My son is five. No, I do not equate the use of one to another.
At five, my son is neither allowed to operate a weapon (other than a foam disc gun or his bow and arrow "crossbow" he made out of craft sticks and rubber bands)nor is he also not allowed to touch any of the firework/sparkler incendiary device stuff. And we bought a whopping total of five small things for 4th of July this year. My husband will light them.
We do have a few guns in our house. They are twice-locked and ammo stored, also locked and stored on a separate floor. When Kiddo is mature enough, my husband will take him to the firing range and teach him how to operate a gun correctly. Kiddo's too interested in guns right now, so he does not know we have them in the house-- it's not worth the incessant "I want to see" which will follow. We live in town, too, and we've got an alarm system and 911 to use. I'd rather not introduce a gun into a bad situation.
Frankly, I will be equally careful in teaching him how to use fireworks when the time is right. One of my stepfathers had a fireworks-type accident and ended up blind in one eye, color-blind in the other. I'm not willing to take that chance with my son's vision.
For me, I didn't use guns until my stint in the Navy. And the craziest I ever got with fireworks were sparklers.