That all depends on what you consider strong.
Both can take the gravity load equally well. But steel buildings withstand earthquakes MUCH better.
They are about equal under wind loads.
In a severe fire the concrete building is stronger.
As for cost, the steel building is more expensive, but will go up faster, so it's actually cheaper, the savings being in Labor. (A concrete building is cheaper than steel when it comes to fire codes, so the bottom line cost is about the same.)
If you want to put up a 60 story apartment building, go with concrete, and pray there are no earthquakes. Otherwise, go with steel.
(One can make a concrete building as good as a steel building as far as earthquake performance, but the amount of rebar needed to properly "Cage" the concrete would be more expensive than a steel building.)
In New York, I would go with reinforced concrete, in Los Angeles, I would go with steel.
I'm a Structural Engineer, can ya tell.