Keep scrolling down for answers and more stats ...
This country's capital has the most residents of these three countries
This country has won the most Winter Olympic medals in the world
This country has been at war against the Soviet Union
This country has the highest % of forest coverage in Europe
This country has the most guns per capita of these three countries.
This country is NOT part of the EU
This country has the longest coastline of Europe
This country is NOT a monarchy
Youtube-star PewDiePie was born in this country
This country has the highest milk consumption per capita in the world
This country claims to be home to Santa Claus
This country possesses the most islands in the world
This country has approximately 10 million residents
In this country mainland Europe's northernmost point is found
This country possesses the island "Jan Mayen"
This country did NOT take part in WWII
This country has the highest maximum elevation (highest mountain) of these three countries
This country is linguistically tied to Hungary
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.
(Of course if you mean European Russia then there is no comparison)