Security from updates on all three should be mostly comparable, as long as they keep receiving security updates, and you install them. However, CalyxOS has custom code, and tends to be slower to implement the updates.
Some features are proprietary and, therefore, only available on stock. Personally, I went CalyxOS. I don’t miss any of the stock features, but built-in ai is useless for me. My security and privacy postures are evolving, and I may go GrapheneOS next phone. Not sure yet.