General formula for KE of rotating body is
$$K = \frac{1}{2} \ I \omega ^2+\frac{1}{2}mv_{\text{com}}^2$$
where
* $\omega=\dfrac{v}{r}$ for rolling without slipping, and
* $v_{\text{com}} $ is velocity of centre of mass (here $v_{\text{com}}=v$)
Thus for **spherical shell** ,
$$K = \frac{1}{2} \cdot \dfrac{2mr^2}{3}\cdot \dfrac{v^2}{r^2}+\frac{1}{2}mv^2$$
$$\therefore K = \dfrac{5}{6}mv^2$$
* * *
Regarding your intuition, since both the rotating bodies have same velocity and mass, then moment of inertia determines which body will have greater $K$.
Moment of inertia is _rotational analogue_ of translational inertia, i.e. mass. When two bodies have same velocity, then the body with higher mass will have greater $K$.