Envious, jealous, though not close synonyms, are comparable because both carry as their basic meaning that of grudging another’s possession of something desirable.
Envious stresses a coveting of something (as riches, possessions, or attainments) which belongs to another or of something (as success or good fortune) which has come to another. It may imply either a gnawing, often a malicious, desire to deprive one of what gives him gratification, or a spiteful delight in his dispossession or loss of it.
Frequently, however, the stress is on coveting rather than on a desire to injure.
Jealous often stresses intolerance of a rival for the possession of a thing which one regards as peculiarly one’s own or on the winning of which one has set one’s heart, but sometimes it merely implies intensely zealous efforts to keep or maintain what one possesses. The term often is used without derogation.
However the term usually carries a strong implication of distrust, suspicion, enviousness, or sometimes anger.