A thesis statement for your introductory paragraph could look like this:
Homer’s Iliad and the Bhagavad Gita are both classical epics that similarly present the ideal hero as someone who does A, B, and C; but while the ancient Greek epic values heroes with X, the ancient Indian epic values heroes with Y.
You can fill in the letters with whatever similarities (A, B, & C) and differences (X & Y) you want to discuss between the ethical codes of those societies. Be sure to use textual evidence from the epics to prove your thesis statement is true. Here are scholarly resources that you could refer to and cite in the research paper to support your ideas:
https://dash.harvard.edu/bitstream/handle/1/27727025/26450581.pdf;jsessionid=A5FCFBE7AE8F878600648B1E4BE80B5A?sequence=1
https://www.journals.uchicago.edu/doi/pdf/10.1086/intejethi.21.4.2376569