A bike's material is only a part of the comfort equation - how the material is formed (i.e., tube shape, diameter, wall thickness) and how it is used (i.e., frame and fork angles) play a significant part in the equation. Perhaps just as importantly, the tires and PSI play a huge part in comfort.
Although lots of people quote the familiar slogan "steel is real", I haven't found that to be the case. My first MTB was made from steel, including the bullmoose handlebar/stem combo. The high level of road and trail buzz transmitted by that bike caused my hands and shoulders to throb ...until I ditched the steel handlebars/stem combo and installed an aluminum stem and handlebar. That made all the difference in the world as far as comfort.
At one time, I had both a steel Raleigh MTB and a Klein aluminum MTB (reputed to be one of the stiffest MTB's back then). The Klein didn't beat me up on trails and/or roads as much as the steel bike did.
I currently have a steel road bike (1997 DiamondBack) with very relaxed angles, and a carbon fiber bike (2011 Specialized Ruby Elite) with steeper angles. The carbon fiber bike rides like a Rolls Royce, even on recently laid chip-seal roads, whereas the steel bike is buzzy and harsh enough that I tire after 30 miles on rough roads.



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