You will find a few different sites that compare different ones.  Bitcoin.org does this - https://bitcoin.org/en/choose-your-wallet

But the problem are there are SO many different kinds.  To my knowlege there is not one that has every software, hardware, cold storage/hotstorage, web wallets, etc.  The list would just be massive so I don't think you will find all of them.

Main thing you need to know is if it's to store a small amount or a big amount.  Then look into hot/cold wallets depending on anwser.   And decide what fits you.