You could create an insurance company, do your own analysis, and correct for bad ratings by offering insurance to those you think are more solid than their ratings suggest and refuse it from those who you think are rated too highly. (My Dad is about to retire from a company that does this)

> How can I compare Fitch, S&P and Moody's?

There is academic research into ratings quality, i.e. ex post facto analysis of credit ratings. Sort of like buying skis, there's no best rating agency for all products.