Might be Compete.com has more features than Alexa.com. But come to the facts
Alexa.com is considering worldwide and it is. Its rank is also based on worldwide internet users and provides you the total worldwide rank and country wise rank.
Compete.com’s rank based on US internet users. Its rank is best for those websites/companies that are targeting [...]

Alexa, Analytics, Compete, Global Rank, Rank, Ranking