In general, no.  The active ingredient in distilled liquors is always [ethanol](https://en.wikipedia.org/wiki/Ethanol), so the ethanol in gin is the same ethanol as in rum, vodka, whiskey, etc.  However, be aware that most liquors are around 40% ethanol by volume.  That means the other 60% is something else.  Most of that is water.  However there will always be byproducts from the fermentation and distillation called [congeners](https://en.wikipedia.org/wiki/Congener_(beverages)) and those can give some people side effects, especially if you drink too much.  It's possible that a given brand or formulation of a given distilled spirit will sit better with a person than a different one.