Compare Two Custom Post Types Using The Same Custom Taxonomy

Don’t use get_the_term_list() as it returns an HTML string, which makes comparing more difficult.

Use wp_get_post_terms() (Codex link) instead. It can return an array, and then you can use something like array_intersect() to get the terms that match.

Your code should look something like this (I haven’t tested this):

$course_terms = wp_get_post_terms($course_post_id, 'course_type'. array('fields'=>'slug'));
$testimonial_terms = wp_get_post_terms($testimonial_post_id, 'course_type'. array('fields'=>'slug')); 
$matches = array_intersect($course_terms, $testimonial_terms);
if (count($matches) > 0) echo "matching terms";