Some of this are obvious, but we could list them all...

1. Both are female Forsaken.

2. Both have grudges against Lanfear - Moghedien because Lanfear claims TAR for herself, and Semirhage because of a personality clash.

3. Both have been captured by the Light in the 3rd Age and both were freed.

4. Moghedien and Semirhage were involved with the male a'dam.

5. Both disguised themselves as cleaners and both had feather dusters.

6. Neither has been seen in the White Tower.

7. Neither touched an angreal or sa'angreal, though this is not specific to these two.

8. Ishamael controlled Liandrin and Suroth. Semirhage ended up taking over Suroth, and Moghedien took up Liandrin.

9. Both their prisoners escaped without using the One Power. Rand used the True Power to break free, and Nynaeve feigned fatigue and punched Moghedien in the face.

10. Both spent time in disguises before they revealed themselves.

11. Both have alluded to one another at some point.

12. Both have attempted to kill or capture Nynaeve.

13. Both were present at the cleansing of saidin, though neither was seen in combat.

14. Both were freed by the Shadow - Moghedien by Aran'gar, and Semirhage by Shadar Haran.

It's not a brilliant list, but let's see if you can add to it