There are several ways to do this, but it depends on the data structures you want to compare. Look into populating PSCustomObjects, or using Data Tables. For complex structures the latter would probably be preferable. The main thing is to make sure you're comparing apples to apples.

The question is, what is your definition of "equality" in this scenario?
More specifically,

• Do data types matter?

• What about text vs. numeric - is "1" supposed to be equal to 1?

Each SQL flavor defines its own data types, which don't necessarily match PowerShell's (or .NET's) data types, so if data types are supposed to be part of the equation, you'll have to implement some kind of algorithm that maps those.

For example SQLite's INTEGER data type consists of 7 different types of signed integers, so regarding a comparison, how would you want to handle that?
Or let's look at SQLite's TEXT data type - it's a text string that's stored using the database's encoding, so as soon as characters outside of codepage 437 come into play, you'd have to take the encoding into consideration when comparing values.

If a simple string comparison is sufficient, I'd recommend to export the SQL data to a supported text-based data format (I'd favor JSON or XML over CSV), and conduct comparisons on the exported data.