If you're comparing the same generation of CPUs (Socket A/462, S939, AM2, AM3, etc...) a Sempron is always a lower-cache (onboard memory) Athlon. There were some other differences across the same generation, such as the 939 Semprons lacking 64bit capabilities until very late, like when the AM2 boards were already out. In the latest generations, they were always single core versus the X2s. Bottom line, clock for clock and core for core, in the same generation of CPUs, the Athlons are ALWAYS faster, sometimes up to quite a bit (depending upon the application and its cache dependency).
That said, if you're not doing anything CPU intensive (just a general use computer for web surfing and Office-type stuff) and want to save some money, the Sempron's are great little CPUs for that and I've built quite a few cheapo PCs using them over the years. Just don't expect miracles for anything beyond that usage.