I assume you hadn't seen all of Penny Dreadful when you asked this, or you would have known the answer. So stop reading if you still haven't.
To find our answer, we have to look at who Victor Frankenstein is in Penny Dreadful. He is a young scientist, traumatised by the early death of his mother, obsessed with achieving immortality ever since, but inexperienced in life outside science.
I was cursed with poetry very young. Creates extremely unrealistic expectations.
Victor in Penny Dreadful, S1E6: "What Death Can Join Together"
When he creates Caliban, a creature he can't control, he doesn't know how to deal. He tries to forget and just go on, creating a new one — Proteus. When Caliban shows up, he comes to realise he has to deal with him, one way or another.
Do you believe in fate? I don’t mean justice. I mean retribution. Facing the consequences of your actions that have produced catastrophe. A sin that is everlasting, one that you have made immortal. There is a line from Shelley that haunts me, a single line from Adonais. I cannot get it out of my head. "No more let life divide, what death can join together."
Victor in Penny Dreadful, S1E6: "What Death Can Join Together"
We see Victor struggling with what Caliban has ordered him to do. He draws sketches of ballerinas while wondering where to find a subject. He also asks Ethan Chandler for shooting lessons. Again, his inexperience shows; he has never even touched a gun in his whole life.
His inexperience is underlined when the demon possessing Vanessa castigates him for being a virgin.
Meanwhile, Caliban is rejected by Maude (the actress) and is fired from the theatre. Having nowhere else to go, he turns to Victor. While Victor is working up the courage to shoot Caliban (from behind, no less), Caliban confesses to Victor.
Caliban has come to realise that the real monster in him is not in his appearance, but in his soul. Just as Victor is ready to shoot him, Caliban asks him to do so — apparently he has sensed what Victor was up to.
What dreams I had of my mate. Of another being looking into these eyes, upon this face and recoiling not. But how could it happen? For the monster is not in my face... but in my soul. I once thought that if I was like other men, I would be happy and loved. The malignance is growing, you see — from the outside in. And this shattered visage merely reflects the abomination that is my heart. Oh my creator, why, why did you not make me of steel and stone? Why did you allow me to feel? I would rather be the corpse I was than the man I am. Go ahead. Pull the trigger. It would be a blessing.
Caliban in Penny Dreadful, S1E8: "Grand Guignol"
It is then that Victor no longer sees Caliban as a demon or a burden, but rather as a victim. In a way, Caliban was as naive as Victor. He has now experienced love and rejection for the first time. Victor realises that they are more the same than he'd like to admit.
Tout comprendre rend très-indulgent (to know all is to forgive all)
Corinne, Book 18, chapter 5 — Germaine de StaĂ«l