I think the simplest answer is this: the Moon is a much harsher environment compared to Mars and has fewer usable resources. The only thing that makes the Moon more attractive for colonization/exploration (apart from being so much closer), is its smaller gravity well. That makes it much easier to descend to the surface as well as ascend to orbit. Without an atmosphere, you cannot take advantage of aerobraking or parachute assisted descent -- but I still believe the Moon's lower gravity still makes it easier for descent and ascent.
I would argue that Mark Watney would not have fared nearly as well on the Moon! He depended on Mars' atmosphere for survival and thermal problems nearly killed him (those conditions are even worse on the Moon). Not sure if lunar regolith could be used as soil for his potatoes, but maybe.
However, it would be a very different story since a rescue mission would be much easier and the tools and supplies he would have available would be completely different. Also, this is all assuming you are taking the Ares III mission and supplanting it on the Moon, which is like asking how an Amazon exploration party would fare if suddenly moved to the Sahara. See kim holder's comment above -- it just isn't comparing apples to apples... not even apples to oranges... more like apples to dishwashers.