Ash here from the Shopify team.
Great question! I can totally see how having a product comparison feature on your site would be valuable. Are you mainly interested in this feature because you have a number of products on your site that are similar to one another?
There are a bunch of options in the Shopify App Store for product comparison applications, and I'll post a couple links below to ones with high reviews for you to check out:
Those are the ones with the highest reviews, but there are also a couple more you can check out here. I hope these resources are helpful, and that one of these applications ends up being the solution for what you have in mind!