I'm not sure about alphabets but I'm pretty sure there are differences in written languages. All languages tend to have roughly the same bitrate when spoken in good conditions. But some languages tend to have simpler sounds spoken more rapidly, like Spanish or Japanese, and some tend to have more complicated sounds spoken more slowly, like English or Chinese. So if you compare the traditional Latin alphabet encoding of English versus Spanish then English will tend to be denser, though at the expense of a lot of pronunciation ambiguity for unfamiliar words due to having way more vowel sounds than the 5 the Latin alphabet has characters for.
