  Gamma-ray bursts (GRBs) and GeV-TeV selected radio loud Active Galactic
Nuclei (AGNs) are compared based on our systematic modeling of the observed
spectral energy distributions of a sample of AGNs with a single-zone leptonic
model. We show that the correlation between the jet power (P_{jet}) and the
prompt gamma-ray luminosity (L_{jet}) of GRBs is consistent, within the
uncertainties, with the correlation between jet power and the synchrotron peak
luminosity (L_{s, jet}) of flat spectrum radio quasars (FSRQs). Their radiation
efficiencies (\varepsilon) are also comparable (>10% for most sources), which
increase with the bolometric jet luminosity (L_{bol,jet}) for FSRQs and with
the L_{jet} for GRBs with similar power-law indices. BL Lacs do not follow the
P_{jet}-L_{s, jet} relation of FSRQs. They have lower \varepsilon and L_{bol,
jet} values than FSRQs, and a tentative L_{bol, jet}-\varepsilon relation is
also found, with a power-law index being different from that of the FSRQs. The
magnetization parameters (\sigma) of FSRQs are averagely larger than that of BL
Lacs. They are anti-correlated with $\varepsilon$ for the FSRQs, but positive
correlated with \varepsilon for the BL Lacs. GeV Narrow-line Seyfert 1 galaxies
potentially share similar properties with FSRQs. Based on the analogy between
GRBs and FSRQs, we suggest that the prompt gamma-ray emission of GRBs is likely
produced by synchrotron process in a magnetized jet with high radiation
efficiency, similar to FSRQs. The jets of BL Lacs, on the other hand, are less
efficient and are likely more matter dominated.
