blessing vs mercy

blessing and mercy both are nouns.

Word	Noun	Adjective	Verb	Adverb
blessing	Yes	No	No	No
mercy	Yes	No	No	No

As nouns, mercy is a hyponym of blessing; that is, mercy is a word with a more specific, narrower meaning than blessing:

blessing (noun)	mercy (noun)
the act of praying for divine protection	leniency and compassion shown toward offenders by a person or agency charged with administering justice
the formal act of approving	alleviation of distress; showing great kindness toward the distressed
a ceremonial prayer invoking divine protection	a disposition to be kind and forgiving
a short prayer of thanks before a meal	the feeling that motivates compassion
a desirable state	something for which to be thankful