IMO IEMs can't compare to headphones at all and I've heard the Shure E500s. IEMs are for portability and isolation, they really lack a realistic presentation in terms of soundstage and openness/airyness to compete with full sized headphones. The very nature of their design is their limitation. The E500s were incredible tonally, very detailed and musical at the same time. However, I think my HD595s are scores better than E500s, no way E500s can come close to HD650s. The owner of the E500s that I heard (my brother) immediately agreed after he heard my HD595s. Maybe if you like the in your head sound or grado sound you'd take IEMs over headphones, I can see how it feels intimate.
IMO even the KSC75 bests the Creative EP-630, Shure E2c, and Etymotic ER6.