I think it depends on the soy and depends on the cow's milk (different soy milks are enriched differently and cow's have different living/breeding conditions).
Soy probably has many more nutrients per serving than cow's, although it is probably enriched so they're not all naturally occuring. On the other hand, if you buy your milk at a grocery store the cows it came from probably produce milk on a mass-basis, which means they may be mistreated, fed goodness knows what, maybe given hormones to help speed the process? I read something once about consuming animal products - that animals who live on farms for the production of eggs, milk, meat, etc. tend to be very stressed out (understandably, given their conditions) and that stress remains in their bodies, and becomes part of what we consume. I guess you could also look at it in terms of their energy and us consuming it, depending on what your spiritual beliefs are. I can't really explain this at the moment because I have to run, but I hope that makes sense or at least somehow answers your question
There's also almond, rice, and goat milk that I know of... I'm not sure how they compare nutritionally. Great question though, I'm interested to hear in what people have to say.