HINT:
* First, show that if $A$ is a set, $\alpha$ is an ordinal, and there is an injection from $A$ to $\alpha$, then $A$ can be well-ordered.
* Now fix a set $A$. Note that comparability means that for every ordinal $\alpha$, either $\alpha$ injects into $A$ or $A$ injects into $\alpha$. Is it possible that _every_ ordinal injects into $A$?
* Do you see how to get a principle you already know is equivalent to the axiom of choice from the two bulletpoints above? (What does well-orderability have to do with choice?)