Not unusual for upgrades to end up being "lateral moves" as discussed by @oddiofyl. It can be frustrating to keep trying new stuff and not hear the sound you imagine you should be hearing. You end up hoping the "grass is greener" as posted by @kennyc. The more you upgrade, the harder it is to find something better and not simply different, IME. It is like stepping half the distance to the wall, the closer you get, the smaller the steps. I used to sell one component to fund the "upgraded" component but more recently have been fortunate to be able to purchase the upgraded component first, and compare with whatever I have currently, and only after a direct comparison decide whether the new component is a worthwhile upgrade.
When comparing equipment, the level-matching discussed by @tomic601, is hugely important. Also, I recently found the importance of making comparisons over as short a time window as possible. By setting things up to compare two DACs on-the-fly, with the push of one button on my remote, I determined the sonic differences were not as pronounced as I had formerly believed. You may find that the longer the time period between hearing two different components, the greater the likelihood that your predisposed biases will play a larger role in what you believe you are hearing. As a result, my upgrade comparison process includes:
- thorough burn-in/warm-up
- long-term listening in my own system- at least a couple of weeks if possible
- putting the previous gear back in the system to try and determine whether the new item is an upgrade, or simply different
- multiple short-term AB comparisons between the existing and new components, with as short a time period as possible when changing from one component to the other

