brick is a brick, its made of rock but difference in coarsity. old style sand (clay) brick like pic rel indeed is not good insulator as     pointed out because its quite dense this     style nu-brick is made from gravel mixed with a little bit of cement glue and pressed together, so it makes a gravel brick. that is way less dense = more air pockets = excellent insulation i guess 'cinderblock' can mean lot of things but if you mean just the type of block made out of cement its again dense, so bad insulation like clay brick is
Finland