No. Not even close.
The Great Pyramid is an engineering marvel because of the size of the blocks, the tools that existed, the timeline in which it was built, how intricately it's decorated with little to no light available, and the precision in which it was constructed. Even today we can not say how they actually built them, given the language, tools, and the supposed time it took to construct. That's why they are a marvel.
http://www.europa.com/~edge/pyramid.html
This CNN 'engineering marvel' is a giant steel box that will be lowered into the water by a crane and rest over one of the 'seeping' holes in the drilling boom. Yes, it's 5000 ft down, but the pressure is not an issue (unless they pump all the water/oil out after it rests on the bottom). The box is hollow and open at the bottom, the pressure inside and outside the box will be the same. It has a hole on the top, which will be hooked to a tube that feeds the oil into a ship at the surface.