It's a matter of mix and match. Some amp are built to distort earlier when cranked. Some will hold the clean sound until a very high level.
Yeah, some amps are made to be louder than others too. You are comparing 2 different brand and models here.
Also pickups matter too. humbucker will be louder and less feedback when you crank your amp. Again different brand guitars pickup will be have a higher output.
Thus what you experience is very normal. Just ask your friend to lower his amp master volume when you JAM together.
But if your concept is "I want to be louder than the next guy", you crank, he crank......the end is just very distorted noise, nothing achieved. What we call identity crisis.
Tone wise, if you got a sweet spot, stick to it, cuz if you increase the gain, the character of the sound will change. The good thing with transistor amps is that the master volume can give good consistency in tone over a large range output, provided the speaker does not break up first.