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Since you will not find detailed financials for many of your competitors, using industry benchmarks may be useful in your analysis. The sources below provide this type of data. Use your NAICS and SIC codes in sources like Dun and Bradstreet's Industry Norms and Financial Ratios and e-Statement Studies.
Offers industry financial analysis benchmarks for over 5,000 lines of business and industry market trends on thousands more.
Use Bizminer instead of this site, since that has the full content.
RMA Annual Statement Studies
Call Number: HF5681.B2 R63
Produced by Risk Management Association (formerly Robert Morris Associates) this publication provides common-size balance sheets and ratios for about 750 industries and 19 ratios. Comparative historical data, together with the current data, can be used to analyze the financial situation of the industry over time.