Antarctica is colder than Arctic as it is highly elevated land mass surrounded by oceans in which winters are colder than Arctic. Antarctica supports no growth of land animals because of their extreme climatic conditions. Polar bears are only found living on floating mass of ice of Arctic ocean.
Penguins are adapted to live in Antarctica. It is their natural habitat. They have not evolved to live between big predators like polar bears found in arctic region, so they are not found in arctic region.