How does the efficiency of a fixed wing compare to a rotary wing?
Helicopters use more fuel than airplanes (considering everything else being equal).

When helicopters are traveling slow, they need more energy to hold their weight. When traveling fast (according to their standards), the rotor drag is very high. This is the primary reason they need more power. More Power = More Fuel. 

Conventional aircraft have much less drag at a given weight and speed than a helicopter. 

Helicopters travel slow. When they burn more fuel per hour and travel slowly, fuel consumption per mile is much worse. They also stay low. Most have turbine engines, turbines burn lots of fuel at low altitudes.

Wikipedia has a good article about energy efficiency in different vehicles.


  
  Two-seater and four-seater flying at 250 km/h with old generation engines can burn 25 to 40 liters per flight hour, 3 to 5 liters per
  100 passenger km.
  The Sikorsky S-76C++ twin turbine helicopter gets about 1.65 mpg-US (143 L/100 km; 1.98 mpg-imp) at 140 knots (260 km/h; 160 mph) and
  carries 12 for about 19.8 passenger-miles per gallon (11.9 litres per
  100 passenger km).