Keep scrolling down for answers and more stats ...
1.
This country's capital has the most residents of these three countries
2.
This country has won the most Winter Olympic medals in the world
3.
This country has been at war against the Soviet Union
4.
This country has the highest % of forest coverage in Europe
5.
This country has the most guns per capita of these three countries.
6.
This country is NOT part of the EU
7.
This country has the longest coastline of Europe
8.
This country is NOT a monarchy
9.
Youtube-star PewDiePie was born in this country
10.
This country has the highest milk consumption per capita in the world
11.
This country claims to be home to Santa Claus
12.
This country possesses the most islands in the world
13.
This country has approximately 10 million residents
14.
In this country mainland Europe's northernmost point is found
15.
This country possesses the island "Jan Mayen"
16.
This country did NOT take part in WWII
17.
This country has the highest maximum elevation (highest mountain) of these three countries
18.
This country is linguistically tied to Hungary
19.
This country has the highest coffee consumption per capita in the world
Sweden most definately took part in WWII by assisting Nazi Germany right up to 1944.
SOURCE: https://en.wikipedia.org/wiki/List_of_countries_by_length_of_coastline
(Of course if you mean European Russia then there is no comparison)