Hi!
Currently, we are not able to run performance reports against multiple lists/segments for a given campaign. It appears as though there are plans to implement campaign performance reporting against lists and segments at some point in the future.
In the meantime, the best way to compare the performance would be to send separate campaigns, one to each list (making sure smart sending is enabled so that if the same contact exists on multiple lists that they do not receive the campaign more than once). You can then compare the performance of each campaign against one another.
You also have the option to run a list engagement report. This report will show the 30 day average order value for a given list (won’t show specific revenue for a given campaign but will provide insights into the lists that are spending the most).
Hope this helps!
Julie