When you think about it, it's the same story with Superman and Batman, who both lost their fathers (Thomas Wayne for Batman and Jor-El and later Jonathan Kent for Superman) and how they dealt with it. The key that makes it work for them is that the better writers who acknowledge it use it to show the difference. They address the issue head on and allow it to color the characters and illustrate why each man is the way they are.
If you are going to do it, you need to find some way to connect it. I think if there is a strong link between the two events (similar cause of death, two characters drawn to each other because of the tragedy, a mystery involving the two, etc.) then it could work.