Keep scrolling down for answers and more stats ...
1.
This country is part of NATO
2.
This country's capital has the most residents of these three countries
3.
This country has won the most Winter Olympic medals in the world
4.
This country has been at war against the Soviet Union
5.
This country has the highest % of forest coverage in Europe
6.
This country has the most guns per capita of these three countries.
7.
This country is NOT part of the EU
8.
This country has the longest coastline of Europe
9.
This country is NOT a monarchy
10.
Youtube-star PewDiePie was born in this country
11.
This country has the highest milk consumption per capita in the world
12.
This country claims to be home to Santa Claus
13.
This country possesses the most islands in the world
14.
This country has approximately 10 million residents
15.
In this country mainland Europe's northernmost point is found
16.
This country possesses the island "Jan Mayen"
17.
This country did NOT take part in WWII
18.
This country has the highest maximum elevation (highest mountain) of these three countries
19.
This country is linguistically tied to Hungary
20.
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)