I don't like to do comparisons but the biggest one you probably know yourself. Skykick is a cloud based solution, where Veeam can bring your data on-premises and when you combine it with VBR (VBO running in a VM) bring it to tape/ cloud provider/ ...
eDiscovery through our Veeam Explorer for exchange is the second big deal, flexibility the third
And last but not least, with our next version service providers will be able to deliver the same type of service as skykick, the difference being that they will be your trusted service provider and you know the location and other details of their solution
Our explorer for Exchange has many ways of recovering data. Going back to O365, going to an exchange on-premises. Recover as msg or as PST. Last but not least, in the latest version this is all possible through PowerShell. Besides that, it has quite some extensive eDiscovery possibilities, and with the latest version coming, it will be able to review the headers also (for example to do analysis on Ransomware attack or similar).
But honestly, the best you can do is look through the documentation or if you have VBR, put it to work on an Exchange VM and see the possibilities
The big thing for me is that with Veeam you have control of the data, it's on your hardware and you can then archive to tape/copy/backup the backup etc.. And you have the software required to access the data, so in the event of a major disaster you can re-install the software on a windows machine, add the repo and away you go.
Skykick uses Azure storage, so you are backing up an MS platform to the same place, although you would hopefully backup to a different region to that of your O365 services.. And once you have your backup you are dependent on Skykick being up and running to access your backups.
I can't recall the restore options from skykick, can it go to PST, another mailbox, mailbox on another tenant/onprem?
Just discovered that SkyKick does NOT provide point-in-time recovery, despite some "confusing" material on their website. Apparently this is coming in the future, but for me this is the most compelling benefit of VBO.