SharePoint 2019 vs SharePoint Online - Comparison

You could start with the SharePoint Online service description, which compares also with SharePoint Server, though it doesn't mention 2019.

https://docs.microsoft.com/en-us/office365/servicedescriptions/sharepoint-online-service-description/sharepoint-online-service-description

Also, check out the resources mentioned here - Announcing General Availability of SharePoint Server 2019, like the reviewer’s guide and further info https://docs.microsoft.com/en-us/sharepoint/what-s-new/new-and-improved-features-in-sharepoint-server-2019 and https://support.office.com/en-us/article/differences-between-sharepoint-server-2016-and-2019-ba84c8a3-3ce2-4252-926e-c67654ceb4a3.

I'd personally evaluate both solutions perhaps (trial versions) or work with a Microsoft partner to assist with this and compare them directly. It's a big decision unless there are very specific reasons to go on-prem, Online is predominantly the way forward but it really depends on what you are trying to achieve.