GPUs are pretty much self-contained with its own voltage regulator modules, ram, GPU silicon and heatsinks.
So a better comparison would be GPUs with the mobo + cpu + ram + heatsink.
If you compare the CPU chip and GPU chip, they are not that much bigger or smaller, depending on the model and gen they are in. Also, GPUs have the silicon die + heatsink factory installed while off-the-self cpus have the cpu package that has an integrated heat spreader.
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