Photons are massless and hence always travel at the speed of light.

Photons have a wavelength, and that determins their energy; photons of a same wavelength will all have the same energy; the photons discussed in this article have very short wavelength and very high energy (this energy is proportional to their frequency and inversely proprotional to their wavelength).

Regarding electrons; electrons have mass, and they all have the same mass. They have energy associated with this mass, and they also have energy associated with their momentum, thus they don't all have the same energy.