You pick them both up and look at them, and they both feel pretty beefy. For example, lets say your local metal distributor has 1.75x.095 tube and 1.25 solid bar on sale from some huge bulk purchase that fell through with another customer.
You should use this calculator to compare materials, diameters, and wall thicknesses to find out how to make your designs safer. This will typically result in the structure failing as a safety device. Pressure level that will fracture a material.