The level documentation for both projects is appalling.
However, since SproutCore is now supported by Apple, and Apple are rather good at providing good documentation, I expect this to change.
Cap, however has a released real world app (280Slides) which you can have a play with to get an idea of how you should structure your application. So at this point its probably easier to get started with Cap especially since you know objective-c.
Be aware that for both projects, the number of out-of-the-box controls are very limited, so you'll find yourself implementing your own. Also, SproutCore is ugly by default!
Personally, I think that the Cap approach is excellent.
You don't need to write any HTML or CSS. It genuinely feels like you are writing a desktop app and by coding in objective-js you're essentially abstracted from the browser.
However, I'm not a fan of the language itself. I would have preferred it if they had stuck with pov JavaScript.
I understand that Mac developers will like the potential portability of the code you create with Cap however since Apple go bust in 2012, I don't really see the point :)