Both series cover the same even, the Opioid Epidemic in the 90s, but from different perspectives.
Painkiller is more of a crime drama, where the Sackler family and their salesmen (and more importantly saleswomen) are presented like in “Wolf from Wall Street”.
Sackler constantly sees his diseased uncle approving his actions, even if just in his head.
Dopesick is much more down to earth in many aspects. It focuses on a doctor, a community leader, and how he feels he failed his community.