It's hard to be certain about stuff like that as certain genetics may have more trouble with one versus the other. The sort of damage alcohol does to the liver is via a different mechanism than methylated chemicals.
Liver damage by steroids:
"Androgenic and anabolic steroids have been implicated in four distinct forms of liver injury: transient serum enzyme elevations, an acute cholestatic syndrome, chronic vascular injury to the liver (peliosis hepatis) and hepatic tumors including adenomas and hepatocellular carcinoma. These adverse events have been most closely linked with the C-17 alkylated testosterones, although tumors have also been associated with unmodified and esterified testosterone preparations."
Liver damage by alcohol:
"Although steatosis (fatty liver) will develop in any individual who consumes a large quantity of alcoholic beverages over a long period of time, this process is transient and reversible. Of all chronic heavy drinkers, only 15–20% develop hepatitis or cirrhosis, which can occur concomitantly or in succession."
In general, more bad crap can happen from C-17 alkalation-induced liver damage but fortunately, all of it is reversible at least until you start developing tumors or cancerous cells.