The most direct way to compare any two materials in the database is to navigate to one of the materials, then use the "Compare to Current" field in the menu to find the other material. The resulting link will take you to the comparison page. This works on both top-level materials and variants.
If you found this page through a link on a material page, you can go back and try it right now. If you have an entirely different pair of materials in mind, you can use the menu on this page to find the first one. The menu is accessible by clicking the button in the upper right corner of the screen, or pressing the escape key. The menu will contain different things, depending on the type of page you're on.
You can also compare materials by browsing. The followup questions section on top-level materials contains links for comparing the given material to others of the same type (e.g. aluminum alloy, thermoplastic) or overarching category (e.g. metal, ceramic). Comparing materials of the same type provides a more detailed picture, with the largest number of properties in common. The more dissimilar the materials, the more challenging the comparison becomes.