Republicans on average are more charitable than Democrats: https://www.nytimes.com/2018/11/03/your-money/republicans-de...
Maybe Democrats are less charitable because they are more likely to live in Democratic controlled areas that provide more government services to the needy. However, does that really reflect compassion if you merely live in a system which provides those services through mandatory taxation? A republican moving from Kansas to NYC doesn't become more compassionate simply by paying more in taxes because they have to.