Aside from Patrick Bateman committing gratuitous murders on screen, the major difference is that he hates his life and he never looks like he's having fun.

Jordan Belfort might be doing terrible things (although not as bad as serial murder), but he looks and acts like he loves every minute of it. Bateman doesn't.

You could also compare The Hangover and Leaving Las Vegas. One makes a drug-filled weekend in Vegas look sort of fun, and one does not.