Outside of starting, which
Outside of starting, which can be a problem thanks to how cold weather affects batteries, gasoline and natural gas engines generally fare better in cold weather. Diesel, not so much, but because of its high compression, once started it warms quickly. Colder air is usually better for ICE intake as it helps regulate temperatures and is usually more dense and has less moisture in it than warm air does.
As with the EV, efficiency largely depends on the driver rather than the engine. Which was one of the biggest points made in this study.