I'm slightly disappointed that two people have tried to answer this question apparently without having played a Generation 4 game themselves. I'll try to make this clear.
Sturdy only works on OHKO moves.
If you're playing a format where OHKO moves are banned, keen eye has a tiny bit of a chance to be useful, whereas sturdy is completely useless. However, if you do play against people with OHKO moves, sturdy is definitely better.