I work for FusionAuth and we have some comparisons on our website, but I haven't built an application with each of these.
I'd say that dimensions that matter vary so widely for each person and use case, it'd be hard to do a great comparison.
Dimensions that matter:
* open source or not
* standalone application or library/framework you integrate
* self hosted or SaaS
* authentication, authorization, user management or all three?
* standards implementation
* integrations with other auth tech (LDAP)
* which OAuth grants they support
* documentation and developer experience
And that doesn't get into specific features that you might need. An example: if you want to modify a user object in the middle of a login flow, Auth0 has rules, we have Lambdas, Keycloak has plugins. How are you going to know what features you need without building out at least a sample app?
Oh, and pricing! Lots of the smaller operations (us included) have transparent pricing, but Okta/Auth0 don't.
I'm not sure folks considering Okta are also considering 18-month old competitors charge $0.05/user. Other comments here place Okta at $2-15/user/month depending on feature-set so it's hard to imagine there's anything close to feature parity with that pricing spread.
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