Neither of these things are healthy.
You can make them healthy.
Burgers can be pretty healthy too, if cooked correctly. They can be a decently balanced meal. You've got meat for protein, cheese for dairy and fat, vegetables, buns for carbohydrates and fibre.
Personally, I go for a burger.
Hot Dog is a bit of a vague term. I like different types of sausage, but don't like frankfurters, which I think is the more traditional 'hot dog' sausage.