I am trying to compare 2 documents in "preview" application, but I can't see them at the same time! Clicking back and forth is not convinient.
By default, Preview opens multiple documents one under the other in a window, which is not as useful for comparing the following tip, is not exactly what you are looking for, but close.
Preview> Preferences> General> select the Open Each Document in Separate Window. Now, when you drag multiple documents onto the Preview icon, each one will open in a separate windows.