High energy photon radiations of gamma-ray bursts (GRBs) and active galactic nuclei (AGNs) are dominated by their jet radiations. It was suggested that relativistic jets powered by different mass-scale black holes may share the same physical laws. A tight relation among the peak luminosity, the peak photon energy in the νf ν spectrum, and the initial Lorentz factor is found for GRBs. With samples of GeV-TeV BL Lacs, FSRQs, and NLS1 galaxies, we show that these sources do not follow this relation. This may be attributed to the jet geometry and continuous/episodic jet as well as radiation physics for different kinds of sources.