Is it really much worse to lose a twin as opposed to a sibling?

I was wondering if it is worse to lose a twin simply because their twins. I'm not trying to undermine anyone's grief, it just seems that any two people who share a bond that occurs often in twins would have an equally hard time. In the case that I'm wrong (highly likely), is it just as bad to lose a triplet (or any sibling resulting from a birth of multiples)?