I might add that I've read some amount of horror comics/graphic novels and couple examples particularly come to mind of those.
Firstly there's the original Crow comic the Brandon Lee cult classic movie is based. The movie does have sting here and there, but I've never again taken it as seriously after reading to comic. Because it's another level up, I'm tempted to call it most pain put down on paper I have seen. (Coming from author's real life trauma.)
But if Crow is disturbing and probably very unhealthy read for anyone with mental problems, there's another work that haunts me worse, years after I read it. It's a thing I choose not to read again, I remember it better than I'd like to.
That was A Sickness in the Family by Denise Mina.