Difference between Very sleepy and Callgrind for C++ profiling

I am trying to learn the difference between Very sleepy and Callgrind for profiling. The code that I intend to profile is written in C++ and works under both Linux and Windows.

On Linxu, I was able to use Callgrind to look at the Self and inclusive relative costs. From what I understand, Callgrind uses instrumented profiling technique and takes considerable time. However, Very sleepy uses statistical profiling and is very quick. Since both uses different approaches to profiling, I cannot compare the results from the two.

Is there a way that I can do some sort of profile comparison on both Linux and Windows. Unfortunately, Callgrind is unavailable for Windows and vice versa for Very sleepy.