Pretty easy to test yourself.
https://www.dropbox.com/s/9hnbzdyycp3wf ... .capx?dl=0
https://www.dropbox.com/s/y52ot5t8yxxii ... .capx?dl=0
That does answer you question. Although the question is meaningless.
1/ You can not compare 'Solid' with 'Physics Immovable'.
They do not have the same purpose.
'Solids' are always used in combination with other behaviours. They have no meaning on there own.
'Physics Immovable' only interacts with objects that also have the Physics behaviour attached.
2/ A layout with only 'Solids' has no purpose.
A layout containing only 'Physics Immovable' objects has also totally no purpose.
The question could be 'Is a Bullet interacting with a Solid' more a strain for your system then 'a Physics driven object interacting with a Physics Immovable object' ? Or, it is the interaction that matters, nothing else.
And that borrows the question down to 'is this (any) behaviour' faster or slower then 'the physics behaviour'.
3/ Solids, without a behaviour using those solids, do not interact with each other in any way.
'Physics Immovable objects' do interact with each other, even if you dont see them even slightly shiver. A layout containing only 'Physics Immovable objects' has Physics simulations going on, has calculations happening.
Therefor, creating 1000 overlapping 'Physics Immovable objects' will (i expect) run the behaviour out of memory or into a looping three-body problem leading to a crash in the app.