No, I believe SRAM actually has the edge in that department, and by a fair margin too. The d in DRAM is for dynamic as contrasted with S for static. DRAM need to be constantly read and refreshed (the timings) while SRAM doesn't and that comes with a pretty big hit to energy consumption. As soon as you add DRAM to an embedded project, the thermal/power envelop increases.

Of course that all depends on the generation of tech and only applies in an apples to apples scenario.