Y makes sense because the artery has a lower compliance than a vein X.
Basically, what the graph is telling you is that it takes more pressure to expand the volume of the vessel Y than the vessel X. If you look at the graph, notice that an increase of 200 mmHg expands artery Y by only 150% whereas for the vein, its volume expands by 220%. This means that a higher pressure (and hence more energy) is needed to expand the artery than the vein.
Think of artery Y as a "stiffer" spring than vein X. You need a lot more energy to compress a stiffer spring. So more energy will be stored in the stiffer spring if you compress it the same length as a normal spring. In that regards, the artery will always be stiffer than the vein.
If all else fails, just memorize the fact that energy from the blood is stored in the walls of the artery to maintain a constant blood flow (if energy wasn't stored in the walls of the artery, blood flow will be intermittent instead of constant due with heartbeat), so arterial wall will store energy imparted to the blood by the heart whereas the veins don't really do that.