Two particle-based methods, the established Direct Simulation Monte Carlo (DSMC) method and the novel Low Diffusion (LD) method, are compared in terms of accuracy and performance. While DSMC enables the physically accurate simulation of rarefied gas flows, LD enables the efficient simulation of dense flows under the continuum assumption. Both methods have been utilized to simulate the gas flow around a 70° blunted cone in a wide range of Knudsen numbers from 0.001 to 0.1, and are validated against existing experimental heat flux measurements. Additionally, flow field variables in front of the heat shield as well as surface properties are compared. Finally, the research towards a coupled application of both methods to enable the efficient and physically accurate simulation of flows with large density gradients is addressed.