On the question of who would win in an altercation between John Rambo and Rocky Balboa, Sylvester Stallone answers the question himself in an interview with David Rubenstein:
Rambo. It’s not even a fight. Unless it’s in the ring. First of all Rambo is a killer. He’s almost a psychopath. Rocky, he’s a good guy. He has mercy, the other one has no mercy.
You can check out the full interview that Rubenstein conducted with Stallone below. Most interviews with Stallone are good, even if he does go over the same stuff over and over such as not being the first choice for Rocky.