Yankees Bullpen so far: 4.53 ERA (131 earned runs in 260.1 innings)
Red Sox Bullpen so far: 3.94 ERA (127 earned runs in 290 innings)
And here is the bullpens as they are in the current depth charts:
Yankees: 3.62 ERA (76 earned runs in 189 innings)
Red Sox: 3.05 ERA (90 earned runs in 265.2 innings)
Career wise:
Yankees:
Rivera - 2.29 ERA, 1.02 WHIP, 3.96 K/BB
Bruney - 4.39 ERA, 1.53 WHIP, 1.43 K/BB
Hughes - 4.77 ERA, 1.35 WHIP, 2.1 K/BB
Coke - 2.42 ERA, 0.885 WHIP, 2.93 K/BB
Robertson - 4.18 ERA, 1.4 WHIP, 2.23 K/BB
Tomko - 4.69 ERA, 1.37 WHIP, 2.07 K/BB
Melancon - 6.35 ERA, 1.77 WHIP, 0.4 K/BB
Red Sox:
Papelbon - 1.84 ERA, 0.99 WHIP, 4.38 K/BB
Okajima - 2.56 ERA, 1.05 WHIP, 3.08 K/BB
Saito - 2.17 ERA, 1.45 WHIP, 2.08 K/BB
Delcarmen - 3.32 ERA, 1.29 WHIP, 2.27 K/BB
Masterson - 3.65 ERA, 1.28 WHIP, 2.03 K/BB
Ramirez - 3.36 ERA, 1.24 WHIP, 2.19 K/BB
Bard - 2.78 ERA, 1.15 WHIP, 2.6 K/BB
Pretty clear that the Sox have the better pen across the board.