I only recently read the short story "Brokeback Mountain" (1997) by Annie Proulx. I have seen Ang Lee's theatrical film "Brokeback Mountain" (2005) numerous times. They are both good in their own ways, but each has its differences. It would kind of be like comparing Metro-Goldwyn Mayer's beloved classic theatrical film "The Wizard of Oz" (1939) to the classic novel "The Wonderful Wizard of Oz" (1900) by L. Frank Baum. They're both good, but they each have their differences. Film and literature are two different mediums and are going to tell a story in a different way.
I think that literature can convey a character's thoughts a little better than a film can. Film can portray emotions through facial and bodily expressions. Despite being such an ambiguous and heartrending story, the short story and theatrical film adaptation of "Brokeback Mountain" both have a hopeful ending, endings that signify that the memories of those we love live on within us even after they are gone, and that those memories are a part of what helps sustain us through whatever trials and tribulations we may face throughout our lives.