There are a lot of foods available!
Mysis shrimp, plankton, krill, brine, bloodworms, tubifex... these are all protein foods. After I read your post, I started looking through my "library" of fish books to see if anyone talked about the differences.
Well, what I found out is that no... nobody really does a direct comparison of them. There are differences in protein, fat, fiber, and a few other things. There are also differences in size and shape. I did find some comparisons of prepared fish diets, but these were mixes with a variety ingredients. So it looks like it will take researching each one independently for a direct comparison.
Basically it comes down to what kind of fish you are feeding. As you research your fish, there will be suggestions for types of food that species can eat and will thrive on.
You should have no problem fiding the best kinds of foods for your particular fish!