I would like to know what could be the best exchange for crypto for a fund of about few million dollars.
For an amount that much I would suggest some centralized exchange and not any decentralized one. Get your paper for KYC ready and then join bittrex or poloniex. Poloniex does no have many altcoins so I suggest Bittrex. Make sure to go through their rigourous verification protocol and then start trading.
And also how do you compare exchanges between them.
I look at the market volume average, user reviews on other sites and if there is any feedback on this forum about them. But honestly I have used some exchanges and happy with most of them - so its more of a personal choice too. But yes not all exchanges have same volume of trading.