Ronaldo - 35 goals. He never scored in CL, let alone the knockouts until Roma in 2007.
Finals - 2 (Chelsea in 2008, Atletico in 2014)
Semi finals - 13 (1x Milan 2007, 2x Arsenal 2009, 2x Bayern 2012, 1x Dortmund 2013, 2x Bayern 2014, 2x Juventus 2015. 3x Atletico 2017)
Quarter finals - 20 (2x Roma 2007, 1x Roma 2008, 1x Porto 2009, 2x Spurs 2011, 2x APOEL 2012, 3x Galatasaray 2013, 1x Dortmund 2014, 3x Wolfsburg 2016, 5x Bayern 2017)
Messi - 16 goals
Finals - 2 (Man Utd in 2009 and 2011)
Semi finals - 4 (2x Real Madrid 2011, 2x Bayern Munich 2015)
Quarter finals - 10 (2x Bayern 2009, 4x Arsenal 2010, 1x Shakhtar 2011, 2x Milan 2012, 1x PSG 2013)
Just the Round of 16 stats: Ronaldo 17-16 Messi
Ronaldo - 1x Lyon 2008, 1x Inter 2009, 1x Lyon 2010, 3x CSKA 2012, 2x Man Utd 2013, 4x Schalke 2014, 3x Schalke 2015, 2x Roma 2016
Messi - 2x Celtic 2008, 1x Lyon 2009, 2x Stuttgart 2010, 2x Arsenal 2011, 6x Leverkusen 2012, 2x Milan 2013, 2x Man City 2014, 3x Arsenal 2016, 1x PSG 2017
Both have scored 9 against a single opponent. Messi vs Arsenal, Ronaldo vs Bayern Munich.