A very good question!

One answer is that the thermal conductivity varies quite a bit. For reference, the units of thermal conductivity used here are Watts per meter Kelvin. That's units of power per unit length and unit temperature. Copper is a fantastic thermal conductor whereas aluminum is comparatively an okay thermal conductor. Steel is about an order of magnitude less good of a thermal conductor.

Copper: 401 W/mK
Aluminum: 215 W/mK
Steel, 1% C: 43 W/mK
And for comparison, window glass: 0.96 W/mK

The more interesting answer is why. You will learn in your science classes that all matter is made up of many extremely tiny particles known as atoms (e.g., you, the food you eat, the air you breath). Atoms are made of other particles known as protons, neutrons (both located in the nucleus), and electrons (which float about around the nucleus) see here (side note: not the most accurate depiction of the atom, but it will do here).

The identity of the material is determined by the number of protons; for instance, copper has 29 protons and aluminum has 13. (The number of neutrons has to do with which isotope of a particular element it is, but that is not relevant here).

In a solid, like copper, aluminum, and steel, these atoms are arranged on a crystal lattice (yes, metals are actually crystalline!). On a microscopic level, heat is conducted via something called phonons (essentially lattice/atomic vibrations) and free electrons. For metals, the ability of a material to conduct heat is tied predominantly with how far electrons travel without being scattered. It is no coincidence metals are both good electrical and thermal conductors. Metals have free electrons, which can also carry heat. The electrons can scatter off of a variety of things like defects, impurities, or lattice vibrations The last one is what really differs between two crystalline materials like copper and aluminum, which have different bonding characters and atomic masses. Steel does worse for similar reasons, and also because it has carbon impurities, which inhibit the transfer of heat.

For non-metals, heat is no longer transferred via electrons because there are no free electrons to carry the heat. Instead, they are carried by phonons.

Hope this helps!
Best,

This is a very useful question to ask for designing systems that involve heat. The simplest answer is that in general, thermal conductivity is a complex property to predict. If I needed to use it, I would probably look up the numbers on a website like WebElements or Wikipedia (be careful to double-check for mistakes!). From the WebElements data, we can see that copper (Cu) and silver (Ag) are the best thermal conductors. For pure elements, anyways.

To dig a little deeper, thermal conductivity depends on the chemicals involved and on how they are structured. So the conductivity of pure iron will be different from the conductivity of steel, which is an alloy of iron and carbon. The conductivity also changes with temperature, so be careful to check the sources for your data to see what temperatures were used.