I have the possibility to describe data with two different data structures, both data structures are some sort of approximation to the true data. I would like to compare the two data structures with respect, how much one explains variance in one data structure to the other.
Therefore I decided to use PCA, nevertheless, I don't know if it safe to say such statement: If the variance explained by the same number components N (e.g. 2) is higher in a data structure than in the other, the data structure loses some part of the information. For example as on the image below, if Data_structure_A gives more variance, then it loses more information than Data_structure_B?