Benzema struck a hat-trick in Real's Champions League win at Chelsea this week, while Lukaku came off the bench and missed two good chances.
Since leaving Inter in August, Lukaku has managed 12 goals in 36 competitive games, but dropped to the bench under coach Thomas Tuchel.
Asked to compare the two, Serena posted to social media: “It's about how they react to changing circumstances.
“Some were challenged and lost all confidence, while another started from the position of support for Cristiano Ronaldo, but with that departure he took the throne, boosting his self-confidence and character."
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