Depending on how adjustable they are you can change compression and rebound stiffness together or independently.
Here's a little info on shocks to help understand what they are a little better.
The primary job of a shock is to control the movement of the suspension by changing kinetic energy (motion) into thermal energy (heat), by forcing fluid through small passages in the piston.
This is why when your shocks wear out you get a real bouncy ride... as shims and pistons wear, they allow fluid to flow easier and don't control suspension movement... they allow the car to bounce for an extended period of time.
Shocks stiffness is typically labelled numerically by factors of 10, and sometimes they come in more precise valvings numbered by factors of 5..... A 10 valving is very soft, while an 80 or a 90 valving is very stiff. They are labelled with the compression stiffness first, then the rebound stiffness, so a 90/10 has a very stiff compression and very free rebound, and a 50/50 has medium to firm compression and rebound.
Those numbers are NOT percentages like a lot of people think... you can get a 40/40 shock, a 50/70 shock, basically whatever combination of compression and rebound stiffness you want.