This will be a long post so disclaimer
I’ll leave Howe and Orr out of this as I never got to see either play (but both are deserving of top 4 status). Out of the players I have gotten to see since I started watching in 1979 the clear best have been Gretzky, Lemieux and McDavid in that order. His career is still relatively young at only 9 years but if we compare to Gretzky and Lemieux through 9 seasons as well it can give us a better picture of what we could end up with when it’s all said and done. Since Gretzky and Lemieux played in the 80s and 90s I’ll be using adjusted stats here as McDavid playing 30 years later needs some degree of contextualization. Not that they are the end all be all but it helps in this particular comparison with McDavid added. Also bear in mind that nobody else is close to McDavid through 9 seasons from 1980 to present day so these are indeed the clear top three when adjusted. All three players are age 19-27 here as well.
Historical NHL averages:
EVG: 2.24, PPG: 0.72, SHG: 0.10
Historical playoff league averages:
EVG: 2.03, PPG: 0.74, SHG: 0.10
Connor McDavid:
Regular season
15-16: 45 GP: 19 G, 37 A, 56 P
16-17: 82 GP: 33 G, 80 A, 113 P
17-18: 82 GP: 42 G, 71 A, 113 P
18-19: 78 GP: 42 G, 80 A, 122 P
19-20: 64 GP: 36 G, 68 A, 104 P
20-21: 56 GP: 35 G, 79 A, 114 P
21-22: 80 GP: 43 G, 83 A, 126 P
22-23: 82 GP: 64 G, 92 A, 156 P
23-24: 76 GP: 32 G, 102 A, 134 P
Totals:
645 GP: 346 G, 692 A, 1038 P (1.61)
Playoffs
16-17: 13 GP: 6 G, 5 A, 11 PTS
19-20: 4 GP: 5 G, 4 A, 9 PTS
20-21: 4 GP: 1 G, 3 A, 4 PTS
21-22: 16 GP: 9 G, 21 A, 30 PTS
22-23: 12 GP: 8 G, 11 A, 19 PTS
23-24: 22 GP: 8 G, 36 A, 44 PTS
Totals:
72 GP: 37 G, 80 A, 117 PTS (1.63)
Combined (Regular and Playoffs)
717 GP: 383 G, 772 A, 1155 P (1.61)
Awards
3 Hart, 5 Ross, 4 Ted Lindsay (12 total)
*potential cup and smythe in the balance
Mario Lemieux:
Regular season
84-85: 73 GP: 34 G, 45 A, 79 P
85-86: 79 GP: 37 G, 70 A, 107 P
86-87: 63 GP: 45 G, 44 A, 89 P
87-88: 77 GP: 55 G, 74 A, 129 P
88-89: 76 GP: 66 G, 90 A, 156 P
89-90: 59 GP: 37 G, 64 A, 101 P
90-91: 26 GP: 16 G, 24 A, 40 P
91-92: 64 GP: 38 G, 73 A, 111 P
92-93: 60 GP: 58 G, 74 A, 132 P
Totals:
577 GP: 386 G, 558 A, 944 PTS (1.64)
Playoffs
88-89: 11 GP: 9 G, 6 A, 15 P
90-91: 23 GP: 13 G, 24 A, 37 P
91-92: 15 GP: 13 G, 16 A, 29 P
92-93: 11 GP: 6 G, 8 A, 14 P
Totals:
60 GP: 41 G, 54 A, 95 PTS (1.58)
Combined (Regular and Playoffs)
637 GP: 427 G, 612 A, 1039 P (1.63)
Awards
2 Hart, 4 Ross, 2 Cups, 2 Smythe, 3 Ted Lindsay (13 total)
Wayne Gretzky:
Regular season
79-80: 79 GP: 44 G, 76 A, 120 P
80-81: 80 GP: 43 G, 86 A, 129 P
81-82: 80 GP: 70 G, 92 A, 162 P
82-83: 80 GP: 58 G, 100 A, 158 P
83-84: 74 GP: 68 G, 91 A, 159 P
84-85: 80 GP: 57 G, 106 A, 163 P
85-86: 80 GP: 40 G, 125 A, 165 P
86-87: 79 GP: 51 G, 101 A, 152 P
87-88: 64 GP: 33 G, 87 A, 120 P
Totals:
696 GP: 464 G, 864 A, 1328 PTS (1.91)
Playoffs
79-80: 3 GP: 2 G, 1 A, 3 PTS
80-81: 9 GP: 5 G, 10 A, 15 PTS
81-82: 5 GP: 5 G, 6 A, 11 PTS
82-83: 16 GP: 9 G, 19 A, 28 PTS
83-84: 19 GP: 12 G, 21 A, 33 PTS
84-85: 18 GP: 13 G, 22 A, 35 PTS
85-86: 10 GP: 7 G, 11 A, 18 PTS
86-87: 21 GP: 5 G, 27 A, 32 PTS
87-88: 19 GP: 9 G, 22 A, 31 PTS
Totals:
120 GP: 67 G, 139 A, 206 PTS (1.72)
Combined (Regular and Playoffs)
816 GP: 531 G, 1003 A, 1534 PTS (1.88)
Awards
8 Hart, 7 Ross (8 scoring leads), 5 Ted Lindsay, 4 Cups, 2 Smythe (26 total)
As you can see Gretzky is so far ahead and impossible for anyone to catch but through 9 seasons McDavid and Lemieux are virtually identical. Points per game is a 99% match and awards are only one apart with McDavid having more regular season hardware and a chance to pass/match with a cup and/or smythe. Lemieux still has the higher absolute peak and may end up always having that over McDavid but through the same point in their careers as a whole they are equals when era is accounted for. Nobody else is close to this level under Gretzky and I’ve checked with era adjustment. It shows that for career McDavid will almost certainly be 2-4 all time depending on who you favor. Second all time being very possible with good longevity and winning. These are however the top 3 of the last 45 years undoubtedly. Nobody else is close through the same point.