Stocky, thickset, thick, chunky, stubby, squat, dumpy are comparable when they apply to build of the human body and mean being relatively compact in form.
Stocky implies a short and wide or thick build and is likely to be complimentary in suggesting compact sturdiness.
Thickset may describe a thick, solid, burly body.
Thick may be used for bodily parts more often than for body build.
Chunky may indicate a body type ample but robust and solid.
Stubby , less apt than others in this set to describe human body types, indicates noteworthy lack of height or length and corresponding shortness.
Squat and dumpy are usually uncomplimentary.
Squat may indicate unshapely lack of height as though suggesting a person squatting.
Dumpy may suggest short, lumpish gracelessness of body.