Officially, not in the least bit. Loki is Odin's blood brother, which is not a REAL family relation. Thor is Odin's son. However, there is some speculation that Lothur, Odin's brother mentioned along side Hoenir, might be an earlier version of Loki. In which case, Loki would be Thor's uncle. Of course, there is not the least bit of hard evidence that points to this, just circumstantial.
They are blood-brothers Which makes Loki Thor's god-father
Thor and Loki Blood Brothers - 2011 Thor and Loki Brothers 1-1 was released on: USA: 13 September 2011
Thor and Loki Blood Brothers - 2011 Thor and Loki Blood Brother 3 1-3 was released on: USA: 2011
Loki had incest with there little sister and thor found out.
Thor is generally more popular than Loki, as he is one of the main Avengers and has been featured in multiple Marvel movies. Loki, while also a fan-favorite character, does not have the same level of mainstream recognition as Thor.
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The 2011 film Thor and the 2013 film Thor: The Dark World .