That's the age old great question, my good friend. Hotly debated by engineers for a bazillion years lol.
There are so many factors that make both vary in efficiencies, that's why it's very difficult to answer. Good, solid, air tight construction & insulation practices and values as well as proper windows (and especially proper ventilation & heat exchanges) will make both just as efficient. Reduce the quality of any of those factors and that will impact them both pretty much equally.
Although full concrete structures are not as common here in NE, the more appropriate comparison would be brick vs stick, as we usually call it in the busy. Wood frames have their advantages in that they go up fast, cost less and give you much more versatility in future renovations, not to mention having easier conduits for plumbing and electrical. While at the same time, almost all brick homes in NE are not exclusively brick as many would think. The outer layer is while the inside is wood-framed for finishes. In other countries, it's cinder block walls in between the reinforced columns and beams which is then treated with a sub-stucco layer that accepts the plaster finish for the smooth interior walls. We don't have that here in most of the US, certainly not in NE.
So I personally think that a brick layered outside shell with an interior wood frame is ultimately the best form of home construction. Brick homes tend to hold in temperatures well so it's easier to stabilize any fluctuation of temps, either cold or hot, hence you use less heat or cooling. They're also much better sound insulators, exterior and interior but they also cost more.
