When comparing them by mass and/or volume, remember that when you picture a typical GPU that you buy as a consumer (so not just the graphics chip in isolation), that includes huge chucks of heatsinks and fans. Depending on which manufacturer GPU you have, you might be able to directly see many rows of metal which are for dissipating heat.
So when you are comparing GPU to CPU size, you should also envision the CPU as including something [like this](https://m.media-amazon.com/images/I/81oNtbH-3lL.jpg) or [like this](https://m.media-amazon.com/images/I/81o2dHjNItL.jpg) for a fair comparison, instead of just the chip.
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