Similarities -

1) Album's title song - are all in English 

Park Jung Min : NOT ALONE
Kim Hyung Jun : OH! AH!
Heo Young Saeng : LET IT GO
Kim Hyun Joong : BREAK DOWN
Kim Kyu Jong : YESTERDAY

2) They all have overlapping lyrics in one song or another, usually inclusive of the title song itself in a few verses here and there 

3) Album itself is all in English too

Park Jung Min : NOT ALONE
Kim Hyung Jun : MY GIRL
Heo Young Saeng : LET IT GO
Kim Hyun Joong : BREAK DOWN
Kim Kyu Jong :

4) If you link all the 5 albums' english names together, you can get a story...
Let it go my girl, because you just turn(ed) me on, and now that I have a break down, of course I am not alone... because I start to see a blurry image... 


Differences - 

1) [NOT ALONE], [BREAKDOWN], [YESTERDAY] are darker themes

[OH! AH!], [LET IT GO] are lighter themes


2) [NOT ALONE], [LET IT GO], [BREAK DOWN] has its focus on the hand(s) movement. 
However, [OH! AH!] and [YESTERDAY] has its focus on the leg(s) movement.


3) Concept-wise, 
[NOT ALONE] and [BREAK DOWN] are tough man images.
[MY GIRL] is a man with a crush image (cute guy image).
[LET IT GO] is a man with a do not care nor bother image (chic guy).
[YESTERDAY] is a betrayed man whose girlfriend has betrayed him (sad guy).

4) Outfit wise,
Most luxurious is Kim Hyung Jun's, and Heo Young Saeng's. 
For Park Jung Min's and Kim Hyun Joong's, it is very dull and dark (usually only one darker tone colour).
For Kim Kyu Jong's, it is generally vivid colored, but not yet luxurious nor dull-colored.

5) Only Kim Kyu Jong and Kim Hyung Jun have different title songs from their debut album's title. For Kim Kyu Jong, his debut album is named [], with title track being [YESTERDAY]. He wants to start anew with another girl, or rather with the same girl again, but he does not know it is already a Past-Tense.
For Kim Hyung Jun, his debut album is named [MY GIRL], with title track being [OH! AH!]. His girl made him express in exclamation, woah! His girl is his crush, who hasn't turned into reality yet.