For English speakers this is a rather strange question, because for us these words are totally different in meaning. 'Comfortable' suggests something that feels good and relaxing on the body. A soft sofa or armchair is comfortable to sit in, while a hard chair may be uncomfortable. A pair of shoes that fits you well is comfortable to wear, while a pair of shoes that is too small is uncomfortable. We also use 'comfortable' for emotional and psychological contexts. If you are with friends and family whom you know well and get on with, you feel comfortable, in the sense that you are socially relaxed. But if a social situation is awkward or embarrassing, it is uncomfortable. We use 'convenient' for something that is easy to use in some way. For example, a 'convenient time' is a time that suits you. 'A convenient location' is a place which is easy to reach.

I think "convenient" is a substantive you use to express something is neccesary. "It's convenient you study hard to pass your exams. In this way, in the near future you'll have a better life" "Comfortable" is also a substantive you use when you usually feel good in a place. "This sofa is comfortable for me" or "I'm comfortable on the sofa"