I tried to find a website to back me up but can't but i'm pretty sure there are zero calories in a teabag (assuming you don't consume one of course). Therefore if you add the same amount of milk/sugar then the calorie content stays unchanged.
with regard to caffeine content you have to consider the rate at which the chemical is "extracted" from the tea - whether the teabag is in a cup of boiling water or a bucket of boiling water, the rate of caffeine extraction will remain constant, so providing you brew the tea for the same amount of time, then the amount of caffeine in the large mug will be the same as in the small mug. This said, as J2B points out, using a single teabag in a large mug tends to mean a longer brewing time, to obtain the same depth of colour as with a smaller cup, so the increased brewing equals a greater quantity of caffeine in the mug.