Compressing small files with gzip makes its size smaller than with bzip2, why?

I have a question, just a little thing couch my eyes it's about compression with gzip and bzip2: If I understood correctly - bzip2 requires more processing power but compresses files smaller and more efficient than gzip. When I tried to compress a 6MB file with bzip2 its size got smaller than with gzip as I expected. But when I tried to compress a file with a size of 5 bytes with bzip2 its size got larger than with gzip.

5_bytes_file

-b 5_bytes_file.bz2

result: 42 bytes

5_bytes_file

-b 5_bytes_file.gz

result 38 bytes Why is it happening? am I doing something wrong?