Please review my sentence and advise.
When he was in a mental asylum he couldn't read or write but could sketch some inexplicable drawing.
In this context, there would be little difference between the two, though 'incomprehensible' could suggest a greater degree of confusion IMO.
His current bad behavior is inexplicable. He was such a good boy last year.
incomprehensible means cannot be understood.
It was incomprehensible to me that simple lines on a canvas can be called art.
So there is a difference between the words.
In your example
an inexplicable drawing would be understandable from a drawing point of view but you would not know why it was drawn.
an incomprehensible drawing would not represent anything recognizable. It would be meaningless lines.
That is my take on your question.
I agree with Naamplao.
If the drawings were inexplicable, you can't figure out how he came to draw them. Perhaps he drew pictures that accurately represented placed he had never been.
If the drawings were incomprehensible, you don't know what they are supposed to be at all.