Why sectors differ
Industries have different margins, growth, debt and price ratios: utilities borrow a lot and grow slowly, software keeps most of its sales as profit, banks are measured by other figures entirely. A number only means something next to the same industry's numbers.
How to do it
Open the sector you are interested in (the list is under Macroeconomics - Sectors) and use its 'Find stocks in this sector' button: the screener opens with the sector chosen. Rank by what matters to you, then open a company and compare it with its peers (step 4 on every stock page).
This content is general information, not investment advice.