physics?
yes,some metal conductors like hydrargyrum and ferro(iron) or semimetals conducts heat and eletricity better than other conductors.
It's all about the bonds between the atoms that form the material.It's somehow similar to conductors and insulators from electrical point of view...in metals for instance the atoms are tied together strongly compared to wood for example,you can look at these bonds as "bridges" that would conduct heat and electricity "by moving electrons" much better than wood.