There is a theme of identity in both films, a view of the impact of society on us, our self and our personal objectifying of the standing within society, Nolan enables a Tale of Two Cities and the Joker, directly from Taxi Driver & The King of Comedy.
I don't hugely like either film in all honesty, both hugely flawed and think themselves grander and 'better' of themselves than they actually are, like TDK and Begins before it, TDKR has a brilliant ending speech, filled with emotion and the consequences of the film built from the previous two, so you have that investment over The Joker to begin with. The Joker isn't really a Joker film, its the inevitability of suffering mental health and not being heard within the 'system', the stem of the concept of who The Joker is, yes, it's present but it's a contemporary setting with little else to 'show' aside from that central concept.