Azure AD SSO (o365) has been fantastic, support for many apps, etc. We reviewed Okta, great solution but didn't provide any additional value for us.
Microsoft SSO is good solution specially if you are using Microsoft infrastructure it integrates well. Okta is also good option to be considered and can cost you less compared to SSO.
You may wish to also look at this as reference: https://en.m.wikipedia.org/wiki/Comparison_of_authentication_solutions
If you are considering Okta, have a look here also https://www.okta.com/okta-integration-network/
Not a versus necessarily but have used okta very successfully internally and externally.