Different kind of physical. Lax is more physical in the sense that you get to beat up each other with metal sticks, but hockey in the sense that there are more fuckin awesome open ice hits. You only see a few open field hits in lacrosse that would compare to the hockey ones. Most lax players I play with are also the kids I play hockey with too though, so it's not really a competition.
I'd actually rather take a good blow from a lax stick, because if you protect yourself correctly, you usually get the shot to a pad or your bicep/tricep, which is numb after the first few blows anyways. I think I say this because in hockey, I've gotten hit from behind a too many times and blew my ACL out in one of them.