Gamma rays contain much more energy (most penetrating) than radio waves because they have a greater frequencies.
Radio waves are the electromagnetic waves with the longest wavelengths (1dm to 100 km), lowest frequencies (3kHz to 3GHz) and lowest energy (124 peV to 12,4 μeV).
Gamma rays are the electromagnetic waves with the shortest wavelengths (1 pm), highest frequencies (300 EHz) and highest energy (1,24 MeV).