An analog comparator is one of the core units in all-optical analog-to-digital conversion (AO-ADC) systems, which digitizes different amplitude levels into two levels of logical '1' or '0' by comparing with a defined decision threshold. Although various outstanding photonic ADC approaches have been reported, almost all of them necessitate an electrical comparator to carry out this binarization. The use of an electrical comparator is in contradiction to the aim of developing all-optical devices. In this work, we propose a new concept of an all-optical analog comparator and numerically demonstrate an implementation based on a quarter-wavelength-shifted distributed feedback laser diode (QWS DFB-LD) with multiple quantum well (MQW) structures. Our results show that the all-optical comparator is very well suited for true AO-ADCs, enabling the whole digital conversion from an analog optical signal (continuous-time signal or discrete pulse signal) to a binary representation totally in the optical domain. In particular, this all-optical analog comparator possesses a low threshold power (several mW), high extinction ratio (up to 40 dB), fast operation rate (of the order of tens of Gb/s) and a step-like transfer function.