a biting wit, a ready tongue or pen, and the power to drive disagreeable truths home.
Mordant is not always clearly distinguishable from caustic. In distinctive use it suggests perhaps greater blighting power or deadlier effectiveness in the thrusts of wit.
Acrid adds to caustic the implications of bitterness and, often, malevolence.
Scathing retains its basic implication of injuring chiefly in its suggestion of a deliberate intent to scorch or blister. It seldom implies, as the other words of this group often imply, insensitiveness or maliciousness, and it often connotes both righteous indignation and fierce and withering severity.