Though in the scriptures the words compassion and mercy are used interchangeably, there is a difference. The word compassion indicates being present with another in the times of their trials and sufferings. When a person is dying, one's mere presence is more comforting than any words. That presence is a sign of love and care. Thus, Mary at the foot of the cross shared in the suffering of her Son, Jesus. Her presence comforted Jesus. Thus, she is seen as a model of compassion. 

Mercy on the other hand is doing something for another that is not due to him/her. When Jesus healed the many who were sick, he was moved with compassion for the people were like sheep without a shepherd. When Jesus forgave the sins of the paralytic, he was extending the mercy of God, which the man did not deserve.  In turn, we are called to be both compassionate with those who are suffering and merciful with those who have wronged us. To give to the poor is compassion on our part; to forgive a debt is mercy. As God is both compassionate and merciful to us, Jesus tells us: Be merciful, be compassionate as your Heavenly Father is to you.