Tough question. Definitely in same conversation. With proviso that many more people would know about and follow Davies than McDavid because Soccer is the biggest game on the planet. The way I approach questions like this is to say that Soccer has dozens of superstars in the world. When a billion people or more play a sport, and countless millions play it very competitively, you're going to have a lot of elite players.
What I've always respected about soccer is the magic occurs with the ball at the feet. Soccer is harder to play because you have to develop such skill with feet, unlike sports that are hand coordination oriented.
But watch the goal today. Note the extraordinary close speed of Davies, note this is his kind of acceleration while playing a game where you are on the field all the time. Note how many times in a game he's making a spectacular play, dribbling through traffic. The sky is the limit with this kid. Its quite possible that he could develop into one of the vary best players in the game and he's already the best or second best player on Bayern Munich, a club that is as dominant as the 70's Habs were.
Finally, Davies isn't just the best Canadian, or Concacaf player now, he's bidding to establish being the best there has been. Billions of people probably see Davies goal within 24hrs. It will be shown everywhere. Thats one point about how big it is.