The Governor rules the State, while a Senator is Federal. They have very different roles in government, so they can't really be compared. if anything, they have equal power, just different power.

Governors usually have term limits, usually 2 terms, so after running out their time as governor, they run for Senate, which has no term limits, so they can stay forever, provided they don't run for president, or get tapped for a Cabinet post, or something.