Excellent videos from Vox explain why we cannot simply compare COVID-19 vaccines just based on 1 of their efficacy numbers. Basically, the number which is often referred to by the media when talking about how effective a vaccine (like the Pfizer-BioNTech vaccine is 95% effective) only shows how the vaccine prevented individuals in the clinial trial from getting infected by the virus. Different clinical trials were done at different times and places, so it is not fair to just compare them with that number. Also, although that number is an important metric, it is not the most important thing we want from a COVID-19 vaccine. What we really want a vaccine to do is to prevent everyone from being seriously sick if they get infected. And all of the current vaccines approved by the US, EMA, and WHO can do that at almost 100% effectiveness.
Another excellent video explains the difference between different kinds of COVID-19 vaccines currently available in how they are made.