Let’s look at the tech stuff first:
Glock 32. 13 rounds. 4.02” barrel. Unloaded weight* 24.34 oz. OAL 7.36”. 5.04” height. 1.26” width.
Ruger Max 9. 12 rounds. 3.2” barrel. Unloaded weight 18.4 oz. OAL 6”. 4.52” height. .95” width.
Ruger LCP. 6 Rounds. 2.75” barrel. Unloaded weight 9.6 oz. OAL 5.16”. 3.6” height. .82” width.
(* Yes, I hate unloaded weight – not very useful except as a comparison point. Loaded, the G32 comes in at 30.34 oz. and will definitely be a factor in comfortable carrying consideration.)
Yes, some significant size differences. Take a look:

And capacity:

How about concealability?

The G32 is in an IWB holster, the Max 9 in a pocket holster, and the LCP is in a wallet holster. Much has been written about concealed carry, and it is very much an individual choice. IWBs are uncomfortable to me. Being in the frozen north, I can carry pretty much any handgun I want in an OWB holster underneath a jacket. I do that for both the G32 and the Max 9. But the tiny LCP in its wallet holster fits inside my back pocket, or a cargo pants pocket, or a jacket pocket. And it just does not print, other than being shaped like a wallet.
What it comes down to is the ease and comfort that will encourage you to carry every day. With the LCP, I do.
We’ll take a look at more variables tomorrow, as well as effectiveness of the round. I mean, I can carry a literal peashooter very comfortably, but it won’t do the self defense thing. Is the short little .380 ACP adequate to the task of being my EDC? And can I hit anything with it?