I believe comparing yourself to others can be healthy, as long as you don't let it get out of control. How else do you know what's possible? If your friend is progressing much faster than you, almost certainly he is doing something different than you are. If you weren't keeping track of him as well, you might miss out on chances to improve.

If everyone was just racing against themselves, I really don't know that we'd ever have seen a 4-minute mile.