There was a particularly insightful post over at Irreverent Oiler Fans comparing Henrik Zetterberg to Vincent Lecavalier. The gist of it is that their offensive stats may be comparable, but when you look at both +/- and shots directed at the net, Lecavalier is very weak defensively compared to Zetterberg.

If I run the 5v5 shot analysis from below on these two, I get something like this:

Player	GA	SA	SPCT	EXP GA	EXP SPCT
Lecavalier	31	229	865	22.55	902
Zetterberg	16	164	902	14.37	912

EXP GA is the expected number of goals allowed by each player, assuming a league average goaltender. EXP SPCT is the expected save percentage under those same conditions.

Two things come out of this data:

1) Lecavalier gives up a lot more shots on goal when he's on the ice than Zetterberg.
2) The shots Lecavalier gives up aren't better shots, but Tampa's goaltending is a lot worse than average, so it looks like opponents score a lot more when he's on the ice.

I think this is the best way to visualize the situation:



Lecavalier leads Zetterberg in two major categories of shots allowed: very high percentage shots (20% chance of scoring, usually within 10 feet of the goal) and low percentage shots (2.5% chance of scoring). Those two cases cancel each other out, so overall, the average opponent shot when Lecavalier is on the ice isn't any tougher for the goalie to handle. This shows up in the minimal difference in expected save percentage.

But that doesn't change the fact that Lecavalier simply allows a lot more shots when he's on the ice, and even if they're not tough to handle, he's going to allow a lot more goals than Zetterberg.